GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,029 COMMITMENTS 1,020 1,106 799 31,867 32,024 33,686 33,929 343 100 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 2,108) 374 47 171 1,533 1,880 2,078 2,098 30 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 3.3 2.3 93.6 94.1 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 6 4 39 51 44 58 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,736 COMMITMENTS 0 0 0 5,675 5,714 5,675 5,714 61 22 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 203) 0 0 0 208 203 208 203 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 99.6 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 19 20 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,062 COMMITMENTS 739 324 361 9,132 9,626 10,232 10,311 830 751 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 342) 5 10 56 220 242 281 308 61 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 2.9 3.3 82.6 87.0 92.5 93.2 7.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 4 9 31 33 41 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,525 COMMITMENTS 504 400 209 3,131 3,335 3,844 3,944 681 581 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 196) 60 46 47 134 73 241 166 -45 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 8.8 4.6 69.2 73.7 85.0 87.2 15.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 2 5 27 32 35 39 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,522 COMMITMENTS 203 111 43 3,492 3,612 3,738 3,766 784 756 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 542) -10 -10 40 477 459 507 489 35 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 2.5 1.0 77.2 79.9 82.7 83.3 17.3 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 26 30 28 32 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,838 COMMITMENTS 0 185 75 5,664 5,568 5,739 5,828 99 10 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 345) 0 0 0 345 345 345 345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 1.3 97.0 95.4 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 19 18 20 19 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,973 COMMITMENTS 926 580 139 6,554 6,943 7,619 7,662 354 311 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 206) 94 30 0 92 176 186 206 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 7.3 1.7 82.2 87.1 95.6 96.1 4.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 5 3 30 28 38 34 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,137 COMMITMENTS 210 420 113 1,585 1,504 1,908 2,037 229 100 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 220) 50 100 -40 202 110 212 170 8 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 19.7 5.3 74.2 70.4 89.3 95.3 10.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 5 2 18 14 24 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,441 COMMITMENTS 458 2,849 40 25,572 23,522 26,070 26,411 371 30 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 2,796) 150 90 -50 2,696 2,726 2,796 2,766 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 10.8 0.2 96.7 89.0 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 1 33 26 36 27 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,501 COMMITMENTS 252 1,158 165 4,216 3,749 4,633 5,072 868 429 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 369) 0 -58 0 375 340 375 282 -6 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 21.1 3.0 76.6 68.2 84.2 92.2 15.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 4 6 23 14 29 20 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 363,011 COMMITMENTS 62,512 62,436 81,182 180,990 186,482 324,684 330,100 38,327 32,911 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 2,307) -528 941 -262 4,808 1,745 4,018 2,424 -1,711 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 17.2 22.4 49.9 51.4 89.4 90.9 10.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 42 47 56 69 79 144 157 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,132 COMMITMENTS 0 0 0 47,972 47,432 47,972 47,432 7,160 7,700 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 819) 0 0 0 1,267 1,251 1,267 1,251 -448 -432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.0 86.0 87.0 86.0 13.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 18 18 18 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 976,994 COMMITMENTS 279,639 449,591 273,058 354,312 221,711 907,009 944,360 69,985 32,634 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 24,266) 10,647 14,311 2,740 9,362 5,350 22,749 22,401 1,517 1,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 46.0 27.9 36.3 22.7 92.8 96.7 7.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 97 97 114 69 60 240 212 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 440,113 COMMITMENTS 213,248 112,550 91,601 130,109 227,919 434,958 432,070 5,155 8,043 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -27,333) -3,080 -3,130 -6,565 -14,403 -17,847 -24,048 -27,542 -3,285 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 25.6 20.8 29.6 51.8 98.8 98.2 1.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 13 22 29 34 58 58 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 78,174 COMMITMENTS 4,162 31,083 11,799 56,656 30,752 72,617 73,634 5,557 4,540 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -12,163) 101 -655 -6,244 -5,842 -4,514 -11,985 -11,413 -178 -750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 39.8 15.1 72.5 39.3 92.9 94.2 7.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 12 15 16 16 33 32 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,875,151 COMMITMENTS 794,678 62,048 318,647 707,287 1460129 1820612 1840824 54,539 34,327 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -105,211) -32,004 -1,375 -8,477 -69,831 -84,380 -110,312 -94,232 5,101 -10,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 3.3 17.0 37.7 77.9 97.1 98.2 2.