GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,052 COMMITMENTS 5,385 1,916 576 28,756 32,508 34,717 35,000 335 52 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 996) 722 79 11 443 913 1,176 1,003 -180 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 5.5 1.6 82.0 92.7 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 7 2 33 44 37 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,746 COMMITMENTS 0 50 0 5,706 5,686 5,706 5,736 40 10 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 476) 0 0 0 496 476 496 476 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 99.3 99.0 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 18 16 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,754 COMMITMENTS 400 255 274 9,450 9,670 10,124 10,199 630 555 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 645) 66 0 59 528 572 653 631 -8 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 2.4 2.5 87.9 89.9 94.1 94.8 5.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 3 5 32 32 38 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,174 COMMITMENTS 322 240 140 3,083 3,160 3,545 3,540 629 634 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 260) -30 60 92 163 103 225 255 35 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 5.7 3.4 73.9 75.7 84.9 84.8 15.1 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 4 4 19 26 24 32 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,140 COMMITMENTS 347 60 89 2,915 3,260 3,351 3,409 789 731 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 404) 40 5 23 316 406 379 434 25 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 1.4 2.1 70.4 78.7 80.9 82.3 19.1 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 3 21 23 24 26 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,911 COMMITMENTS 740 936 126 5,817 5,682 6,683 6,744 228 167 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 263) -29 106 32 261 247 264 385 -1 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 13.5 1.8 84.2 82.2 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 5 4 21 22 27 29 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 871 COMMITMENTS 103 277 70 460 418 633 765 238 106 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -452) -85 67 -105 -224 -372 -414 -410 -38 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 31.8 8.0 52.8 48.0 72.7 87.8 27.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 2 10 8 14 12 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,666 COMMITMENTS 279 2,857 648 22,503 20,161 23,430 23,666 236 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 492) 71 -48 8 413 532 492 492 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 12.1 2.7 95.1 85.2 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 2 25 19 28 22 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,846 COMMITMENTS 711 785 74 3,466 3,877 4,251 4,736 595 110 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -758) -47 -50 43 -40 -50 -44 -57 -714 -701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 16.2 1.5 71.5 80.0 87.7 97.7 12.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 4 3 18 13 25 18 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 361,674 COMMITMENTS 54,519 83,132 69,460 199,650 172,062 323,629 324,654 38,045 37,020 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 2,040) 1,939 1,983 -6,310 8,120 6,900 3,749 2,573 -1,709 -533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 23.0 19.2 55.2 47.6 89.5 89.8 10.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 40 43 55 80 84 159 155 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,826 COMMITMENTS 0 0 0 38,911 46,994 38,911 46,994 11,915 3,832 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 2,354) 0 0 0 1,810 2,755 1,810 2,755 544 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 76.6 92.5 76.6 92.5 23.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 21 21 21 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 948,980 COMMITMENTS 243,101 459,960 259,830 387,456 199,904 890,387 919,694 58,593 29,286 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -20,964) -13,506 2,219 -4,233 64 -25,092 -17,675 -27,106 -3,289 6,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 48.5 27.4 40.8 21.1 93.8 96.9 6.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 100 90 116 72 60 244 205 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 425,278 COMMITMENTS 204,789 135,371 81,441 135,046 201,856 421,276 418,668 4,002 6,610 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 4,747) -2,072 1,998 1,690 5,921 1,871 5,539 5,559 -792 -812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.2 31.8 19.2 31.8 47.5 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 18 14 25 32 35 63 63 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 76,200 COMMITMENTS 9,584 11,193 17,131 44,834 42,322 71,549 70,646 4,651 5,554 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 2,934) 1,625 -823 844 629 2,930 3,098 2,951 -164 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 14.7 22.5 58.8 55.5 93.9 92.7 6.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 10 17 18 19 37 38 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,782,461 COMMITMENTS 766,394 63,319 249,730 704,985 1434210 1721109 1747259 61,352 35,202 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,565) -1,405 1,291 -11,571 11,295 9,128 -1,681 -1,152 116 -413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 3.6 14.0 39.6 80.5 96.6 98.0 3.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 24 20 39 55 54 97 98 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 573,608 COMMITMENTS 19,392 108,536 115,811 433,383 346,089 568,586 570,436 5,022 3,172 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 6,339) -5,509 5,834 3,147 8,709 -2,278 6,347 6,703 -8 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 18.9 20.2 75.6 60.3 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 14 18 27 38 35 68 64 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 87,281 COMMITMENTS 57,609 40,494 9,668 19,156 36,029 86,433 86,191 848 1,090 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 694) 564 1,093 349 -143 -846 770 596 -76 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.0 46.4 11.1 21.9 41.3 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 19 17 24 20 18 50 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,402 COMMITMENTS 17,910 22,297 2,578 13,249 8,732 33,737 33,607 665 795 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 110) 470 85 15 -400 180 85 280 25 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.1 64.8 7.5 38.5 25.4 98.1 97.7 1.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 16 14 12 12 31 35 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 33,275 COMMITMENTS 2,427 3,104 1,784 28,638 27,990 32,849 32,878 426 397 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 1,658) -126 113 -474 2,020 1,820 1,420 1,459 238 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 9.3 5.4 86.1 84.1 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 11 10 9 47 63 63 77 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,380 COMMITMENTS 1,171 508 644 3,205 3,978 5,020 5,130 360 250 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 511) 235 -34 3 274 502 512 471 -1 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 9.4 12.0 59.6 73.9 93.3 95.4 6.