IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 124,661 COMMITMENTS 23,228 2,820 408 101,019 121,427 124,655 124,655 6 6 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 1) -3 2 -2 0 -5 -5 -5 6 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 2.3 0.3 81.0 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 2 5 10 7 17 13 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,108 COMMITMENTS 7,077 529 746 28,975 35,828 36,798 37,103 310 5 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -7,945) 481 -486 -538 -7,853 -6,882 -7,910 -7,906 -35 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 1.4 2.0 78.1 96.6 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 4 5 34 40 40 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,147 COMMITMENTS 0 132 0 7,065 7,015 7,065 7,147 82 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,581) -53 -108 -27 -2,529 -2,446 -2,609 -2,581 28 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.0 98.9 98.2 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 17 22 17 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,325 COMMITMENTS 464 160 108 7,046 7,052 7,618 7,320 707 1,005 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,700) 16 -110 -32 -1,707 -1,672 -1,723 -1,814 23 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 1.9 1.3 84.6 84.7 91.5 87.9 8.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 1 30 29 34 31 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,460 COMMITMENTS 260 0 96 3,267 3,411 3,623 3,507 837 953 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,287) -361 -55 48 -989 -1,219 -1,302 -1,226 15 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.0 2.2 73.3 76.5 81.2 78.6 18.8 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 2 24 33 27 35 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,654 COMMITMENTS 279 176 99 3,735 3,857 4,113 4,132 541 522 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,482) 36 60 -199 -1,288 -1,445 -1,451 -1,584 -31 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 3.8 2.1 80.3 82.9 88.4 88.8 11.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 3 29 28 32 32 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,109 COMMITMENTS 25 0 55 4,789 5,054 4,869 5,109 240 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,899) 25 -35 -25 -2,884 -2,824 -2,884 -2,884 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 1.1 93.7 98.9 95.3 100.0 4.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 12 14 13 15 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,007 COMMITMENTS 100 179 161 7,446 7,468 7,707 7,808 300 199 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,904) -220 -81 -8 -1,743 -1,877 -1,971 -1,966 67 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.2 2.0 93.0 93.3 96.3 97.5 3.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 5 2 27 24 31 30 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,937 COMMITMENTS 196 240 110 2,436 2,478 2,742 2,828 195 109 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -722) -111 -80 0 -706 -621 -817 -701 95 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 8.2 3.7 82.9 84.4 93.4 96.3 6.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 2 18 20 23 24 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,912 COMMITMENTS 0 7,738 150 24,444 16,832 24,594 24,720 318 192 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -3,893) 0 308 -183 -3,783 -4,018 -3,966 -3,893 73 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 31.1 0.6 98.1 67.6 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 28 14 29 16 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,859 COMMITMENTS 247 1,187 9 3,413 3,439 3,669 4,635 1,190 224 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -718) -60 233 -43 -1,218 -895 -1,321 -705 603 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 24.4 0.2 70.2 70.8 75.5 95.4 24.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 1 22 15 26 18 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,314 COMMITMENTS 46,204 66,373 47,321 160,185 154,625 253,711 268,319 41,603 26,995 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 1,058) -9,837 1,173 11,319 1,544 -16,348 3,026 -3,856 -1,968 4,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 22.5 16.0 54.2 52.4 85.9 90.9 14.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 36 35 42 65 75 127 130 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,351,902 COMMITMENTS 336,251 443,289 505,622 428,729 370,619 1270602 1319530 81,300 32,372 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 19,335) -8,573 -6,349 15,956 7,746 6,845 15,130 16,452 4,205 2,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 32.8 37.4 31.7 27.4 94.0 97.6 6.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 133 114 156 70 66 303 245 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,179,697 COMMITMENTS 114,853 17,626 405,553 654,108 752,976 1174514 1176156 5,183 3,541 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 23,021) 3,240 8 12,794 6,530 9,859 22,565 22,661 456 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 1.5 34.4 55.4 63.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 42 22 52 55 52 116 107 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 451,689 COMMITMENTS 176,245 125,864 78,099 191,741 243,395 446,085 447,358 5,604 4,331 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 14,839) 13,491 476 2,935 -1,911 11,347 14,516 14,758 324 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 27.9 17.3 42.4 53.9 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 22 9 28 31 33 66 61 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 64,802 COMMITMENTS 4,312 23,881 11,317 43,628 25,602 59,257 60,800 5,545 4,002 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 4,446) 265 -38 1,888 983 1,767 3,136 3,617 1,310 829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 36.9 17.5 67.3 39.5 91.4 93.8 8.