GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,192 COMMITMENTS 581 480 1,007 40,004 40,670 41,592 42,157 600 35 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,679) -83 280 -53 1,861 1,520 1,725 1,747 -46 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.1 2.4 94.8 96.4 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 2 2 41 44 43 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,281 COMMITMENTS 0 0 0 15,983 16,185 15,983 16,185 298 96 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 176) 0 0 0 176 176 176 176 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.2 99.4 98.2 99.4 1.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 24 29 24 29 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,763 COMMITMENTS 0 0 0 2,220 2,107 2,220 2,107 543 656 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 80.3 76.3 80.3 76.3 19.7 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 19 17 19 17 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,006 COMMITMENTS 45 499 849 14,874 14,479 15,768 15,827 1,238 1,179 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,520) 0 79 -96 1,588 1,525 1,492 1,508 28 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.9 5.0 87.5 85.1 92.7 93.1 7.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 3 3 45 45 48 50 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,067 COMMITMENTS 720 70 44 6,469 7,370 7,233 7,484 834 583 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 463) -19 5 11 419 443 411 459 52 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.9 0.5 80.2 91.4 89.7 92.8 10.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 4 2 3 49 55 53 60 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,191 COMMITMENTS 0 150 0 6,691 6,481 6,691 6,631 500 560 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 322) 0 25 0 315 276 315 301 7 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 93.0 90.1 93.0 92.2 7.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 21 21 21 22 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,677 COMMITMENTS 0 607 304 4,615 4,525 4,919 5,436 758 241 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 382) -15 -45 35 342 387 362 377 20 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.7 5.4 81.3 79.7 86.6 95.8 13.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 21 25 23 27 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,353 COMMITMENTS 0 80 0 2,026 1,766 2,026 1,846 327 507 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 115) 0 40 0 158 126 158 166 -43 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 86.1 75.1 86.1 78.5 13.9 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 21 18 21 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,779 COMMITMENTS 65 12 150 1,921 2,062 2,136 2,224 643 555 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 229) 0 -19 14 304 203 318 198 -89 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.4 5.4 69.1 74.2 76.9 80.0 23.1 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 22 24 24 26 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 13,102 COMMITMENTS 0 0 0 12,943 13,072 12,943 13,072 159 30 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 630) 0 0 0 630 630 630 630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.8 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 24 16 24 16 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,627 COMMITMENTS 0 531 150 6,983 6,865 7,133 7,546 494 81 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 640) 0 0 0 699 774 699 774 -59 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.0 2.0 91.6 90.0 93.5 98.9 6.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 16 17 17 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,912 COMMITMENTS 0 1,606 423 19,369 17,883 19,792 19,912 120 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 342) 0 -40 0 342 382 342 342 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.1 2.1 97.3 89.8 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 1 29 24 30 25 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 303,178 COMMITMENTS 36,310 37,223 49,545 181,629 188,414 267,484 275,182 35,694 27,996 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -1,155) -3,524 -5,692 280 -13 4,384 -3,257 -1,028 2,102 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 12.3 16.3 59.9 62.1 88.2 90.8 11.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 31 31 44 72 70 133 122 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,797 COMMITMENTS 205 2,177 8 12,454 10,524 12,667 12,709 130 88 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 812) 0 100 0 912 794 912 894 -100 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 17.0 0.1 97.3 82.2 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 3 5 1 41 39 44 45 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,770 COMMITMENTS 695 1,500 100 16,975 16,140 17,770 17,740 0 30 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 335) 0 0 0 335 335 335 335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 8.4 0.6 95.5 90.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 1 24 29 27 31 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,025 COMMITMENTS 2,475 555 1,250 12,300 14,220 16,025 16,025 0 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 150) 225 0 0 -75 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 3.5 7.8 76.8 88.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 11 14 14 16 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,233 COMMITMENTS 0 0 0 11,937 12,933 11,937 12,933 1,296 300 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -90) 0 0 0 -90 -150 -90 -150 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.2 97.7 90.2 97.7 9.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 23 16 23 16 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,526 COMMITMENTS 0 0 0 1,510 1,516 1,510 1,516 16 10 CHANGES FROM 07/24/12 (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 99.0 99.3 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 13 16 13 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,126,758 COMMITMENTS 238,827 314,239 434,441 379,629 339,018 1052897 1087698 73,861 39,060 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 3,523) -3,887 -850 14,691 -10,418 -9,010 386 4,831 3,137 -1,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 27.9 38.6 33.7 30.1 93.4 96.5 6.