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 4 6 23 26 34 34 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,507 COMMITMENTS 977 0 221 12,614 13,752 13,812 13,973 695 534 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 12) 0 0 0 12 12 12 12 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 1.5 87.0 94.8 95.2 96.3 4.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 2 23 18 26 20 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,024 COMMITMENTS 1,239 2,475 0 9,485 8,549 10,724 11,024 300 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 42) 0 0 0 42 42 42 42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 22.5 0.0 86.0 77.5 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 12 12 13 13 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 197,822 COMMITMENTS 16,303 39,623 0 181,519 158,199 197,822 197,822 0 0 CHANGES FROM 12/02/14 (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 8.2 20.0 0.0 91.8 80.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 13 12 14 13 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,413,377 COMMITMENTS 0 0 0 1413377 1413377 1413377 1413377 0 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 16 13 16 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 145,930 COMMITMENTS 4,065 2,533 2,892 138,973 140,505 145,930 145,930 0 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.7 2.0 95.2 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 2 25 23 27 25 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,022,460 COMMITMENTS 784 308,720 0 3021676 2713740 3022460 3022460 0 0 CHANGES FROM 12/02/14 (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 10.2 0.0 100.0 89.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 25 22 26 23 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,598 COMMITMENTS 0 2,243 440 20,158 17,660 20,598 20,343 0 255 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 254) 0 0 0 254 254 254 254 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.9 2.1 97.9 85.7 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 12 11 13 13 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,951 COMMITMENTS 3,412 0 418 29,121 32,533 32,951 32,951 0 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.0 1.3 88.4 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 15 11 16 12 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,880 COMMITMENTS 725 147 3,949 56,206 55,738 60,880 59,834 0 1,046 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 6.5 92.3 91.6 100.0 98.3 0.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 18 17 20 19 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,987 COMMITMENTS 2,172 0 2,268 33,547 35,697 37,987 37,965 0 22 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 6.0 88.3 94.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 16 16 17 17 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,198 COMMITMENTS 0 0 0 22,198 22,176 22,198 22,176 0 22 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 12 18 12 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 358,925 COMMITMENTS 4,544 3,920 23,480 330,901 331,525 358,925 358,925 0 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 4,696) 0 0 0 4,696 4,696 4,696 4,696 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.1 6.5 92.2 92.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 12 12 13 14 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 650,870 COMMITMENTS 114,456 0 3,920 532,494 646,950 650,870 650,870 0 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 0.0 0.6 81.8 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 18 16 19 17 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,573,587 COMMITMENTS 182,853 0 71,320 1319414 1502267 1573587 1573587 0 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.0 4.5 83.8 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 20 14 22 16 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 547,659 COMMITMENTS 207,586 0 0 340,073 547,659 547,659 547,659 0 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 0.0 0.0 62.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 14 17 14 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 338,800 COMMITMENTS 0 0 0 338,800 338,800 338,800 338,800 0 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 13 12 13 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,333 COMMITMENTS 357 162 0 5,666 6,021 6,023 6,183 310 150 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 1,253) 68 0 -35 1,015 1,278 1,048 1,243 205 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 2.6 0.0 89.5 95.1 95.1 97.6 4.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 13 15 15 16 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 75,419 COMMITMENTS 3,156 6,170 1,135 70,246 67,479 74,537 74,784 882 635 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 4,096) 29 -307 396 3,770 4,159 4,195 4,248 -99 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 8.2 1.5 93.1 89.5 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 10 3 6 47 46 58 54 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,672 COMMITMENTS 0 274 200 12,247 11,711 12,447 12,185 225 487 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -44) -991 274 86 876 -367 -29 -7 -15 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 1.6 96.6 92.4 98.2 96.2 1.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 2 14 17 16 19 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,848 COMMITMENTS 538 4,317 774 20,077 16,537 21,389 21,628 459 220 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 572) -122 46 86 633 648 597 780 -25 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 19.8 3.5 91.9 75.7 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 4 29 28 34 34 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,999 COMMITMENTS 420 2,399 1,508 11,957 9,858 13,885 13,765 114 234 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 784) 35 358 -188 937 629 784 799 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 17.1 10.8 85.4 70.4 99.2 98.3 0.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 4 26 22 31 26 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,327 COMMITMENTS 496 915 16 9,095 9,347 9,607 10,278 720 49 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -568) 45 180 7 175 83 227 270 -795 -838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 8.9 0.2 88.1 90.5 93.0 99.5 7.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 20 17 22 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,445,093 COMMITMENTS 413,755 151,979 494,424 464,774 732,606 1372953 1379009 72,140 66,084 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 5,439) 5,037 8,257 -8,824 6,568 4,454 2,781 3,887 2,658 1,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 10.5 34.2 32.2 50.7 95.0 95.4 5.