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 29 16 34 60 64 99 106 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 651,057 COMMITMENTS 20,654 195,919 116,815 509,482 335,971 646,951 648,705 4,106 2,352 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -49,393) -5,479 -2,044 -12,318 -31,274 -34,900 -49,071 -49,262 -322 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 30.1 17.9 78.3 51.6 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 15 24 27 40 35 73 69 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 93,646 COMMITMENTS 56,460 42,455 12,889 22,770 36,212 92,119 91,556 1,527 2,090 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 2,140) 1,782 -596 789 -546 1,837 2,025 2,030 115 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.3 45.3 13.8 24.3 38.7 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 17 23 18 17 46 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,561 COMMITMENTS 12,916 22,350 4,818 15,187 5,668 32,921 32,836 640 725 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 2,122) 540 1,882 197 1,390 88 2,127 2,167 -5 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 66.6 14.4 45.3 16.9 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 13 18 13 12 40 32 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 34,121 COMMITMENTS 2,337 2,820 2,791 28,420 28,084 33,548 33,695 573 426 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -4,860) 193 -852 415 -5,413 -4,511 -4,805 -4,948 -55 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 8.3 8.2 83.3 82.3 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 12 8 6 45 58 60 69 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,303 COMMITMENTS 696 487 375 2,912 3,143 3,983 4,005 320 298 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -628) -174 -367 300 -943 -685 -817 -752 189 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 11.3 8.7 67.7 73.0 92.6 93.1 7.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 5 4 23 30 29 37 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,728 COMMITMENTS 1,070 0 528 16,200 17,590 17,798 18,118 930 610 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,755) 157 -172 -157 -2,082 -1,488 -2,082 -1,817 327 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 2.8 86.5 93.9 95.0 96.7 5.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 23 21 26 23 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,069 COMMITMENTS 873 1,983 0 13,770 12,554 14,643 14,537 426 532 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,785) -105 -63 0 -1,638 -1,701 -1,743 -1,764 -42 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 13.2 0.0 91.4 83.3 97.2 96.5 2.8 3.5 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 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 296,974 COMMITMENTS 8,587 31,907 0 288,387 265,067 296,974 296,974 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -40,080) -1,224 -1,224 0 -38,856 -38,856 -40,080 -40,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 10.7 0.0 97.1 89.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 13 11 14 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 85,689 COMMITMENTS 0 0 0 85,349 85,499 85,349 85,499 340 190 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,625) 0 0 0 -2,604 -2,604 -2,604 -2,604 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 15 11 15 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,520,484 COMMITMENTS 0 0 0 1520484 1520484 1520484 1520484 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -37,128) 0 0 0 -37,128 -37,128 -37,128 -37,128 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 14 16 14 16 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 161,057 COMMITMENTS 4,380 8,870 3,795 152,628 148,392 160,803 161,057 254 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -4,389) 210 21 -336 -4,263 -4,074 -4,389 -4,389 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.5 2.4 94.8 92.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 2 26 24 28 27 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,310,523 COMMITMENTS 3,138 308,720 0 3307385 3001803 3310523 3310523 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -59,696) -816 0 0 -58,880 -59,696 -59,696 -59,696 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 9.3 0.0 99.9 90.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 26 23 27 24 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,373 COMMITMENTS 0 3,566 1,280 18,070 14,272 19,350 19,118 23 255 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,743) 0 -441 0 -1,743 -1,302 -1,743 -1,743 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.4 6.6 93.3 73.7 99.9 98.7 0.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 11 11 12 13 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,308 COMMITMENTS 2,026 0 1,804 40,478 42,504 44,308 44,308 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -3,675) 462 0 -462 -3,675 -3,213 -3,675 -3,675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 4.1 91.4 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 16 12 17 13 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 72,342 COMMITMENTS 1,483 1,317 4,433 66,338 65,527 72,254 71,277 88 1,065 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,121) -21 210 -210 -1,848 -2,121 -2,079 -2,121 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.8 6.1 91.7 90.6 99.9 98.5 0.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 22 18 24 19 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,742 COMMITMENTS 2,487 0 2,268 34,902 37,389 39,657 39,657 85 85 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,344) -105 0 0 -1,218 -1,323 -1,323 -1,323 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.0 5.7 87.8 94.