NYMEX/COMEX Exchange Open Interest Report - Monthly

Transcription

1 NYMEX/COMEX Exchange Report - Monthly Ag Products Futures COCOA TAS CJ % % COFFEE KT COTTON TT % % SUGAR 11 YO % 0 - CRUDE OIL PHY CL 2,471,981 2,129, % 2,657, % CRUDE OIL WS 572 3, % 2, % MINY WTI CRUDE OIL QM 3,431 3, % 4, % BRENT OIL LAST DAY BZ 210, , % 206, % HEATING OIL PHY HO 409, , % 469, % HTG OIL BH % % MINY HTG OIL QH % 0 - RBOB PHY RB 414, , % 452, % MINY RBOB GAS QU % NATURAL GAS HP 91, , % 109, % LTD NAT GAS HH 366, , % 382, % MINY NATURAL GAS QG 2,934 1, % 3, % PJM MONTHLY JM 1,250 3, % 1, % NATURAL GAS PHY NG 1,348,281 1,334, % 1,425, % RBOB GAS RT 3,922 1, % 3, % 3.5% FUEL OIL CID MED SWA 7D % % 3.5% FUEL OIL CIF BALMO S 8D % 0 - AEP-DAYTON HUB DAILY VD % % AEP-DAYTON HUB MTHLY VM % 0 - AEP-DAYTON HUB OFF-PEAK M VP % 0 - ALGON CITY GATES NAT GAS N7 0 2, % 0 - ALGONQUIN CITYGATES BASIS B4 31 2, % % ANR LOUISIANA BASIS SWAP ND % 0 - ANR OKLAHOMA NE 1,526 3, % 1, % APPALACHIAN COAL (PHY) QL ARGUS LLS VS. WTI (ARG) T E5 57,142 17, % 58, % ARGUS PROPAN FAR EST INDE 7E 4,175 1, % 4, % ARGUS PROPAN(SAUDI ARAMCO 9N 1, % 1, % AUSTRIALIAN COKE COAL ACT AUSTRIALIAN COKE COAL ALW % % BRENT BALMO SWAP J BRENT CALENDAR SWAP CY 11,801 16, % 13, % BRENT FINANCIAL FUTURES BB 7,322 3, % 3, % BRENT FINANCIAL FUTURES MBC BRENT FINANCIAL FUTURES MDB % BRENT OIL LAST DAY BZL % 0 0.0% BRENT OIL LAST DAY BZS % 0 0.0% CAISO SP15 EZGNHUB5 MW P 9X 0 7, % 0 - CAISO SP15 EZGNHUB5 PEAK 9Z CANADIAN LIGHT SWEET OIL CIL 63 8, % % CENTERPOINT BASIS SWAP PW 8,180 17, % 8, % CENTERPOINT EAST INDEX II CEU ENERGY DEB CEU ENERGY TTF % CEU ENERGY UKG

2 NYMEX/COMEX Exchange Report - Monthly CHICAGO ETHANOL SWAP CU 66,865 57, % 64, % CHICAGO ULSD (PLATTS) SWA 4C CHICAGO ULSD PL VS HO SPR 5C 803 1, % % CHICAGO UNL GAS PL VS RBO 3C % % CIG BASIS CI 20,525 44, % 21, % CIG ROCKIES NG INDEX SWA Z CINERGY HUB OFF-PEAK MONT EJ % % CINERGY HUB PEAK MONTH EM % % CIN HUB 5MW D AH O PK K2 124, , % 137, % CIN HUB 5MW D AH PK H5 7,509 18, % 7, % CIN HUB 5MW REAL TIME O P H4 425, , % 447, % CIN HUB 5MW REAL TIME PK H3 34,778 47, % 36, % COAL SWAP ACM % % COAL SWAP SSI % 0 - COLUMB GULF MAINLINE NG B 5Z 3,572 16, % 4, % COLUMBIA GULF MAIN NAT G L