GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,637 COMMITMENTS 4,497 845 205 27,559 31,472 32,261 32,522 376 115 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,953) 910 0 70 911 1,905 1,891 1,975 62 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 2.6 0.6 84.4 96.4 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 4 2 36 47 38 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,388 COMMITMENTS 0 55 0 5,292 5,323 5,292 5,378 96 10 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -342) 0 0 0 -342 -342 -342 -342 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 98.2 98.8 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 18 16 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,760 COMMITMENTS 380 240 230 8,209 8,622 8,819 9,092 941 668 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 564) 125 0 50 388 514 563 564 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 2.5 2.4 84.1 88.3 90.4 93.2 9.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 4 25 27 31 31 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,691 COMMITMENTS 35 509 205 2,898 2,219 3,138 2,933 553 758 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 282) -62 60 35 333 172 306 267 -24 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 13.8 5.6 78.5 60.1 85.0 79.5 15.0 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 7 3 24 25 28 32 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,289 COMMITMENTS 144 31 123 2,175 2,515 2,442 2,669 847 620 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 187) -4 -5 17 126 288 139 300 48 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.9 3.7 66.1 76.5 74.2 81.1 25.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 4 24 24 28 28 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 4,771 COMMITMENTS 0 0 0 4,567 4,771 4,567 4,771 204 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 263) 0 -25 0 248 288 248 263 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 100.0 95.7 100.0 4.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 13 15 13 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,596 COMMITMENTS 794 712 115 5,490 5,587 6,399 6,414 197 182 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 415) 298 271 -25 318 225 591 471 -176 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 10.8 1.7 83.2 84.7 97.0 97.2 3.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 4 4 21 25 29 31 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,249 COMMITMENTS 280 148 40 756 977 1,076 1,165 173 84 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 90) 120 0 0 70 130 190 130 -100 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 11.8 3.2 60.5 78.2 86.1 93.3 13.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 3 2 11 11 15 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,265 COMMITMENTS 558 3,624 87 23,083 20,414 23,728 24,125 537 140 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 930) 0 420 40 890 460 930 920 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 14.9 0.4 95.1 84.1 97.8 99.4 2.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 2 28 24 32 26 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,760 COMMITMENTS 546 954 7 2,509 2,508 3,062 3,469 698 291 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -59) 35 -34 0 -64 5 -29 -29 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 25.4 0.2 66.7 66.7 81.4 92.3 18.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 4 1 16 15 20 19 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 394,133 COMMITMENTS 63,140 81,785 76,389 211,847 195,715 351,376 353,889 42,757 40,244 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 5,570) 2,984 7,742 -7,005 8,232 5,432 4,211 6,169 1,359 -599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 20.8 19.4 53.8 49.7 89.2 89.8 10.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 35 55 54 76 79 147 160 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,790 COMMITMENTS 0 250 0 38,931 42,111 38,931 42,361 7,859 4,429 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 471) 0 0 0 -229 246 -229 246 700 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 83.2 90.0 83.2 90.5 16.8 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 23 20 23 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 922,102 COMMITMENTS 254,132 444,242 274,890 328,404 171,368 857,426 890,500 64,676 31,602 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 343) -1,029 -559 5,163 -3,735 -5,719 399 -1,115 -56 1,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 48.2 29.8 35.6 18.6 93.0 96.6 7.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 97 96 121 74 60 246 211 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 420,317 COMMITMENTS 202,127 110,377 86,420 125,328 214,890 413,875 411,687 6,442 8,630 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -1,335) -3,163 -1,580 1,418 2,558 -1,179 813 -1,341 -2,148 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 26.3 20.6 29.8 51.1 98.5 97.9 1.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 14 15 22 30 33 58 57 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 74,443 COMMITMENTS 5,206 16,905 16,445 47,862 35,362 69,513 68,712 4,930 5,731 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 4,836) 1,538 2,382 925 2,517 1,171 4,980 4,478 -144 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 22.7 22.1 64.3 47.5 93.4 92.3 6.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 11 16 17 16 37 33 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,831,782 COMMITMENTS 767,469 62,692 311,879 696,658 1422515 1776006 1797086 55,776 34,696 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 13,195) 7,515 10,370 -1,535 3,923 2,570 9,903 11,405 3,292 1,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 3.4 17.0 38.0 77.7 97.0 98.1 3.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 28 15 37 65 63 106 104 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 632,928 COMMITMENTS 26,346 176,707 112,950 489,083 340,269 628,379 629,926 4,549 3,002 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 5,783) -984 5,978 -327 6,987 856 5,676 6,507 107 -724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 27.9 17.8 77.3 53.8 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 14 22 27 37 37 69 69 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 90,206 COMMITMENTS 59,033 42,824 12,063 17,628 33,376 88,724 88,263 1,482 1,943 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 2,270) 942 -396 982 526 1,351 2,450 1,937 -180 333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.4 47.5 13.4 19.5 37.0 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 19 15 23 19 18 48 46 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 38,241 COMMITMENTS 16,402 25,082 5,744 15,410 6,715 37,556 37,541 685 700 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -351) -515 -630 659 -480 -380 -336 -351 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 65.6 15.0 40.3 17.6 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 13 19 13 13 36 35 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 35,117 COMMITMENTS 4,084 3,324 3,612 26,915 27,814 34,611 34,750 506 367 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -1,139) 186 -248 -237 -952 -618 -1,003 -1,103 -136 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 9.5 10.3 76.6 79.2 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 13 10 11 48 59 66 76 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,170 COMMITMENTS 1,039 786 616 3,358 3,658 5,013 5,060 157 110 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 425) -240 0 240 398 205 398 445 27 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 15.2 11.9 65.0 70.8 97.0 97.9 3.