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 8 8 12 12 20 23 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 93,156 COMMITMENTS 19,345 13,252 51,458 22,192 27,972 92,995 92,682 161 474 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 2,698) 1,701 1,463 353 659 836 2,713 2,652 -15 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 14.2 55.2 23.8 30.0 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 17 8 22 15 18 39 41 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,428,166 COMMITMENTS 895,303 39,324 608,685 884,588 1743548 2388576 2391557 39,590 36,609 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -6,756) -21,991 -34,816 17,406 -1,333 11,374 -5,918 -6,036 -838 -720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 1.6 25.1 36.4 71.8 98.4 98.5 1.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 33 13 40 70 66 115 109 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 813,510 COMMITMENTS 34,412 257,217 142,291 631,500 408,589 808,203 808,097 5,307 5,413 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 18,353) 1,851 10,631 10,539 6,034 -2,415 18,424 18,755 -71 -402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 31.6 17.5 77.6 50.2 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 13 27 29 34 30 68 65 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 74,300 COMMITMENTS 37,263 15,856 14,788 21,303 42,870 73,354 73,514 946 786 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 284) -104 -1,084 1,258 -825 65 329 239 -45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 21.3 19.9 28.7 57.7 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 22 15 26 13 16 46 46 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 32,422 COMMITMENTS 7,887 17,969 3,086 20,968 10,137 31,941 31,192 481 1,230 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 627) 500 350 65 -118 107 447 522 180 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 55.4 9.5 64.7 31.3 98.5 96.2 1.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 16 14 9 9 28 29 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 32,389 COMMITMENTS 1,699 820 2,766 27,507 28,560 31,972 32,146 418 243 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -4,579) -886 -438 861 -4,429 -4,887 -4,454 -4,464 -124 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 2.5 8.5 84.9 88.2 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 5 8 7 42 43 52 54 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,627 COMMITMENTS 141 230 130 2,007 2,004 2,278 2,364 349 263 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,570) -330 -216 80 -1,428 -1,440 -1,678 -1,576 108 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 8.8 4.9 76.4 76.3 86.7 90.0 13.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 2 21 22 24 28 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,221 COMMITMENTS 816 1,928 90 30,044 29,607 30,950 31,625 6,271 5,596 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 666) 0 -76 -88 732 353 643 189 23 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 5.2 0.2 80.7 79.5 83.2 85.0 16.8 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 23 23 26 25 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,102 COMMITMENTS 955 955 0 21,636 22,147 22,591 23,102 511 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,688) 0 0 0 -2,688 -2,667 -2,688 -2,667 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 4.1 0.0 93.7 95.9 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 13 11 14 12 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 510,351 COMMITMENTS 4,680 4,680 0 505,671 505,671 510,351 510,351 0 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -46,512) 0 0 0 -46,512 -46,512 -46,512 -46,512 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.9 0.0 99.1 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 16 12 17 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,635 COMMITMENTS 0 0 0 46,380 46,613 46,380 46,613 255 22 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,793) 0 0 0 -2,793 -2,815 -2,793 -2,815 0 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 12 17 12 17 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 763,262 COMMITMENTS 7,040 0 0 756,222 763,262 763,262 763,262 0 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -42,328) 7,040 0 0 -49,368 -42,328 -42,328 -42,328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 99.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 16 19 17 19 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 100,788 COMMITMENTS 8,190 1,020 2,805 89,539 96,963 100,534 100,788 254 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,520) -735 -315 0 -2,039 -2,184 -2,774 -2,499 254 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 1.0 2.8 88.8 96.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 2 23 20 25 22 PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,741,773 COMMITMENTS 0 198,515 29,026 1712747 1514232 1741773 1741773 0 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -67,320) -133 -845 -275 -66,912 -66,200 -67,320 -67,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.4 1.7 98.3 86.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 2 26 23 28 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,480 COMMITMENTS 105 9,382 1,280 25,095 15,563 26,480 26,225 0 255 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,541) 63 0 -63 -2,541 -2,436 -2,541 -2,499 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 35.4 4.8 94.8 58.8 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 15 10 17 12 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,596 COMMITMENTS 126 4,264 1,280 56,190 52,052 57,596 57,596 0 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,806) 0 -231 0 -1,806 -1,575 -1,806 -1,806 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 7.4 2.2 97.6 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 17 12 19 13 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,941 COMMITMENTS 4,109 0 2,634 51,198 55,307 57,941 57,941 0 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,680) 441 0 -336 -1,785 -1,344 -1,680 -1,680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.0 4.5 88.4 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 20 16 22 18 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,995 COMMITMENTS 2,537 0 2,048 45,155 47,692 49,740 49,740 255 255 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -903) -84 0 0 -819 -903 -903 -903 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.0 4.1 90.3 95.