GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,029 COMMITMENTS 1,020 1,106 799 31,867 32,024 33,686 33,929 343 100 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 2,108) 374 47 171 1,533 1,880 2,078 2,098 30 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 3.3 2.3 93.6 94.1 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 6 4 39 51 44 58 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,736 COMMITMENTS 0 0 0 5,675 5,714 5,675 5,714 61 22 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 203) 0 0 0 208 203 208 203 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.9 99.6 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 19 20 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,062 COMMITMENTS 739 324 361 9,132 9,626 10,232 10,311 830 751 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 342) 5 10 56 220 242 281 308 61 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 2.9 3.3 82.6 87.0 92.5 93.2 7.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 4 9 31 33 41 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,525 COMMITMENTS 504 400 209 3,131 3,335 3,844 3,944 681 581 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 196) 60 46 47 134 73 241 166 -45 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 8.8 4.6 69.2 73.7 85.0 87.2 15.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 2 5 27 32 35 39 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,522 COMMITMENTS 203 111 43 3,492 3,612 3,738 3,766 784 756 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 542) -10 -10 40 477 459 507 489 35 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 2.5 1.0 77.2 79.9 82.7 83.3 17.3 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 26 30 28 32 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,838 COMMITMENTS 0 185 75 5,664 5,568 5,739 5,828 99 10 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 345) 0 0 0 345 345 345 345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 1.3 97.0 95.4 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 19 18 20 19 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,973 COMMITMENTS 926 580 139 6,554 6,943 7,619 7,662 354 311 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 206) 94 30 0 92 176 186 206 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 7.3 1.7 82.2 87.1 95.6 96.1 4.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 5 3 30 28 38 34 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,137 COMMITMENTS 210 420 113 1,585 1,504 1,908 2,037 229 100 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 220) 50 100 -40 202 110 212 170 8 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 19.7 5.3 74.2 70.4 89.3 95.3 10.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 5 2 18 14 24 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,441 COMMITMENTS 458 2,849 40 25,572 23,522 26,070 26,411 371 30 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 2,796) 150 90 -50 2,696 2,726 2,796 2,766 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 10.8 0.2 96.7 89.0 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 1 33 26 36 27 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,501 COMMITMENTS 252 1,158 165 4,216 3,749 4,633 5,072 868 429 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 369) 0 -58 0 375 340 375 282 -6 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 21.1 3.0 76.6 68.2 84.2 92.2 15.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 4 6 23 14 29 20 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 380,844 COMMITMENTS 60,622 61,302 92,957 187,299 192,453 340,878 346,712 39,966 34,131 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 4,078) -1,693 510 1,538 5,876 2,040 5,721 4,088 -1,643 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 16.1 24.4 49.2 50.5 89.5 91.0 10.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 41 50 62 70 79 149 161 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,132 COMMITMENTS 0 0 0 47,972 47,432 47,972 47,432 7,160 7,700 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 819) 0 0 0 1,267 1,251 1,267 1,251 -448 -432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.0 86.0 87.0 86.0 13.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 18 18 18 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,010,396 COMMITMENTS 280,304 454,573 294,808 360,411 226,067 935,523 975,449 74,873 34,947 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 26,910) 10,792 14,767 4,265 9,636 5,575 24,692 24,606 2,217 2,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 45.0 29.2 35.7 22.4 92.6 96.5 7.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 104 101 126 69 61 255 220 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 975,990 COMMITMENTS 92,836 13,681 352,098 526,509 606,232 971,442 972,011 4,547 3,979 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -985) 4,038 1,857 9,188 -14,123 -12,236 -898 -1,192 -88 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 1.4 36.1 53.9 62.1 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 44 24 55 53 54 115 115 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 445,725 COMMITMENTS 215,038 111,802 92,931 131,276 231,856 439,245 436,589 6,481 9,136 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -27,547) -3,278 -3,392 -6,400 -14,512 -17,874 -24,190 -27,665 -3,357 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.2 25.1 20.8 29.5 52.0 98.5 98.0 1.