GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,343 COMMITMENTS 7,342 562 456 29,238 36,325 37,036 37,343 307 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -626) 107 -11 -290 -443 -325 -626 -626 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 1.5 1.2 78.3 97.3 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 4 4 36 41 41 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,323 COMMITMENTS 0 162 0 8,241 8,141 8,241 8,303 82 20 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 428) 0 50 0 428 378 428 428 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 99.0 97.8 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 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 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,286 COMMITMENTS 576 235 132 7,948 7,984 8,656 8,351 630 935 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 375) 107 35 22 293 367 422 424 -47 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 2.5 1.4 85.6 86.0 93.2 89.9 6.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 1 3 32 33 38 37 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,254 COMMITMENTS 132 132 180 3,989 3,909 4,301 4,221 953 1,033 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 346) -69 94 12 387 226 330 332 16 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 2.5 3.4 75.9 74.4 81.9 80.3 18.1 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 2 26 34 29 38 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,077 COMMITMENTS 236 285 93 4,086 4,346 4,415 4,724 662 353 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 416) 40 104 -15 362 362 387 451 29 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 5.6 1.8 80.5 85.6 87.0 93.0 13.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 4 4 37 37 41 43 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,384 COMMITMENTS 25 0 55 6,064 6,329 6,144 6,384 240 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 763) 0 0 0 763 763 763 763 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.9 95.0 99.1 96.2 100.0 3.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 15 15 16 16 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,009 COMMITMENTS 182 150 147 8,376 8,524 8,705 8,821 304 188 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 831) 80 -81 -42 799 965 837 842 -6 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.7 1.6 93.0 94.6 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 3 27 27 32 32 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,192 COMMITMENTS 176 365 90 2,686 2,617 2,952 3,072 240 120 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 95) -40 -25 -20 110 100 50 55 45 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 11.4 2.8 84.1 82.0 92.5 96.2 7.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 1 23 21 27 26 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,554 COMMITMENTS 0 7,943 150 25,750 18,209 25,900 26,302 654 252 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 909) -45 -10 0 618 859 573 849 336 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.9 0.6 97.0 68.6 97.5 99.1 2.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 31 15 32 17 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,598 COMMITMENTS 447 1,244 19 4,054 4,071 4,520 5,334 1,078 264 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 112) 37 -3 0 121 35 158 32 -46 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 22.2 0.3 72.4 72.7 80.7 95.3 19.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 2 2 25 18 31 22 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 300,144 COMMITMENTS 42,027 65,947 49,555 165,070 157,128 256,651 272,630 43,492 27,514 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -4,179) 1,458 -5,445 -1,425 -6,633 5,626 -6,600 -1,245 2,421 -2,935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 22.0 16.5 55.0 52.4 85.5 90.8 14.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 42 35 52 72 80 143 142 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,340,996 COMMITMENTS 327,400 373,441 550,297 382,674 382,546 1260371 1306283 80,625 34,713 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 11,047) 16,335 1,562 1,092 -6,774 6,778 10,654 9,433 393 1,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 27.8 41.0 28.5 28.5 94.0 97.4 6.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 132 121 166 73 67 307 263 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,260,729 COMMITMENTS 120,312 31,153 448,037 686,629 777,284 1254978 1256474 5,751 4,255 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 18,703) 5,696 3,346 8,833 3,450 5,444 17,980 17,623 724 1,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 2.5 35.5 54.5 61.7 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 42 30 60 57 54 125 118 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 458,449 COMMITMENTS 176,423 125,227 80,104 194,660 247,528 451,187 452,859 7,262 5,591 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,897) 574 2,977 82 1,853 -74 2,509 2,985 1,388 912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 27.3 17.5 42.5 54.0 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 22 8 27 31 32 65 59 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 71,520 COMMITMENTS 3,545 25,589 14,216 49,489 28,399 67,250 68,204 4,270 3,316 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,954) 213 2,916 1,974 5,297 2,019 7,484 6,909 -1,530 -955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 35.8 19.9 69.2 39.7 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 11 10 14 14 24 28 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 106,721 COMMITMENTS 20,461 14,300 60,284 25,640 31,615 106,386 106,199 335 522 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,238) -4,569 -3,931 8,627 1,013 436 5,072 5,132 166 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 13.4 56.5 24.0 29.6 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 17 9 22 16 17 40 41 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,458,319 COMMITMENTS 907,506 40,039 611,373 905,496 1771084 2424375 2422496 33,944 35,823 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 45,607) 7,118 -689 34,274 10,803 13,554 52,195 47,139 -6,588 -1,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 1.6 24.9 36.8 72.0 98.6 98.5 1.