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 113 105 138 76 66 275 233 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 34,024 COMMITMENTS 639 5,763 864 29,183 21,534 30,686 28,161 3,338 5,863 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 186) 0 0 0 186 0 186 0 0 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 16.9 2.5 85.8 63.3 90.2 82.8 9.8 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 9 12 11 16 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 81,243 COMMITMENTS 15,014 41,445 13,258 50,079 24,472 78,351 79,175 2,892 2,068 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -778) -972 -763 -1,012 1,539 872 -445 -903 -333 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 51.0 16.3 61.6 30.1 96.4 97.5 3.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 9 13 17 18 32 33 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,697 COMMITMENTS 0 162 2,221 54,732 51,326 56,953 53,709 5,744 8,988 CHANGES FROM 07/24/12 (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 0.3 3.5 87.3 81.9 90.8 85.7 9.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 16 17 17 18 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,621,537 COMMITMENTS 458,437 49,839 786,559 1348485 1762720 2593481 2599118 28,056 22,419 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -110,712) -12,232 -4,768 -30,675 -68,643 -74,794 -111,550 -110,237 838 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 1.9 30.0 51.4 67.2 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 36 13 39 94 83 141 124 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,234,849 COMMITMENTS 151,637 130,969 362,027 717,675 739,840 1231339 1232836 3,510 2,013 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -113,531) -34,946 -1,132 -53,920 -25,884 -58,909 -114,750 -113,961 1,219 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 10.6 29.3 58.1 59.9 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 24 16 31 42 40 78 75 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,656 COMMITMENTS 3,829 4,504 2,712 2,532 1,600 9,073 8,816 583 840 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 253) 304 15 143 -195 -130 252 28 1 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 46.6 28.1 26.2 16.6 94.0 91.3 6.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 12 17 5 4 23 22 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,230 COMMITMENTS 458 2,424 270 23,195 21,187 23,923 23,881 307 349 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 53) 117 196 20 -100 -190 37 26 16 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 10.0 1.1 95.7 87.4 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 4 3 31 44 37 50 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,578 COMMITMENTS 30 0 121 1,598 1,713 1,749 1,834 829 744 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 4.7 62.0 66.4 67.8 71.1 32.2 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 2 20 19 22 21 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,971 COMMITMENTS 186 91 30 1,235 1,475 1,451 1,596 520 375 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 138) 35 0 0 76 200 111 200 27 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 4.6 1.5 62.7 74.8 73.6 81.0 26.4 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 21 21 24 25 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 64,123 COMMITMENTS 9,331 213 5,031 48,355 57,839 62,717 63,083 1,406 1,040 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -4,729) -2,589 -135 306 -2,072 -4,410 -4,355 -4,239 -374 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.3 7.8 75.4 90.2 97.8 98.4 2.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 1 4 34 32 40 36 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,726 COMMITMENTS 488 1,328 2,434 13,438 13,400 16,360 17,162 1,366 564 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 181) 0 -18 0 53 199 53 181 128 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 7.5 13.7 75.8 75.6 92.3 96.8 7.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 20 17 23 20 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,258 COMMITMENTS 264 1,030 56 6,411 5,947 6,731 7,033 1,527 1,225 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -311) -29 -78 -4 -30 -112 -63 -194 -248 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 12.5 0.7 77.6 72.0 81.5 85.2 18.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 16 15 18 18 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,080 COMMITMENTS 3,564 466 540 8,213 11,807 12,317 12,813 763 267 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 86) -112 -266 0 205 461 93 195 -7 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 3.6 4.1 62.8 90.3 94.2 98.0 5.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 18 21 21 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,959 COMMITMENTS 578 2,080 538 20,947 20,379 22,063 22,997 1,896 962 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 94) 0 -400 0 56 516 56 116 38 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 8.7 2.2 87.4 85.1 92.1 96.0 7.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 3 27 25 30 28 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,917 COMMITMENTS 1,134 0 176 6,104 6,641 7,414 6,817 1,503 2,100 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 0.0 2.0 68.5 74.5 83.1 76.4 16.9 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 16 18 17 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,489 COMMITMENTS 3,562 2,390 180 7,707 9,179 11,449 11,749 1,040 740 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 3) 0 0 0 -5 3 -5 3 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 19.1 1.4 61.7 73.5 91.7 94.1 8.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 16 16 19 19 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,098 COMMITMENTS 378 2,404 866 10,938 9,234 12,182 12,504 916 594 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 90) 0 42 0 90 48 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 18.4 6.6 83.5 70.5 93.0 95.5 7.