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 17 17 18 18 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,421 COMMITMENTS 105 0 0 30,316 30,336 30,421 30,336 0 85 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,352) 0 0 0 -2,352 -2,331 -2,352 -2,331 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.7 99.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 21 14 22 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 317,747 COMMITMENTS 16,748 11,850 23,480 277,519 282,417 317,747 317,747 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -27,336) -2,856 0 0 -24,480 -27,336 -27,336 -27,336 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 3.7 7.4 87.3 88.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 13 13 14 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 812,079 COMMITMENTS 102,686 0 15,690 693,703 796,389 812,079 812,079 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -53,448) 4,080 0 -4,080 -53,448 -49,368 -53,448 -53,448 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 0.0 1.9 85.4 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 17 19 18 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,705,713 COMMITMENTS 193,880 0 71,320 1440513 1634393 1705713 1705713 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -39,576) -2,448 0 0 -37,128 -39,576 -39,576 -39,576 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 4.2 84.5 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 20 16 22 18 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 614,530 COMMITMENTS 220,282 0 0 394,248 614,530 614,530 614,530 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 18,480) -7,344 0 0 25,824 18,480 18,480 18,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 0.0 0.0 64.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 15 17 15 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 410,816 COMMITMENTS 0 0 0 410,816 410,816 410,816 410,816 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -25,296) 0 0 0 -25,296 -25,296 -25,296 -25,296 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 14 16 14 16 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,045 COMMITMENTS 884 6,086 2,073 43,388 38,452 46,345 46,611 700 434 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 4,034) 130 258 91 3,733 3,675 3,954 4,024 80 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 12.9 4.4 92.2 81.7 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 4 4 45 40 54 46 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,741 COMMITMENTS 748 4,261 261 18,544 14,667 19,553 19,189 188 552 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,235) -26 49 -14 -1,186 -1,265 -1,226 -1,230 -9 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 21.6 1.3 93.9 74.3 99.0 97.2 1.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 2 30 23 34 26 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,634 COMMITMENTS 515 145 273 4,716 4,953 5,504 5,371 130 263 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -21) 34 -15 15 5 -40 54 -40 -75 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 2.6 4.8 83.7 87.9 97.7 95.3 2.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 1 19 18 22 20 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,458 COMMITMENTS 30 165 5 7,322 7,779 7,357 7,949 1,101 509 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 370) 0 30 0 270 153 270 183 100 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.0 0.1 86.6 92.0 87.0 94.0 13.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 22 17 24 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,559,353 COMMITMENTS 421,058 118,494 584,454 473,149 797,786 1478661 1500734 80,692 58,619 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 9,100) -3,192 11,971 10,860 -3,675 -19,615 3,993 3,216 5,107 5,884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 7.6 37.5 30.3 51.2 94.8 96.2 5.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 121 88 146 91 94 283 274 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 143,444 COMMITMENTS 58,805 13,666 1,365 48,523 86,205 108,693 101,236 34,751 42,208 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -8,196) -5,289 -987 -310 -3,065 -5,570 -8,664 -6,867 468 -1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 9.5 1.0 33.8 60.1 75.8 70.6 24.2 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 5 14 15 20 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 122,472 COMMITMENTS 19,533 57,555 50,962 46,981 9,496 117,476 118,013 4,996 4,459 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 7,567) 271 1,467 5,625 1,600 587 7,496 7,679 71 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 47.0 41.6 38.4 7.8 95.9 96.4 4.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 12 22 13 12 36 35 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,203 COMMITMENTS 0 0 0 16,203 16,194 16,203 16,194 0 9 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 1,585) 0 0 0 1,585 1,585 1,585 1,585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 18 11 18 11 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,891 COMMITMENTS 33,043 4,461 793 6,458 37,508 40,294 42,762 3,597 1,129 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 637) 1,026 626 -121 -203 260 702 765 -65 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.3 10.2 1.8 14.7 85.5 91.8 97.4 8.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 101 33 6 22 41 128 75 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 65,015 COMMITMENTS 50,640 10,093 941 9,240 50,703 60,821 61,737 4,194 3,278 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 1,790) 2,047 2,072 283 -531 -1,058 1,799 1,297 -9 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.9 15.5 1.4 14.2 78.0 93.5 95.0 6.