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 13 22 29 34 58 58 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 78,174 COMMITMENTS 4,162 31,083 11,799 56,656 30,752 72,617 73,634 5,557 4,540 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -12,163) 101 -655 -6,244 -5,842 -4,514 -11,985 -11,413 -178 -750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 39.8 15.1 72.5 39.3 92.9 94.2 7.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 12 15 16 16 33 32 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 33,096 COMMITMENTS 4,116 7,246 19,434 9,396 6,286 32,946 32,967 149 129 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -3,052) -403 -366 -1,369 -1,273 -1,305 -3,044 -3,040 -7 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 21.9 58.7 28.4 19.0 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 7 17 10 13 27 30 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,875,151 COMMITMENTS 794,678 62,048 318,647 707,287 1460129 1820612 1840824 54,539 34,327 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -105,211) -32,004 -1,375 -8,477 -69,831 -84,380 -110,312 -94,232 5,101 -10,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 3.3 17.0 37.7 77.9 97.1 98.2 2.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 29 16 34 60 64 99 106 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 651,057 COMMITMENTS 20,654 195,919 116,815 509,482 335,971 646,951 648,705 4,106 2,352 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -49,393) -5,479 -2,044 -12,318 -31,274 -34,900 -49,071 -49,262 -322 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 30.1 17.9 78.3 51.6 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 15 24 27 40 35 73 69 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 93,646 COMMITMENTS 56,460 42,455 12,889 22,770 36,212 92,119 91,556 1,527 2,090 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 2,140) 1,782 -596 789 -546 1,837 2,025 2,030 115 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 45.3 13.8 24.3 38.7 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 17 23 18 17 46 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,561 COMMITMENTS 12,916 22,350 4,818 15,187 5,668 32,921 32,836 640 725 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 2,122) 540 1,882 197 1,390 88 2,127 2,167 -5 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 66.6 14.4 45.3 16.9 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 13 18 13 12 40 32 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 37,651 COMMITMENTS 2,164 2,948 3,575 31,313 30,689 37,053 37,212 599 440 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -4,711) 114 -860 529 -5,312 -4,448 -4,670 -4,779 -41 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 7.8 9.5 83.2 81.5 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 12 10 9 48 61 65 75 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,303 COMMITMENTS 696 487 375 2,912 3,143 3,983 4,005 320 298 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -628) -174 -367 300 -943 -685 -817 -752 189 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 11.3 8.7 67.7 73.0 92.6 93.1 7.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 5 4 23 30 29 37 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,187 COMMITMENTS 1,070 0 528 23,216 24,569 24,814 25,097 4,373 4,090 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,600) 157 -172 -157 -2,645 -2,118 -2,645 -2,447 45 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 1.8 79.5 84.2 85.0 86.0 15.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 24 23 27 25 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,069 COMMITMENTS 873 1,983 0 13,770 12,554 14,643 14,537 426 532 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,785) -105 -63 0 -1,638 -1,701 -1,743 -1,764 -42 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 13.2 0.0 91.4 83.3 97.2 96.5 2.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 11 9 12 10 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 296,974 COMMITMENTS 8,587 31,907 0 288,387 265,067 296,974 296,974 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -40,080) -1,224 -1,224 0 -38,856 -38,856 -40,080 -40,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 10.7 0.0 97.1 89.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 13 11 14 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 85,689 COMMITMENTS 0 0 0 85,349 85,499 85,349 85,499 340 190 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,625) 0 0 0 -2,604 -2,604 -2,604 -2,604 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.6 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 15 11 15 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,520,484 COMMITMENTS 0 0 0 1520484 1520484 1520484 1520484 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -37,128) 0 0 0 -37,128 -37,128 -37,128 -37,128 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 16 14 16 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 161,057 COMMITMENTS 4,380 8,870 3,795 152,628 148,392 160,803 161,057 254 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -4,389) 210 21 -336 -4,263 -4,074 -4,389 -4,389 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 5.5 2.4 94.8 92.