COLUMBIA GULF ONSHORE GL 0 14, % 0 - CONWAY NATURAL GASOLINE (OPIS) SWAP 8L 1, % % CONWAY NORMAL BUTANE (OPIS) SWAP 8M 913 1, % 1, % CONWAY PROPANE 5 DECIMALS SWAP 8K 17,658 15, % 17, % CRUDE OIL CHB CRUDE OIL LPS 13,110 19, % 13, % CRUDE OIL OUTRIGHTS CRUDE OIL OUTRIGHTS % % CRUDE OIL OUTRIGHTS CC % CRUDE OIL OUTRIGHTS CPD 1, , % CRUDE OIL OUTRIGHTS CSN CRUDE OIL OUTRIGHTS CSW 0 1, % % CRUDE OIL OUTRIGHTS DBL % 0 - CRUDE OIL OUTRIGHTS FE CRUDE OIL OUTRIGHTS GSW % % CRUDE OIL OUTRIGHTS HTT 102,100 20, % 101, % CRUDE OIL OUTRIGHTS LSW 1, , % CRUDE OIL OUTRIGHTS SSW % CRUDE OIL OUTRIGHTS UMD 1, , % CRUDE OIL OUTRIGHTS UNS 1, , % CRUDE OIL OUTRIGHTS WCC 1,440 11, % 1, % CRUDE OIL OUTRIGHTS WCW 22, , % CRUDE OIL PHY CLL % 0 0.0% CRUDE OIL SPRDS 38 1, , % CRUDE OIL SPRDS WTT 164,783 29, % 152, % CRUDE OIL TRADE AT MARKER SINGAPORE CLS % 0 0.0% DAILY PJM AOR 4,320 14, % 4, % DAILY PJM IDO 16,208 16, % 18, % DAILY PJM NOC 11,424 11, % 11, % DAILY PJM PAP 486 1, % % DAILY PJM PEO 10,059 17, % 9, % DAILY PJM PNO 64,968 84, % 58, % DAILY PJM PNP 2,943 4, % 2, % DAILY PJM PWO 26,345 92, % 24, % DAILY PJM PWP 1,485 5, % 1, % DAILY PJM WOR 39,744 22, % 39, % DAILY PJM ZAO 6,706 13, % 6, %

3 NYMEX/COMEX Exchange Report - Monthly DAILY PJM ZGO 34,928 13, % 33, % DAILY PJM ZJO 11,975 4, % 11, % DATED BRENT (PLATTS) DAILY SWAP 7G DATED TO FRONTLINE BRENT FY 8,395 9, % 8, % DEMARC INDEX FUTURE DI DEMARC SWING SWAP DT DIESEL 10P BRG FOB RDM VS 7X % DIESEL 10PPM BARGES FOB B U DLY GAS EURO-BOB OXY GBR DOMINION TRAN INC - APP I IH 2,672 2, % 2, % DOMINION TRANSMISSION INC PG 26,094 60, % 27, % DUBAI CRUDE OIL BALMO BI DUBAI CRUDE OIL CALENDAR DC 5,425 19, % 7, % DY EURO 3.5% FUEL OI RDA FOR % 0 - EASTERN RAIL DELIVERY CSX QX 210 2, % % EAST/WEST FUEL OIL SPREAD EW % % EIA FLAT TAX ONHWAY DIESE A5 2,184 4, % 2, % ELEC ERCOT DLY OFF PK R ELEC ERCOT DLY PEAK I % ELEC ERCOT DLY PEAK I % ELEC ERCOT DLY PEAK N ELEC ERCOT DLY PEAK R ELEC FINSETTLED 47 1,490 2, % 1, % ELEC FINSETTLED ELEC MISO PEAK 4L 3, ,525.6% 3, % ELEC MISO PEAK % 0 - ELEC NYISO OFF-PEAK 4M 64, , % ELEC NYISO OFF-PEAK , % 0 - ELECTRICITY ERCOT PEAK ERE ELECTRICITY OFF PEAK 46 27,280 49, % 28, % ELECTRICITY OFF PEAK 4P ELECTRICITY OFF PEAK