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 100 100 139 87 97 267 274 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,631 COMMITMENTS 74,064 15,482 5,216 33,198 78,694 112,478 99,392 25,153 38,239 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 1,247) 1,335 -474 134 -117 255 1,352 -85 -105 1,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 11.2 3.8 24.1 57.2 81.7 72.2 18.3 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 8 9 13 13 27 23 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 153,672 COMMITMENTS 15,007 70,609 64,786 69,380 12,674 149,173 148,069 4,499 5,603 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 5,433) 3,890 854 650 1,205 4,313 5,745 5,817 -312 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 45.9 42.2 45.1 8.2 97.1 96.4 2.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 14 27 16 13 44 42 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,432 COMMITMENTS 500 90 45 13,662 14,246 14,207 14,381 225 51 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -255) 0 0 0 -255 -270 -255 -270 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.6 0.3 94.7 98.7 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 18 11 19 13 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 31,820 COMMITMENTS 24,459 3,744 317 4,834 26,889 29,610 30,950 2,210 870 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 286) 357 407 -68 -188 53 101 392 185 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.9 11.8 1.0 15.2 84.5 93.1 97.3 6.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 86 32 5 25 36 114 71 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 65,138 COMMITMENTS 42,898 15,495 675 14,569 46,096 58,142 62,266 6,996 2,872 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 1,616) 312 -1,265 -120 417 3,318 609 1,933 1,007 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.9 23.8 1.0 22.4 70.8 89.3 95.6 10.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 96 54 14 31 36 133 100 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 348,871 COMMITMENTS 104,535 27,564 79,192 143,550 220,763 327,277 327,519 21,594 21,352 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 23,124) 5,006 -3,905 8,475 8,715 17,116 22,196 21,686 928 1,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 7.9 22.7 41.1 63.3 93.8 93.9 6.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 82 44 82 74 89 190 186 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,515 COMMITMENTS 6,751 3,274 1,709 4,213 7,031 12,673 12,014 2,842 3,501 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 280) 87 524 -279 976 230 784 475 -504 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 21.1 11.0 27.2 45.3 81.7 77.4 18.3 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 5 7 7 10 15 19 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 23,191 COMMITMENTS 575 0 375 21,409 21,784 22,359 22,159 832 1,032 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 1,199) 0 0 0 1,159 1,209 1,159 1,209 40 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 1.6 92.3 93.9 96.4 95.5 3.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 18 19 20 21 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,548 COMMITMENTS 2,402 2,288 3,567 7,297 8,938 13,266 14,793 3,282 1,755 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 729) 160 0 0 524 575 684 575 45 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 13.8 21.6 44.1 54.0 80.2 89.4 19.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 4 7 9 14 17 21 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 22,165 COMMITMENTS 11,296 18,169 20 10,624 2,669 21,940 20,858 225 1,307 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 622) 852 426 0 -246 180 606 606 16 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 82.0 0.1 47.9 12.0 99.0 94.1 1.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 2 1 12 6 20 9 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 4,413 COMMITMENTS 2,404 2,443 872 628 851 3,904 4,166 509 247 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -687) -169 -54 -543 -105 -228 -817 -825 130 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.5 55.4 19.8 14.2 19.3 88.5 94.4 11.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 10 10 2 3 15 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,621 COMMITMENTS 1,175 356 980 3,370 4,285 5,525 5,621 96 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 150) 100 0 0 50 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 6.3 17.4 60.0 76.2 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 2 18 15 23 19 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,937 COMMITMENTS 4,843 0 0 32,094 36,937 36,937 36,937 0 0 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -420) -310 0 0 -110 -420 -420 -420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 0.0 0.0 86.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 0 0 28 25 32 25 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,150 COMMITMENTS 385 825 0 2,765 2,300 3,150 3,125 0 25 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 250) 100 0 0 150 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 26.2 0.0 87.8 73.0 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 0 13 11 16 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,843 COMMITMENTS 1,573 925 949 14,091 14,675 16,613 16,549 230 294 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 518) -32 24 72 478 441 518 537 0 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 5.5 5.6 83.7 87.1 98.6 98.3 1.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 8 7 26 21 35 31 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,331 COMMITMENTS 1,168 855 542 11,475 11,828 13,185 13,225 146 106 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 489) 45 23 54 390 412 489 489 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 6.4 4.1 86.1 88.7 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 4 4 30 32 40 39 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,262 COMMITMENTS 865 257 555 742 1,320 2,162 2,132 100 130 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 637) 25 117 275 287 205 587 597 50 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 11.4 24.5 32.8 58.4 95.6 94.3 4.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 6 3 14 16 21 24 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,128 COMMITMENTS 2,082 2,055 632 12,866 13,294 15,580 15,981 548 147 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 12.7 3.9 79.8 82.4 96.6 99.1 3.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 4 5 12 15 18 22 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,834 COMMITMENTS 1,906 1,774 883 24,270 24,123 27,059 26,780 3,775 4,054 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 1,169) 0 0 36 1,081 902 1,117 938 52 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 5.8 2.9 78.7 78.2 87.8 86.9 12.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 3 16 21 19 26
Updated December 12, 2014