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 18 16 21 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,974 COMMITMENTS 0 0 0 58,974 58,974 58,974 58,974 0 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 64) 0 0 0 64 64 64 64 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: 26) 0 0 0 19 16 19 16 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 970,143 COMMITMENTS 0 0 0 970,143 970,143 970,143 970,143 0 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 2,520) 0 0 0 2,520 2,520 2,520 2,520 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: 25) 0 0 0 16 17 16 17 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,041 COMMITMENTS 0 0 0 27,041 27,041 27,041 27,041 0 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 10 13 10 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 101,445 COMMITMENTS 42 0 0 101,148 101,211 101,190 101,211 255 234 CHANGES FROM 07/24/12 (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 99.7 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 0 17 29 18 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,404,138 COMMITMENTS 3,920 0 0 1400218 1404138 1404138 1404138 0 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 18 24 19 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,661 COMMITMENTS 4,102 2,235 9,290 56,269 58,136 69,661 69,661 0 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,390) -1,275 0 1,275 1,390 115 1,390 1,390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 3.2 13.3 80.8 83.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 28 21 32 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,147,346 COMMITMENTS 42,561 118,070 19,471 1085314 1009805 1147346 1147346 0 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 10.3 1.7 94.6 88.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 1 29 23 33 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,772 COMMITMENTS 0 3,997 0 51,645 47,244 51,645 51,241 127 531 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 164) 0 0 0 164 164 164 164 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 0.0 99.8 91.3 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 18 15 18 17 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,431 COMMITMENTS 0 6,165 200 24,104 18,066 24,304 24,431 127 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -220) 0 0 0 -220 -220 -220 -220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.2 0.8 98.7 73.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 13 13 14 14 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,995 COMMITMENTS 3,775 4,460 0 38,647 38,535 42,422 42,995 573 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -1,191) 1,104 -1,275 0 -2,295 84 -1,191 -1,191 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 10.4 0.0 89.9 89.6 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 0 14 16 16 17 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,779 COMMITMENTS 381 868 218 15,265 15,439 15,864 16,525 915 254 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 974) 0 0 0 974 974 974 974 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 5.2 1.3 91.0 92.0 94.5 98.5 5.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 15 17 17 18 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,771 COMMITMENTS 212 1,067 0 12,432 11,428 12,644 12,495 127 276 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 8.4 0.0 97.3 89.5 99.0 97.8 1.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 16 10 17 12 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 871,628 COMMITMENTS 0 60,185 23,400 848,228 788,043 871,628 871,628 0 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 3,236) 0 0 0 3,236 3,236 3,236 3,236 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.9 2.7 97.3 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 20 15 21 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 993,244 COMMITMENTS 55,281 111,095 12,000 925,963 870,149 993,244 993,244 0 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 0) 9,360 0 0 -9,360 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 11.2 1.2 93.2 87.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 14 15 17 16 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 525,429 COMMITMENTS 179,674 0 62,091 283,664 463,338 525,429 525,429 0 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 0.0 11.8 54.0 88.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 15 13 17 15 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 140,744 COMMITMENTS 0 7,032 0 140,744 133,712 140,744 140,744 0 0 CHANGES FROM 07/24/12 (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 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 9 12 9 14 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,460 COMMITMENTS 2,251 0 0 25,670 28,023 27,921 28,023 539 437 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 544) 0 0 0 541 524 541 524 3 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 0.0 90.2 98.5 98.1 98.5 1.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 0 0 36 34 39 34 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,928 COMMITMENTS 660 0 0 5,956 6,554 6,616 6,554 312 374 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 34) 0 0 0 34 34 34 34 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.0 0.0 86.0 94.6 95.5 94.6 4.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 16 16 17 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,639 COMMITMENTS 267 1,575 77 9,020 7,429 9,364 9,081 275 558 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 215) 8 0 0 207 190 215 190 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 16.3 0.8 93.6 77.1 97.1 94.2 2.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 21 19 24 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,349 COMMITMENTS 945 0 0 9,179 9,784 10,124 9,784 225 565 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -7) 0 0 0 -7 -7 -7 -7 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.0 88.7 94.5 97.8 94.5 2.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 20 18 21 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,395,758 COMMITMENTS 328,048 153,651 386,457 614,941 793,315 1329446 1333423 66,312 62,335 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 6,719) -11,757 4,539 6,998 6,444 -5,047 1,685 6,490 5,034 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 11.0 27.7 44.1 56.8 95.2 95.5 4.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 102 96 146 96 93 279 269 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,107 COMMITMENTS 58,846 20,663 727 92,707 123,524 152,280 144,914 45,827 53,193 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,111) 626 93 -6 304 361 924 448 187 663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 10.4 0.4 46.8 62.4 76.9 73.1 23.1 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 6 4 18 19 26 27 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,323 COMMITMENTS 796 1,275 275 16,252 15,748 17,323 17,298 0 25 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 7.4 1.6 93.8 90.