ELEC WEST POWER OFF-PEAK MDA ELEC WEST POWER PEAK MDC 0 3, % 0 - EL PASO PERMIAN INDEX SWA IL ERCOT DAILY 5MW PEAK ERW ERCOT HOUSTON Z MCPE 5MW PEAK SWAP I1 2, , % ERCOT NORTH ZMCPE 5MW OFFPEAK I8 5, , % ERCOT NORTH ZMCPE 5MW OFFPEAK SWAP I6 110, , % ERCOT NORTH ZMCPE 5MW PEAK I5 7, ,620.9% 7, % ETHANOL T2 FOB ROTT INCL DUTY SWAP Z1 5,679 4, % 6, % EURO 1% FUEL OIL NEW BALM KX % 0 - EURO 3.5% FUEL OIL RDAM B KR % % EURO 3.5% FUEL OIL SPREAD FK 164 2, % % EURO-DENOMINATED PETRO PROD NCP % 0 - EURO GASOIL 10 CAL SWAP GT EURO GASOIL 10PPM VS ICE ET % % EUROPE 1% FUEL OIL NWE CA UF % % EUROPE 1% FUEL OIL RDAM C UH EUROPE 3.5% FUEL OIL MED UI 480 1, % % EUROPE 3.5% FUEL OIL RDAM UV 10,954 11, % 11, % EUROPEAN GASOIL (ICE) 7F 383 3, % % EUROPEAN NAPHTHA BALMO KZ % %

4 NYMEX/COMEX Exchange Report - Monthly EUROPEAN NAPTHA CRACK SPR EN 15,011 10, % 15, % EUROPE DATED BRENT SWAP UB ,053.8% % EUROPE JET KERO NWE CALSW UJ % EUROPE NAPHTHA CALSWAP UN 3,863 2, % 3, % EURO PROPANE CIF ARA SWA PS 2,019 1, % 1, % FL GAS ZONE 3 NAT GAS IND Q FLORIDA GAS ZONE3 BASIS S FP % 0 - FREIGHT MARKETS FLP 661 1, % % FREIGHT MARKETS FRC % FREIGHT MARKETS FRS FREIGHT MARKETS T2D % FREIGHT MARKETS TC % FUEL OIL CRACK VS ICE FO 13,144 18, % 13, % FUEL OIL NWE CRACK VS ICE FI % FUEL OIL (PLATS) CAR CM 1W % % FUEL OIL (PLATS) CAR CN 1X % FUELOIL SWAP:CARGOES VS.B FS 846 1, % % GAS EURO-BOB OXY NWE BARGES 7H 6,041 5, % 5, % GAS EURO-BOB OXY NWE BARGES CRK 7K 31,118 31, % 28, % GASOIL 0.1 BRGS FOB VS IC 6V GASOIL 0.1 CIF MED SWAP Z GASOIL 0.1CIF MED VS ICE Z % 0 - GASOIL 0.1 CIF NWE VS ISE TU GASOIL 0.1 CIF VS ICE GAS 8W % 0 - GASOIL 0.1 CRG CIF NW VS 4V GASOIL 0.1 RDAM BRGS VS I WQ % % GASOIL 0.1 ROTTERDAM BARG VL % % GASOIL 10P CRG CIF NW VS 3V GASOIL 10PPM CARGOES CIF TY GASOIL 10PPM VS ICE SWAP TP % % GASOIL BULLET SWAP BG GASOIL CALENDAR SWAP GX % 0 - GASOIL CRACK SPREAD CALEN GZ 27,447 21, % 24, % GASOIL MINI CALENDAR SWAP QA % % GASOLINE UP-DOWN BALMO SW 1K GROUP THREE ULSD (PLATTS) A % 0 - GRP THREE ULSD(PLT)VS HEA A6 11,595 5, % 12, % GRP THREE UNL GS (PLT) VS A8 4,151 4, % 4, % GULF COAST 3% FUEL OIL BA VZ 466 2, % 3, % GULF COAST GASOLINE CLNDR GS GULF COAST JET FUEL CLNDR GE 773 1, % % GULF COAST JET