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 5 6 27 31 36 40 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,855 COMMITMENTS 1,199 0 399 15,470 16,878 17,068 17,277 787 578 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 2.2 86.6 94.5 95.6 96.8 4.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 2 26 22 29 24 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,586 COMMITMENTS 768 1,920 0 12,434 11,666 13,202 13,586 384 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 258) 0 0 0 322 258 322 258 -64 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 14.1 0.0 91.5 85.9 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 12 12 13 13 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 263,940 COMMITMENTS 7,435 30,755 0 256,505 233,185 263,940 263,940 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 2,311) 0 0 0 2,311 2,311 2,311 2,311 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 11.7 0.0 97.2 88.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 13 13 14 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 87,158 COMMITMENTS 0 0 0 86,585 86,989 86,585 86,989 573 169 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 99.8 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 15 12 15 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,485,540 COMMITMENTS 0 0 0 1485540 1485540 1485540 1485540 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 16 14 16 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 154,864 COMMITMENTS 4,485 1,211 3,564 146,815 150,089 154,864 154,864 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.8 2.3 94.8 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 2 25 24 27 26 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,139,776 COMMITMENTS 2,370 308,720 0 3137406 2831056 3139776 3139776 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 9.8 0.0 99.9 90.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 26 23 27 24 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,175 COMMITMENTS 2,488 0 1,342 36,345 38,833 40,175 40,175 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 3.3 90.5 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 16 11 17 12 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,049 COMMITMENTS 1,256 1,422 4,328 64,324 63,234 69,908 68,984 141 1,065 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) -95 0 0 0 0 -95 0 95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 2.0 6.2 91.8 90.3 99.8 98.5 0.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 20 17 22 18 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,988 COMMITMENTS 2,382 0 2,268 35,338 37,656 39,988 39,924 0 64 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -960) 0 0 0 -960 -960 -960 -960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 5.7 88.4 94.2 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 17 17 18 18 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,360 COMMITMENTS 0 1,380 0 27,360 25,916 27,360 27,296 0 64 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.0 100.0 94.7 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 12 19 13 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 304,907 COMMITMENTS 14,060 11,850 23,480 267,367 269,577 304,907 304,907 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 3.9 7.7 87.7 88.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 13 13 14 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 749,995 COMMITMENTS 106,526 0 11,850 631,619 738,145 749,995 749,995 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 0.0 1.6 84.2 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 17 19 18 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,654,473 COMMITMENTS 191,576 0 71,320 1391577 1583153 1654473 1654473 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.0 4.3 84.1 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 20 15 22 17 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 589,570 COMMITMENTS 212,602 0 0 376,968 589,570 589,570 589,570 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -24,960) 0 0 0 0 0 0 0 -24,960 -24,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 0.0 0.0 63.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 15 17 15 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 386,286 COMMITMENTS 0 0 0 386,286 386,286 386,286 386,286 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 13 13 13 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,123 COMMITMENTS 110 250 0 4,953 4,696 5,063 4,946 60 177 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 337) 60 62 -12 289 287 337 337 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 4.9 0.0 96.7 91.7 98.8 96.5 1.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 21 16 22 17 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 60,091 COMMITMENTS 1,721 6,066 2,030 55,762 51,514 59,513 59,610 578 481 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 8,011) 275 55 -28 7,708 7,913 7,955 7,940 56 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 10.1 3.4 92.8 85.7 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 11 1 5 45 40 57 46 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,254 COMMITMENTS 817 4,600 93 21,833 18,370 22,743 23,063 511 191 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 2,188) 3 0 38 2,147 2,150 2,188 2,188 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 19.8 0.4 93.9 79.0 97.8 99.2 2.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 1 28 28 31 31 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,327 COMMITMENTS 224 798 1,041 10,674 10,227 11,939 12,066 388 261 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,841) 119 65 243 1,524 1,563 1,886 1,871 -45 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 6.5 8.4 86.6 83.0 96.9 97.9 3.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 2 23 23 26 26 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,545 COMMITMENTS 90 630 0 8,406 8,740 8,496 9,370 1,049 175 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 274) 0 90 0 214 184 214 274 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 6.6 0.0 88.1 91.6 89.0 98.2 11.