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 32 14 39 73 68 118 110 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,904 COMMITMENTS 41,145 243,658 165,230 641,513 440,447 847,888 849,335 6,016 4,569 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 25,520) 6,019 1,996 3,116 15,675 20,608 24,810 25,720 710 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 28.5 19.3 75.1 51.6 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 17 23 27 34 33 68 66 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 72,613 COMMITMENTS 33,593 14,778 15,069 22,728 41,790 71,390 71,637 1,223 976 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 906) -246 431 400 850 -115 1,004 716 -98 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.3 20.4 20.8 31.3 57.6 98.3 98.7 1.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 16 26 12 15 44 44 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,788 COMMITMENTS 9,971 20,113 3,298 21,263 10,447 34,532 33,858 256 930 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,666) 1,334 1,239 -8 325 480 1,651 1,711 15 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 57.8 9.5 61.1 30.0 99.3 97.3 0.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 15 14 10 9 30 30 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 42,456 COMMITMENTS 2,920 1,049 4,074 34,985 37,040 41,978 42,163 478 294 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,800) 724 87 636 2,363 3,096 3,723 3,819 77 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 2.5 9.6 82.4 87.2 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 8 8 7 45 45 57 56 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,959 COMMITMENTS 69 87 74 1,118 983 1,261 1,144 698 815 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 4.4 3.8 57.1 50.2 64.4 58.4 35.6 41.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 16 15 18 18 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,402 COMMITMENTS 51 275 270 2,762 2,671 3,083 3,216 319 186 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 342) -55 45 95 312 192 352 332 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 8.1 7.9 81.2 78.5 90.6 94.5 9.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 3 26 29 30 35 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,114 COMMITMENTS 816 1,928 90 32,540 32,385 33,446 34,403 6,668 5,711 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,140) 0 0 0 950 1,045 950 1,045 190 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 4.8 0.2 81.1 80.7 83.4 85.8 16.6 14.2 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 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,135 COMMITMENTS 955 955 0 22,669 23,180 23,624 24,135 511 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 4.0 0.0 93.9 96.0 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 15 12 16 13 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 516,503 COMMITMENTS 4,680 4,680 0 511,823 511,823 516,503 516,503 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,576) 0 0 0 4,576 4,576 4,576 4,576 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 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,840 COMMITMENTS 0 0 0 47,585 47,840 47,585 47,840 255 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 617) 0 0 0 617 617 617 617 0 0 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: 25) 0 0 0 14 18 14 18 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 779,914 COMMITMENTS 7,040 0 0 772,874 779,914 779,914 779,914 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,248) 0 0 0 5,248 5,248 5,248 5,248 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: 28) 1 0 0 17 20 18 20 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 105,129 COMMITMENTS 8,290 1,020 2,705 93,880 101,404 104,875 105,129 254 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 1.0 2.6 89.3 96.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 24 22 26 24 PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,916,330 COMMITMENTS 0 198,515 29,026 1887304 1688789 1916330 1916330 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 23,986) 0 0 0 23,986 23,986 23,986 23,986 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.4 1.5 98.5 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 2 27 25 29 27 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| 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 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,861 COMMITMENTS 126 4,364 1,280 57,455 53,217 58,861 58,861 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 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: 25) 1 1 1 17 14 19 15 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,860 COMMITMENTS 4,452 0 2,674 52,734 57,186 59,860 59,860 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 492) -1,124 0 80 1,536 412 492 492 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 0.0 4.5 