VS NYM 2 H ME 33,895 36, % 31, % GULF COAST NO.6 FUEL OIL MF 44,088 52, % 48, % GULF COAST NO.6 FUEL OIL MG 6,117 5, % 6, % GULF COAST ULSD CALENDAR LY 1,526 3, % 1, % GULF COAST ULSD CRACK SPR GY 1,045 2, % 1, % HEATING OIL BALMO CLNDR S 1G % HEATING OIL CRCK SPRD BAL 1H HEATING OIL PHY HOL % 0 0.0% HENRY HUB BASIS SWAP HB 2,936 43, % 7, % HENRY HUB FINANCIAL LAST NBP % HENRY HUB FINANCIAL LAST TTE % HENRY HUB INDEX SWAP FUTU IN 6,192 25, % 6, %

5 NYMEX/COMEX Exchange Report - Monthly HENRY HUB SWAP NN 1,119,645 1,286, % 1,154, % HENRY HUB SWING FUTURE SN HOUSTON SHIP CHANNEL BASI NH 17,235 23, % 17, % HOUSTON SHIP CHANNEL INDE IP HUSTN SHIP CHNL PIPE SWP XJ 0 2, % 0 - ICE BRENT DUBAI SWAP DB 50,283 16, % 53, % ICE GASOIL BALMO SWAP U IN DELIVERY MONTH EUA 6T 3,698 10, % 3, % INDIANA MISO FAD 17,080 17, % 15, % INDIANA MISO FTD 6,144 3, % 6, % INDIANA MISO FTM INDIANA MISO PDD 1,176 1, % 1, % INDIANA MISO PDM INDIANA MISO PTD % % INDIANA MISO PTM INDONESIAN COAL MCC % 0 - INDONESIAN COAL ICI4 ICI ISO NEW ENGLAND OFF-PEAK KI % 0 - ISO NEW ENGLAND PK LMP NI % 0 - JAPAN C&F NAPHTHA CRACK S JB 825 1, % 1, % JAPAN C&F NAPHTHA SWAP JA 2,521 1, % 2, % JAPAN NAPHTHA BALMO SWAP E % 0 - JET AV FUEL (P) CAR FM ICE GAS SWAP 1V % % JET BARGES VS ICE GASOIL JR JET CIF NWE VS ICE JC % % JET FUEL BRG FOB RDM VS I 9Q JET FUEL CRG CIF NEW VS I 6X JET FUEL UP-DOWN BALMO CL 1M 5,305 2, % 5, % LA CARB DIESEL (OPIS) LX % 0 - LA CARB DIESEL (OPIS) SWA KL % % LA CARBOB GASOLINE(OPIS)S JL 1, % 1, % LA JET FUEL VS NYM NO 2 H MQ % 0 - LA JET (OPIS) SWAP JS 2,875 2, % 2, % LLS (ARGUS) VS WTI SWAP WJ 22,149 28, % 23, % MARS (ARGUS) VS WTI SWAP YX 8,725 14, % 9, % MARS (ARGUS) VS WTI TRD M YV 35,195 30, % 33, % MARS BLEND CRUDE OIL MB 60 2, % % MCCLOSKY ARA ARGS COAL MTF 41,759 72, % 42, % MCCLOSKY RCH BAY COAL MFF 4,921 14, % 4, % MGF FUT MGF % MGN1 SWAP FUT MGN % % MICHCON NG INDEX SWAP Y MICHIGAN BASIS NF 4,623 11, % 4, % MICHIGAN MISO HMO 30, , % 32, % MICHIGAN MISO HMW 1,631 13, % 1, % MINI GAS EUROBOB OXY NWE ARGS BALMO MEB % % MINI RBOB V. EBOBARG NWE BRGS BALMO MXR % % MINI RBOB V. EBOB(ARGUS) NWE BRGS MXB 1,919 3, % 2, % MJC FUT MJC % % MNC FUT MNC 4,068 4, % 3, % MONT BELVIEU ETHANE 5 DECIMAL C0 49,619 94, % 56, % MONT BELVIEU ETHANE OPIS BALMO 8C % % MONT BELVIEU LDH PROPANE 5 DECIMAL B0 115, , % 114, %