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 2 26 24 28 27 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,312,671 COMMITMENTS 3,138 308,720 0 3309533 3003951 3312671 3312671 -0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -59,811) -816 0 0 -58,995 -59,811 -59,811 -59,811 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 9.3 0.0 99.9 90.7 100.0 100.0 -0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 27 23 28 24 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,373 COMMITMENTS 0 3,566 1,280 18,070 14,272 19,350 19,118 23 255 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,743) 0 -441 0 -1,743 -1,302 -1,743 -1,743 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.4 6.6 93.3 73.7 99.9 98.7 0.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 11 11 12 13 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,308 COMMITMENTS 2,026 0 1,804 40,478 42,504 44,308 44,308 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -3,675) 462 0 -462 -3,675 -3,213 -3,675 -3,675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.0 4.1 91.4 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 16 12 17 13 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 72,342 COMMITMENTS 1,483 1,317 4,433 66,338 65,527 72,254 71,277 88 1,065 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,121) -21 210 -210 -1,848 -2,121 -2,079 -2,121 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.8 6.1 91.7 90.6 99.9 98.5 0.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 22 18 24 19 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,742 COMMITMENTS 2,487 0 2,268 34,902 37,389 39,657 39,657 85 85 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,344) -105 0 0 -1,218 -1,323 -1,323 -1,323 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.0 5.7 87.8 94.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 17 17 18 18 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,421 COMMITMENTS 105 0 0 30,316 30,336 30,421 30,336 0 85 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,352) 0 0 0 -2,352 -2,331 -2,352 -2,331 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.7 99.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 21 14 22 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 317,747 COMMITMENTS 16,748 11,850 23,480 277,519 282,417 317,747 317,747 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -27,336) -2,856 0 0 -24,480 -27,336 -27,336 -27,336 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 3.7 7.4 87.3 88.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 13 13 14 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 812,079 COMMITMENTS 102,686 0 15,690 693,703 796,389 812,079 812,079 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -53,448) 4,080 0 -4,080 -53,448 -49,368 -53,448 -53,448 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 0.0 1.9 85.4 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 17 19 18 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,705,713 COMMITMENTS 193,880 0 71,320 1440513 1634393 1705713 1705713 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -39,576) -2,448 0 0 -37,128 -39,576 -39,576 -39,576 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 0.0 4.2 84.5 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 20 16 22 18 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 614,530 COMMITMENTS 220,282 0 0 394,248 614,530 614,530 614,530 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 18,480) -7,344 0 0 25,824 18,480 18,480 18,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 0.0 0.0 64.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 15 17 15 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 410,816 COMMITMENTS 0 0 0 410,816 410,816 410,816 410,816 0 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -25,296) 0 0 0 -25,296 -25,296 -25,296 -25,296 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 16 14 16 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,045 COMMITMENTS 884 6,086 2,073 43,388 38,452 46,345 46,611 700 434 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 4,034) 130 258 91 3,733 3,675 3,954 4,024 80 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 12.9 4.4 92.2 81.7 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 4 4 45 40 54 46 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,741 COMMITMENTS 748 4,261 261 18,544 14,667 19,553 19,189 188 552 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,235) -26 49 -14 -1,186 -1,265 -1,226 -1,230 -9 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 21.6 1.3 93.9 74.3 99.0 97.2 1.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 2 30 23 34 26 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,634 COMMITMENTS 515 145 273 4,716 4,953 5,504 5,371 130 263 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -21) 34 -15 15 5 -40 54 -40 -75 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 2.6 4.8 83.7 87.9 97.7 95.3 2.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 1 19 18 22 20 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,458 COMMITMENTS 30 165 5 7,322 7,779 7,357 7,949 1,101 509 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 370) 0 30 0 270 153 270 183 100 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.0 0.1 86.6 92.0 87.0 94.0 13.