88.1 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 21 17 23 19 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| 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 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,752 COMMITMENTS 105 0 0 54,647 54,752 54,752 54,752 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 355,492 COMMITMENTS 38,525 19,600 23,480 293,487 312,412 355,492 355,492 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 5.5 6.6 82.6 87.9 100.0 100.0 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 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 838,179 COMMITMENTS 1,216 0 46,800 790,163 791,379 838,179 838,179 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 24,835) 0 0 0 24,835 24,835 24,835 24,835 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 5.6 94.3 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 17 18 18 19 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,324,580 COMMITMENTS 218,520 0 47,040 1059020 1277540 1324580 1324580 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 38,216) -16,104 0 0 54,320 38,216 38,216 38,216 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 0.0 3.6 80.0 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 20 14 22 15 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 716,629 COMMITMENTS 207,208 0 0 509,421 716,629 716,629 716,629 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 0.0 0.0 71.1 100.0 100.0 100.0 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 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 621,662 COMMITMENTS 0 9,800 0 621,662 611,862 621,662 621,662 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 17 16 18 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,018 COMMITMENTS 452 171 164 19,230 19,298 19,846 19,633 172 385 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,397) 0 0 0 1,433 1,327 1,433 1,327 -36 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.9 0.8 96.1 96.4 99.1 98.1 0.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 2 2 35 34 40 37 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,470 COMMITMENTS 89 666 160 13,154 12,298 13,403 13,124 67 346 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 710) 0 -35 45 665 685 710 695 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 4.9 1.2 97.7 91.3 99.5 97.4 0.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 2 30 25 32 29 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,968 COMMITMENTS 25 224 107 4,536 4,276 4,668 4,607 300 361 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 457) 0 -90 0 457 547 457 457 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 4.5 2.2 91.3 86.1 94.0 92.7 6.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 17 16 19 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,124,496 COMMITMENTS 480,782 112,948 736,387 818,352 1185095 2035521 2034430 88,975 90,067 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -73,655) 20,831 12,170 -68,797 -12,862 -19,298 -60,829 -75,926 -12,826 2,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 5.3 34.7 38.5 55.8 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 136 93 176 94 100 308 309 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,155 COMMITMENTS 37,538 5,192 19,178 12,838 44,737 69,553 69,108 2,601 3,047 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -12,311) -1,251 -2,248 -7,571 -5,267 -3,064 -14,089 -12,883 1,778 572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.0 7.2 26.6 17.8 62.0 96.4 95.8 3.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 5 6 9 10 15 19 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 154,822 COMMITMENTS 56,650 14,495 615 55,660 98,287 112,925 113,397 41,897 41,425 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 690) -512 0 19 961 39 468 58 222 632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 9.4 0.4 36.0 63.5 72.9 73.2 27.1 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 4 13 16 19 21 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,029 COMMITMENTS 5,974 876 2,216 10,070 15,444 18,260 18,536 769 493 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -367) -45 -203 -34 -56 165 -135 -72 -232 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 4.6 11.6 52.9 81.2 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 6 8 13 13 23 25 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 153,346 COMMITMENTS 19,329 221 13,342 114,172 131,646 146,844 145,210 6,502 8,136 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -433) -628 -16 -493 245 97 -876 -412 443 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 0.1 8.7 74.5 85.8 95.8 94.7 4.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 1 9 25 26 34 35 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,624 COMMITMENTS 13,722 17,025 25,421 33,377 29,463 72,521 71,909 5,103 5,715 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -2,966) -86 -733 -1,098 -1,473 -454 -2,657 -2,284 -309 -682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 21.9 32.7 43.0 38.0 93.4 92.6 6.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 9 16 14 13 30 30 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,024 COMMITMENTS 715 11,453 2,126 14,030 5,111 16,872 18,689 2,152 334 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,658) -6 -728 -423 -1,352 -386 -1,781 -1,538 123 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 60.2 11.2 73.8 26.9 88.7 98.2 11.