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 17 19 18 20 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,552 COMMITMENTS 105 0 0 54,447 54,552 54,552 54,552 0 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,772) 105 0 -105 -2,751 -2,667 -2,751 -2,772 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 23 18 24 18 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 348,556 COMMITMENTS 38,525 19,600 23,480 286,551 305,476 348,556 348,556 0 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -39,576) -2,856 8,160 -12,240 -24,480 -35,496 -39,576 -39,576 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 5.6 6.7 82.2 87.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 14 14 15 16 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 811,936 COMMITMENTS 1,216 0 46,800 763,920 765,136 811,936 811,936 0 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -58,344) 1,216 -5,312 -1,216 -58,344 -51,816 -58,344 -58,344 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 5.8 94.1 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 16 16 17 17 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,210,143 COMMITMENTS 205,443 0 47,040 957,660 1163103 1210143 1210143 0 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -37,536) 0 0 0 -37,536 -37,536 -37,536 -37,536 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 0.0 3.9 79.1 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 19 12 21 13 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 683,981 COMMITMENTS 160,568 0 0 523,413 683,981 683,981 683,981 0 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -15,096) 408 0 -408 -15,096 -14,688 -15,096 -15,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 0.0 0.0 76.5 100.0 100.0 100.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 611,123 COMMITMENTS 0 9,800 0 611,123 601,323 611,123 611,123 0 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -39,984) 0 -6,528 0 -39,984 -33,456 -39,984 -39,984 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.0 100.0 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 16 16 16 17 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,953 COMMITMENTS 427 171 644 16,673 16,862 17,744 17,677 209 276 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -4,524) 50 35 -55 -4,520 -4,507 -4,525 -4,527 1 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.0 3.6 92.9 93.9 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 3 32 31 38 35 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,597 COMMITMENTS 89 690 68 12,344 11,519 12,501 12,277 96 320 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,560) -98 -285 -74 -2,327 -2,108 -2,499 -2,467 -61 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 5.5 0.5 98.0 91.4 99.2 97.5 0.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 2 29 25 31 29 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,431 COMMITMENTS 25 314 77 4,029 3,679 4,131 4,070 300 361 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,290) 5 -220 -5 -1,415 -1,030 -1,415 -1,255 125 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 7.1 1.7 90.9 83.0 93.2 91.9 6.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 16 15 18 17 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,167,677 COMMITMENTS 457,083 93,910 772,702 836,848 1218178 2066633 2084791 101,044 82,886 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 45,563) -8,609 11,805 34,884 12,646 -3,137 38,921 43,552 6,642 2,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 4.3 35.6 38.6 56.2 95.3 96.2 4.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 148 78 185 87 98 313 294 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,925 COMMITMENTS 39,983 7,014 29,608 16,612 48,435 86,202 85,057 1,722 2,868 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 3,662) 1,535 2,385 997 1,114 -222 3,646 3,161 16 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.5 8.0 33.7 18.9 55.1 98.0 96.7 2.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 5 7 11 9 18 17 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 152,072 COMMITMENTS 57,564 12,885 565 52,559 97,769 110,688 111,219 41,384 40,853 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -11,383) -7,462 -5,673 -180 -13,016 -17,640 -20,658 -23,493 9,275 12,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 8.5 0.4 34.6 64.3 72.8 73.1 27.2 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 2 13 16 18 20 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,419 COMMITMENTS 5,940 1,056 1,939 10,401 15,414 18,280 18,408 1,139 1,011 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -861) -87 174 -104 -740 -994 -930 -923 69 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 5.4 10.0 53.6 79.4 94.1 94.8 5.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 5 7 13 12 22 23 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 153,362 COMMITMENTS 20,298 232 13,127 114,121 132,272 147,546 145,631 5,816 7,731 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -4,538) 88 -78 432 -3,925 -3,943 -3,405 -3,589 -1,133 -949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 0.2 8.6 74.4 86.2 96.2 95.0 3.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 2 9 25 26 34 35 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,558 COMMITMENTS 13,279 17,686 30,117 33,182 27,997 76,577 75,799 3,981 4,760 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 7,479) -2 2,245 2,602 3,403 2,943 6,003 7,789 1,475 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 22.0 37.4 41.2 34.8 95.1 94.1 4.