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 21 15 22 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,537,452 COMMITMENTS 441,625 162,845 510,275 502,768 796,168 1454668 1469288 82,784 68,164 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 33,688) 5,983 20,886 6,895 24,451 3,947 37,329 31,728 -3,641 1,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 10.6 33.2 32.7 51.8 94.6 95.6 5.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 115 98 139 92 94 273 280 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 144,101 COMMITMENTS 68,485 18,156 904 46,734 83,443 116,123 102,503 27,978 41,598 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,783) 757 1,298 -108 202 883 851 2,073 932 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 12.6 0.6 32.4 57.9 80.6 71.1 19.4 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 5 5 13 16 22 23 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,535 COMMITMENTS 22,580 69,269 52,447 60,148 12,237 135,175 133,953 5,360 6,582 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 6,873) 32 1,387 5,089 1,394 172 6,515 6,648 358 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 49.3 37.3 42.8 8.7 96.2 95.3 3.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 13 26 13 11 40 38 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,949 COMMITMENTS 0 90 100 19,849 19,693 19,949 19,883 0 66 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 480) 0 90 0 480 390 480 480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.5 99.5 98.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 22 13 23 15 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,753 COMMITMENTS 25,684 3,725 719 4,646 28,239 31,049 32,683 2,704 1,070 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 285) -250 -256 153 307 562 210 459 75 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.1 11.0 2.1 13.8 83.7 92.0 96.8 8.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 85 28 11 21 38 113 72 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 58,569 COMMITMENTS 40,324 15,777 729 13,626 38,040 54,679 54,546 3,890 4,023 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -991) -160 -328 -57 -298 -718 -515 -1,103 -476 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.8 26.9 1.2 23.3 64.9 93.4 93.1 6.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 100 49 12 30 31 134 89 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,593 COMMITMENTS 95,767 47,725 55,264 144,234 189,501 295,265 292,490 18,328 21,103 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 22,467) 4,626 -94 3,603 14,934 18,831 23,163 22,340 -696 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 15.2 17.6 46.0 60.4 94.2 93.3 5.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 63 55 65 74 88 171 180 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 25,469 COMMITMENTS 100 725 900 23,410 22,898 24,410 24,523 1,059 946 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 248) -657 45 -100 1,163 1,047 406 992 -158 -744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.8 3.5 91.9 89.9 95.8 96.3 4.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 17 16 20 20 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,377 COMMITMENTS 3,407 709 2,852 6,028 10,243 12,287 13,804 4,090 2,573 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,393) -587 585 821 296 -117 530 1,289 863 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 4.3 17.4 36.8 62.5 75.0 84.3 25.0 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 4 8 14 12 18 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 16,583 COMMITMENTS 9,208 12,952 0 7,149 2,861 16,357 15,813 226 770 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 2,520) 1,225 2,120 0 1,331 400 2,556 2,520 -36 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 78.1 0.0 43.1 17.3 98.6 95.4 1.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 2 0 11 5 20 7 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 5,314 COMMITMENTS 2,523 2,118 2,148 78 718 4,749 4,984 565 330 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 160) -70 -120 380 0 0 310 260 -150 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 39.9 40.4 1.5 13.5 89.4 93.8 10.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 10 9 11 1 3 16 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,303 COMMITMENTS 600 150 750 2,857 3,265 4,207 4,165 96 138 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -100) -150 0 50 0 -150 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 3.5 17.4 66.4 75.9 97.8 96.8 2.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 16 15 20 18 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,766 COMMITMENTS 1,155 0 0 41,611 42,766 42,766 42,766 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 685) 0 0 0 685 685 685 685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 97.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 0 26 23 28 23 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,775 COMMITMENTS 705 1,725 0 4,070 2,975 4,775 4,700 0 75 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 36.1 0.0 85.2 62.3 100.0 98.4 0.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 10 9 12 11 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,322 COMMITMENTS 3,028 1,677 372 15,632 16,600 19,032 18,649 290 673 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 741) 0 792 0 775 -64 775 728 -34 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 8.7 1.9 80.9 85.9 98.5 96.5 1.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 4 3 30 23 36 30 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,171 COMMITMENTS 540 1,992 1,036 15,261 14,114 16,837 17,142 334 29 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,303) -760 244 544 1,567 505 1,351 1,293 -48 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 11.6 6.0 88.9 82.2 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 7 7 28 31 38 40 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,000 COMMITMENTS 1,100 260 150 610 1,500 1,860 1,910 140 90 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 210) 160 80 0 85 210 245 290 -35 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.0 13.0 7.5 30.5 75.0 93.0 95.5 7.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 4 1 11 16 15 21 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,461 COMMITMENTS 2,562 939 513 12,798 14,832 15,873 16,284 588 177 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 5.7 3.1 77.7 90.1 96.4 98.9 3.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 3 4 14 16 19 22 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,520 COMMITMENTS 2,880 2,678 955 25,022 23,460 28,857 27,093 1,663 3,427 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,775) -399 0 512 2,724 1,844 2,837 2,356 -1,062 -581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 8.8 3.1 82.0 76.9 94.6 88.8 5.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 3 19 24 22 29
Updated October 17, 2014