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 22 17 24 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,115,270 COMMITMENTS 420,203 116,577 861,089 736,610 1069275 2017901 2046940 97,369 68,330 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 25,312) -1,853 16,426 22,483 -3,585 -20,239 17,045 18,670 8,267 6,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 5.5 40.7 34.8 50.6 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388) 168 96 195 95 96 340 324 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,084 COMMITMENTS 40,120 11,954 28,001 37,049 65,710 105,170 105,664 914 420 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -3,693) -113 -2,229 -16 -3,574 -1,432 -3,703 -3,677 10 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 11.3 26.4 34.9 61.9 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 6 7 14 20 25 30 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 143,444 COMMITMENTS 58,805 13,666 1,365 48,523 86,205 108,693 101,236 34,751 42,208 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -8,196) -5,289 -987 -310 -3,065 -5,570 -8,664 -6,867 468 -1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 9.5 1.0 33.8 60.1 75.8 70.6 24.2 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 5 14 15 20 22 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,654 COMMITMENTS 8,770 2,405 6,445 14,930 21,204 30,145 30,053 510 601 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -282) -549 533 619 -82 -1,206 -12 -54 -270 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 7.8 21.0 48.7 69.2 98.3 98.0 1.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 11 14 12 11 33 27 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,973 COMMITMENTS 20,444 114 20,986 91,825 108,831 133,255 129,930 5,718 9,044 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -5,518) -586 114 -748 -4,091 -5,458 -5,425 -6,092 -92 575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 0.1 15.1 66.1 78.3 95.9 93.5 4.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 1 11 25 26 36 37 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 147,967 COMMITMENTS 20,666 58,867 60,326 61,560 23,891 142,551 143,084 5,416 4,883 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 9,776) 478 1,681 7,181 2,026 990 9,684 9,852 91 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 39.8 40.8 41.6 16.1 96.3 96.7 3.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 17 10 24 15 15 42 40 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,342 COMMITMENTS 965 1,578 44 2,869 2,397 3,878 4,019 464 323 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 593) -134 696 22 671 -172 559 546 35 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 36.3 1.0 66.1 55.2 89.3 92.6 10.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 1 9 11 15 14 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,095 COMMITMENTS 2,221 410 8,013 38,830 41,355 49,064 49,777 10,030 9,317 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -4,713) -1,211 -297 -555 -6,941 -7,760 -8,708 -8,612 3,995 3,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.7 13.6 65.7 70.0 83.0 84.2 17.0 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 7 17 17 24 24 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,249 COMMITMENTS 3,467 802 3,668 5,501 8,107 12,636 12,578 613 671 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -469) 147 118 -222 -489 -422 -564 -526 95 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 6.1 27.7 41.5 61.2 95.4 94.9 4.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 5 6 14 14 20 22 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,381 COMMITMENTS 2,707 1,811 27,269 21,911 22,926 51,887 52,006 494 375 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,777) -2,743 -973 -287 345 -1,310 -2,685 -2,570 -92 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 3.5 52.1 41.8 43.8 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 4 8 11 12 20 20 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,203 COMMITMENTS 0 0 0 16,203 16,194 16,203 16,194 0 9 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 1,585) 0 0 0 1,585 1,585 1,585 1,585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 18 11 18 11 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 47,881 COMMITMENTS 31,232 4,386 3,305 9,679 39,052 44,216 46,743 3,665 1,138 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 1,179) 623 701 221 353 385 1,197 1,307 -18 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.2 9.2 6.9 20.2 81.6 92.3 97.6 7.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 102 35 15 28 43 138 85 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,683 COMMITMENTS 49,086 10,277 3,954 13,296 52,944 66,336 67,174 4,347 3,508 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 2,142) 1,599 2,257 607 -49 -1,233 2,158 1,631 -16 510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.4 14.5 5.6 18.8 74.9 93.9 95.0 6.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 106 44 24 32 42 149 102 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 265,266 COMMITMENTS 87,972 46,722 38,928 118,915 158,642 245,814 244,291 19,452 20,975 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -8,202) 889 1,523 -928 -7,208 -8,619 -7,247 -8,024 -954 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 17.6 14.7 44.8 59.8 92.7 92.1 7.