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 110 39 16 27 38 142 91 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 259,193 COMMITMENTS 88,219 46,842 34,928 117,071 156,658 240,218 238,428 18,975 20,765 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -8,963) 1,052 1,343 -1,269 -7,608 -8,831 -7,825 -8,757 -1,138 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 18.1 13.5 45.2 60.4 92.7 92.0 7.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 67 48 61 67 92 166 177 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,684 COMMITMENTS 9,372 439 1,842 5,081 12,502 16,295 14,783 2,389 3,901 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -3,376) -472 113 -222 -2,448 -2,562 -3,142 -2,671 -234 -705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 2.3 9.9 27.2 66.9 87.2 79.1 12.8 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 1 6 8 13 17 20 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,384 COMMITMENTS 0 225 0 19,696 17,145 19,696 17,370 688 3,014 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 415) 0 0 0 640 315 640 315 -225 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 96.6 84.1 96.6 85.2 3.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 15 16 16 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 20,335 COMMITMENTS 559 0 525 18,077 18,288 19,161 18,813 1,174 1,522 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -634) 522 -325 -672 -150 283 -300 -714 -334 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 2.6 88.9 89.9 94.2 92.5 5.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 17 18 18 19 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,151 COMMITMENTS 2,943 971 657 4,324 7,417 7,924 9,045 3,227 2,106 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,621) -352 -153 -125 -2,092 -2,009 -2,569 -2,287 -52 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 8.7 5.9 38.8 66.5 71.1 81.1 28.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 3 8 13 14 16 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 10,475 COMMITMENTS 5,770 7,665 445 4,028 2,345 10,243 10,455 232 20 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,556) -843 -1,128 -75 -615 -353 -1,533 -1,556 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.1 73.2 4.2 38.5 22.4 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 15 1 3 6 4 21 8 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 5,286 COMMITMENTS 2,933 2,796 1,418 344 733 4,695 4,947 591 339 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 114) 120 140 -50 20 20 90 110 24 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 52.9 26.8 6.5 13.9 88.8 93.6 11.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 11 11 3 3 15 20 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,656 COMMITMENTS 1,087 1,134 600 3,848 3,668 5,535 5,402 121 254 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 180) 180 200 0 0 -20 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 20.0 10.6 68.0 64.9 97.9 95.5 2.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 3 16 15 22 20 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,575 COMMITMENTS 565 0 0 38,950 39,575 39,515 39,575 60 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 1,545) -150 0 0 1,635 1,545 1,485 1,545 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 98.4 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 28 22 30 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,670 COMMITMENTS 625 2,450 200 6,845 4,895 7,670 7,545 0 125 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 0) 0 -450 0 0 450 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 31.9 2.6 89.2 63.8 100.0 98.4 0.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 4 1 15 12 19 17 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,272 COMMITMENTS 3,510 1,514 431 16,044 17,831 19,985 19,776 287 496 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,769) -262 -485 -44 -1,398 -1,234 -1,704 -1,763 -65 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 7.5 2.1 79.1 88.0 98.6 97.6 1.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 4 3 32 30 37 37 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,581 COMMITMENTS 1,754 1,479 617 13,569 14,359 15,940 16,455 641 126 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -3,379) 59 130 -1,161 -2,451 -2,381 -3,553 -3,412 174 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 8.9 3.7 81.8 86.6 96.1 99.2 3.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 7 5 26 29 34 39 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,268 COMMITMENTS 800 570 260 1,088 1,248 2,148 2,078 120 190 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 140) 155 45 5 -10 130 150 180 -10 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 25.1 11.5 48.0 55.0 94.7 91.6 5.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 5 6 16 16 25 25 MINI EUROPE NAPHTHA BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665G FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 946 COMMITMENTS 0 15 15 861 795 876 825 70 121 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 1.6 91.0 84.0 92.6 87.2 7.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 14 13 15 14 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,617 COMMITMENTS 2,202 597 615 14,328 16,198 17,145 17,410 472 207 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 3.4 3.5 81.3 91.9 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 4 13 17 18 22 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,320 COMMITMENTS 2,187 3,456 1,395 22,750 21,425 26,332 26,276 2,988 3,044 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -5,511) -687 -414 -811 -5,070 -4,250 -6,568 -5,475 1,057 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 11.8 4.8 77.6 73.1 89.8 89.6 10.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 3 2 20 22 25 27
Updated September 5, 2014