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 4 14 12 21 19 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,566 COMMITMENTS 0 198 0 15,551 15,306 15,551 15,504 15 62 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,715) 0 198 0 -1,700 -1,942 -1,700 -1,744 -15 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.0 99.9 98.3 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 20 15 20 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 42,009 COMMITMENTS 26,728 4,366 2,333 10,659 34,475 39,721 41,174 2,288 835 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 961) 1,501 -32 370 -1,000 682 871 1,020 90 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.6 10.4 5.6 25.4 82.1 94.6 98.0 5.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 84 34 21 37 37 133 87 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,909 COMMITMENTS 42,927 7,585 1,799 12,975 51,962 57,701 61,346 6,207 2,563 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 991) 1,691 -888 551 -1,531 1,506 711 1,169 281 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.2 11.9 2.8 20.3 81.3 90.3 96.0 9.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 94 37 16 35 35 135 83 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,349 COMMITMENTS 83,105 39,388 36,590 136,284 183,848 255,979 259,827 21,370 17,522 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 13,392) -483 4,827 231 14,937 8,308 14,685 13,366 -1,292 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 14.2 13.2 49.1 66.3 92.3 93.7 7.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 58 40 59 84 90 173 165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,606 COMMITMENTS 3,997 200 570 4,676 6,667 9,243 7,437 2,363 4,169 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 421) 191 0 135 87 365 413 500 8 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 1.7 4.9 40.3 57.4 79.6 64.1 20.4 35.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 1 6 7 9 15 15 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 11,861 COMMITMENTS 0 430 0 10,705 10,372 10,705 10,802 1,156 1,059 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 0.0 90.3 87.4 90.3 91.1 9.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 16 15 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,956 COMMITMENTS 1,111 685 497 6,216 6,640 7,824 7,822 132 134 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 547) 100 0 247 200 300 547 547 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 8.6 6.2 78.1 83.5 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 3 27 24 32 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 66,162 COMMITMENTS 6,636 2,304 0 58,806 63,465 65,442 65,769 720 393 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,841) 0 0 0 2,759 2,841 2,759 2,841 82 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 3.5 0.0 88.9 95.9 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 4 0 30 36 34 40 GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,923 COMMITMENTS 4,055 0 190 8,588 12,684 12,833 12,874 90 49 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 212) 100 0 -25 137 237 212 212 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 0.0 1.5 66.5 98.2 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 0 2 11 13 16 15 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,425 COMMITMENTS 969 6,340 0 45,441 40,085 46,410 46,425 15 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 915) 0 -50 0 915 965 915 915 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 13.7 0.0 97.9 86.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 0 26 25 28 28 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,340 COMMITMENTS 300 1,240 25 8,865 7,850 9,190 9,115 150 225 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,150) 0 475 0 1,150 675 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 13.3 0.3 94.9 84.0 98.4 97.6 1.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 1 20 14 23 18 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,479 COMMITMENTS 1,934 4,287 1,195 22,041 19,556 25,170 25,038 309 441 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 497) -308 68 124 681 315 497 507 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 16.8 4.7 86.5 76.8 98.8 98.3 1.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 8 3 34 29 41 38 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,783 COMMITMENTS 634 1,102 441 11,635 11,087 12,710 12,630 73 153 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,031) -221 185 -8 1,260 934 1,031 1,111 0 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 8.6 3.4 91.0 86.7 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 4 2 26 28 31 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,495 COMMITMENTS 679 420 290 1,441 1,697 2,410 2,407 85 88 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 333) 20 50 70 243 213 333 333 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 16.8 11.6 57.8 68.0 96.6 96.5 3.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 8 6 22 19 34 29 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,539 COMMITMENTS 4,020 300 1,392 16,815 20,607 22,227 22,299 312 240 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 300) 0 0 0 540 540 540 540 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 1.3 6.2 74.6 91.4 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 4 14 13 19 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,466 COMMITMENTS 1,749 124 494 22,297 23,982 24,540 24,600 3,926 3,866 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,194) 8 -408 144 804 1,292 956 1,028 238 166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.4 1.7 78.3 84.2 86.2 86.4 13.8 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 17 20 19 22
Updated January 24, 2014