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 4 3 27 25 32 31 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,061 COMMITMENTS 4,991 9,466 6,389 73,360 66,240 84,740 82,095 2,321 4,966 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 762) 11 0 239 476 486 726 725 36 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 10.9 7.3 84.3 76.1 97.3 94.3 2.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 4 8 22 19 32 27 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,020 COMMITMENTS 1,629 1,798 5,156 28,833 28,663 35,618 35,617 2,402 2,403 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 736) 14 0 233 394 503 641 736 95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.7 13.6 75.8 75.4 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 3 14 14 18 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,029 COMMITMENTS 1,150 0 0 2,834 3,966 3,984 3,966 45 63 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -120) -200 0 0 80 -120 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 0.0 0.0 70.3 98.4 98.9 98.4 1.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 12 12 14 12 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,050 COMMITMENTS 2,797 6,258 7,394 12,243 8,775 22,434 22,427 3,616 3,623 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -775) -50 165 -802 -130 -205 -982 -842 207 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 24.0 28.4 47.0 33.7 86.1 86.1 13.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 7 8 10 10 20 22 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,698 COMMITMENTS 13,756 9,345 746 7,804 11,995 22,306 22,086 1,392 1,612 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -128) -121 -316 -174 106 628 -189 138 61 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.0 39.4 3.1 32.9 50.6 94.1 93.2 5.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 49 51 11 25 29 80 89 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 52,220 COMMITMENTS 35,886 17,605 793 9,893 30,335 46,572 48,733 5,648 3,487 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,177) -50 233 251 813 784 1,014 1,268 163 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.7 33.7 1.5 18.9 58.1 89.2 93.3 10.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 89 45 13 25 33 120 88 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 245,820 COMMITMENTS 83,139 19,237 31,913 109,577 182,820 224,629 233,970 21,191 11,850 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -21,623) -3,964 1,571 -72 -17,522 -22,903 -21,558 -21,404 -65 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 7.8 13.0 44.6 74.4 91.4 95.2 8.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 71 19 46 69 84 157 137 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,624 COMMITMENTS 3,722 0 1,097 8,140 11,485 12,959 12,582 4,665 5,042 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 960) 958 0 0 195 920 1,153 920 -193 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 0.0 6.2 46.2 65.2 73.5 71.4 26.5 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 0 2 11 18 17 20 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,645 COMMITMENTS 66 2,313 250 9,156 6,886 9,472 9,449 173 196 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,051) 0 0 0 1,051 1,051 1,051 1,051 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 24.0 2.6 94.9 71.4 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 3 1 29 32 30 36 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,273 COMMITMENTS 1,525 0 0 50,344 52,201 51,869 52,201 404 72 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 275) -250 -500 -12 556 790 294 278 -19 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.0 96.3 99.9 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 0 0 43 33 46 33 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,549 COMMITMENTS 452 0 0 33,917 34,549 34,369 34,549 180 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 760) 0 0 0 700 760 700 760 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.2 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 22 22 23 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,260 COMMITMENTS 450 7,240 150 14,480 7,870 15,080 15,260 180 0 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 575) 0 250 0 575 325 575 575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 47.4 1.0 94.9 51.6 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 4 1 27 22 29 27 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,262 COMMITMENTS 2,157 3,653 7,168 34,896 33,282 44,221 44,103 41 159 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 439) 128 496 -409 718 352 437 439 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 8.3 16.2 78.8 75.2 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 8 4 6 45 48 57 55 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,902 COMMITMENTS 278 6,524 21 10,288 4,336 10,587 10,881 315 21 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 164) 0 118 21 164 70 185 209 -21 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 59.8 0.2 94.4 39.8 97.1 99.8 2.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 21 16 24 18 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,980 COMMITMENTS 2,210 2,135 408 10,221 10,108 12,839 12,651 141 329 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 563) 417 180 -180 314 593 551 593 12 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 16.4 3.1 78.7 77.9 98.9 97.5 1.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 1 3 27 26 35 30 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,802 COMMITMENTS 12,129 2,170 227 15,504 25,857 27,860 28,254 942 548 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -521) 0 -475 0 -422 44 -422 -431 -99 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 7.5 0.8 53.8 89.8 96.7 98.1 3.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 4 2 26 32 33 38 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,979 COMMITMENTS 1,080 276 3,795 15,888 16,878 20,763 20,949 216 30 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 840) 540 0 60 240 780 840 840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.3 18.1 75.7 80.5 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 5 14 15 19 20 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,010 COMMITMENTS 2,587 431 274 22,183 22,788 25,044 23,493 1,966 3,517 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,913) -316 258 12 2,365 1,121 2,061 1,391 -148 522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 1.6 1.0 82.1 84.4 92.7 87.0 7.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 4 19 26 23 32
Updated August 3, 2012