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 11 17 14 13 32 31 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,824 COMMITMENTS 241 10,990 2,407 14,358 5,057 17,006 18,455 1,819 369 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,034) -161 -405 -238 -512 -96 -910 -739 -124 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 58.4 12.8 76.3 26.9 90.3 98.0 9.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 3 4 16 11 24 16 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,893 COMMITMENTS 0 0 0 16,863 16,860 16,863 16,860 30 33 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 1,350) 0 0 0 1,350 1,317 1,350 1,317 0 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 14 19 14 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 41,537 COMMITMENTS 24,527 4,811 2,123 12,837 33,605 39,487 40,539 2,049 997 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 742) 896 -1,444 417 -661 1,783 652 755 90 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.0 11.6 5.1 30.9 80.9 95.1 97.6 4.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 83 36 19 35 35 128 86 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,132 COMMITMENTS 40,598 12,768 1,221 15,614 45,602 57,433 59,591 5,698 3,540 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -988) -818 -5,571 -94 -663 4,803 -1,575 -861 587 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.3 20.2 1.9 24.7 72.2 91.0 94.4 9.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 81 42 20 33 37 124 90 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 246,397 COMMITMENTS 86,855 28,022 33,480 101,820 170,232 222,155 231,733 24,242 14,664 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -3,068) -5,917 -2,762 2,511 534 -5,205 -2,872 -5,456 -196 2,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 11.4 13.6 41.3 69.1 90.2 94.0 9.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 69 36 58 72 86 168 157 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,452 COMMITMENTS 3,889 200 303 4,147 5,999 8,339 6,502 2,113 3,950 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,826) -1,396 177 -129 -591 -1,980 -2,116 -1,932 -710 -894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 1.9 2.9 39.7 57.4 79.8 62.2 20.2 37.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 3 7 8 14 11 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,598 COMMITMENTS 1,011 671 350 6,105 6,443 7,466 7,464 132 134 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,575) -500 -219 -100 -2,077 -2,239 -2,677 -2,558 102 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 8.8 4.6 80.4 84.8 98.3 98.2 1.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 3 26 24 31 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 60,821 COMMITMENTS 6,666 2,154 0 53,547 58,274 60,213 60,428 608 393 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -13,050) -288 -546 -50 -12,667 -12,454 -13,005 -13,050 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 3.5 0.0 88.0 95.8 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 4 0 28 34 32 38 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,182 COMMITMENTS 3,055 25 150 7,800 10,931 11,005 11,106 177 76 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,162) 98 0 -23 -1,227 -1,124 -1,152 -1,147 -10 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 0.2 1.3 69.8 97.8 98.4 99.3 1.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 10 12 13 14 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,867 COMMITMENTS 444 6,390 0 43,408 37,477 43,852 43,867 15 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -3,221) -167 365 -375 -2,676 -3,211 -3,218 -3,221 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 14.6 0.0 99.0 85.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 0 26 22 27 25 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,990 COMMITMENTS 300 765 25 7,515 6,975 7,840 7,765 150 225 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,213) -165 -268 -10 -1,013 -935 -1,188 -1,213 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 9.6 0.3 94.1 87.3 98.1 97.2 1.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 20 15 23 17 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,910 COMMITMENTS 2,292 4,207 1,057 21,259 19,195 24,608 24,459 302 451 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -4,152) 37 119 -78 -4,138 -4,386 -4,179 -4,345 27 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 16.9 4.2 85.3 77.1 98.8 98.2 1.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 8 3 32 28 40 37 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,867 COMMITMENTS 696 712 536 9,551 9,386 10,783 10,634 84 233 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,354) 151 6 126 -1,630 -1,456 -1,353 -1,324 -1 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 6.6 4.9 87.9 86.4 99.2 97.9 0.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 3 23 27 28 31 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,952 COMMITMENTS 589 380 200 1,068 1,294 1,857 1,874 95 78 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,125) -287 -170 -18 -801 -910 -1,106 -1,098 -19 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 19.5 10.2 54.7 66.3 95.1 96.0 4.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 7 5 19 18 29 27 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,239 COMMITMENTS 4,020 300 1,392 16,275 20,067 21,687 21,759 552 480 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -751) -15 0 -25 -693 -726 -733 -751 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 1.3 6.3 73.2 90.2 97.5 97.8 2.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 4 13 12 18 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,283 COMMITMENTS 1,625 724 455 17,824 18,928 19,904 20,107 4,379 4,176 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -4,398) -220 -80 33 -3,814 -4,007 -4,001 -4,054 -397 -344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 3.0 1.9 73.4 77.9 82.0 82.8 18.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 14 18 15 20
Updated January 10, 2014