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 70 48 68 70 93 175 182 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,684 COMMITMENTS 9,372 439 1,842 5,081 12,502 16,295 14,783 2,389 3,901 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -3,376) -472 113 -222 -2,448 -2,562 -3,142 -2,671 -234 -705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 2.3 9.9 27.2 66.9 87.2 79.1 12.8 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 1 6 8 13 17 20 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,384 COMMITMENTS 0 225 0 19,696 17,145 19,696 17,370 688 3,014 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 415) 0 0 0 640 315 640 315 -225 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.0 96.6 84.1 96.6 85.2 3.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 15 16 16 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 20,335 COMMITMENTS 559 0 525 18,077 18,288 19,161 18,813 1,174 1,522 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -634) 522 -325 -672 -150 283 -300 -714 -334 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 2.6 88.9 89.9 94.2 92.5 5.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 17 18 18 19 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,151 COMMITMENTS 2,943 971 657 4,324 7,417 7,924 9,045 3,227 2,106 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,621) -352 -153 -125 -2,092 -2,009 -2,569 -2,287 -52 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 8.7 5.9 38.8 66.5 71.1 81.1 28.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 3 8 13 14 16 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 10,475 COMMITMENTS 5,770 7,665 445 4,028 2,345 10,243 10,455 232 20 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,556) -843 -1,128 -75 -615 -353 -1,533 -1,556 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.1 73.2 4.2 38.5 22.4 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 15 1 3 6 4 21 8 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 5,286 COMMITMENTS 2,933 2,796 1,418 344 733 4,695 4,947 591 339 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 114) 120 140 -50 20 20 90 110 24 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.5 52.9 26.8 6.5 13.9 88.8 93.6 11.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 11 11 3 3 15 20 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,656 COMMITMENTS 1,087 1,134 600 3,848 3,668 5,535 5,402 121 254 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 180) 180 200 0 0 -20 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 20.0 10.6 68.0 64.9 97.9 95.5 2.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 3 16 15 22 20 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,575 COMMITMENTS 565 0 0 38,950 39,575 39,515 39,575 60 0 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 1,545) -150 0 0 1,635 1,545 1,485 1,545 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 98.4 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 28 22 30 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,670 COMMITMENTS 625 2,450 200 6,845 4,895 7,670 7,545 0 125 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 0) 0 -450 0 0 450 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 31.9 2.6 89.2 63.8 100.0 98.4 0.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 4 1 15 12 19 17 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,272 COMMITMENTS 3,510 1,514 431 16,044 17,831 19,985 19,776 287 496 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -1,769) -262 -485 -44 -1,398 -1,234 -1,704 -1,763 -65 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 7.5 2.1 79.1 88.0 98.6 97.6 1.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 4 3 32 30 37 37 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,581 COMMITMENTS 1,754 1,479 617 13,569 14,359 15,940 16,455 641 126 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -3,379) 59 130 -1,161 -2,451 -2,381 -3,553 -3,412 174 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 8.9 3.7 81.8 86.6 96.1 99.2 3.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 7 5 26 29 34 39 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,268 COMMITMENTS 800 570 260 1,088 1,248 2,148 2,078 120 190 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 140) 155 45 5 -10 130 150 180 -10 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 25.1 11.5 48.0 55.0 94.7 91.6 5.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 5 6 16 16 25 25 MINI EUROPE NAPHTHA BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 946 COMMITMENTS 0 15 15 861 795 876 825 70 121 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 1.6 91.0 84.0 92.6 87.2 7.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 14 13 15 14 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,617 COMMITMENTS 2,202 597 615 14,328 16,198 17,145 17,410 472 207 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 3.4 3.5 81.3 91.9 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 4 13 17 18 22 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,320 COMMITMENTS 2,187 3,456 1,395 22,750 21,425 26,332 26,276 2,988 3,044 CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -5,511) -687 -414 -811 -5,070 -4,250 -6,568 -5,475 1,057 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 11.8 4.8 77.6 73.1 89.8 89.6 10.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 3 2 20 22 25 27
Updated September 5, 2014