6 NYMEX/COMEX Exchange Report - Monthly MONT BELVIEU LDH PROPANE OPIS BALMO 8O 2,150 3, % 5, % MONT BELVIEU NATURAL GASOLINE 5 DEC 7Q 19,475 13, % 19, % MONT BELVIEU NATURAL GASOLINE BALMO R % % MONT BELVIEU NORMAL BUTANE 5 DECIMAL D0 31,311 37, % 34, % MONT BELVIEU NORMAL BUTANE BALMO 8J % 1, % NAT GAS BASIS SWAP TZ6 5,127 12, % 5, % NATURAL GAS HBI NATURAL GAS XIC % NATURAL GAS FIXED PRICE SWAP FUTURES CFS NATURAL GAS FIXED PRICE SWAP FUTURES DSF 0 1, % 0 - NATURAL GAS FIXED PRICE SWAP FUTURES MFS NATURAL GAS FIXED PRICE SWAP FUTURES PFS NATURAL GAS FIXED PRICE SWAP FUTURES WFS NATURAL GAS FIXED PRICE SWAP FUTURES ZTS NATURAL GAS INDEX TZI 0 1, % 0 - NATURAL GAS PEN SWP NP 154, , % 175, % NEPOOL CNCTCT 5MW D AH O P3 0 4, % 0 - NEPOOL CONECTIC 5MW D AH P % 0 - NEPOOL INTR HUB 5MW D AH H2 504, , % 517, % NEPOOL INTR HUB 5MW D AH U6 34,280 43, % 35, % NEPOOL NE MASS 5MW D AH O P8 14, , % NEPOOL NE MASS 5MW D AH P P % NEPOOL NEW HAMP 5MW D AH U NEPOOL NEW HAMP 5MW D AH U NEPOOL RHD ISLD 5MW D AH U4 0 1, % 0 - NEPOOL RHODE IL 5MW D AH U5 0 26, % 0 - NEPOOL SE MASS 5MW D AH O P NEPOOL SE MASS 5MW D AH P P NEPOOL W CNT MASS 5MW D A L9 0 8, % 0 - NEPOOL W CNTR M 5MW D AH R % 0 - NEW ENGLAND HUB PEAK DAIL CE 1,991 1, % 1, % NEW YORK ETHANOL SWAP EZ 2, % 2, % NEW YORK HUB ZONE G PEAK GN 2,706 2, % 2, % NEW YORK HUB ZONE J PEAK JN % 1, % NGPL MID-CONTINENT NL 21,363 31, % 21, % NGPL MIDCONTINENT INDEX IW NGPL MIDCONTINENT SWING S PX NGPL TEX/OK PD 27,215 37, % 27, % NGPL TEXOK INDEX OI N ILLINOIS HUB DAILY UD % % N ILLINOIS HUB MTHLY UM % 0 - NO 2 UP-DOWN SPREAD CALEN UT 960 1, % % NORTHEN NATURAL GAS DEMAR PE 1,542 2, % 1, % NORTHEN NATURAL GAS VENTU PF 1,511 4, % 1, % NORTHERN ILLINOIS OFF-PEA UO NORTHWEST ROCKIES BASIS S NR 35,183 67, % 36, % N ROCKIES PIPE SWAP XR % % NY1% VS GC SPREAD SWAP VR 4,398 8, % 4, % NY 2.2% FUEL OIL (PLATTS Y % 0 - NY 3.0% FUEL OIL (PLATTS H , % % NY HARBOR 1% FUEL OIL BAL VK NY HARBOR HEAT OIL SWP MP 6,984 11, % 5, % NY HARBOR LOW SULPUR GAS 1000MBBL NLS 840 1, % %

7 NYMEX/COMEX Exchange Report - Monthly NY HARBOR RESIDUAL FUEL 1 MM 2,477 3, % 3, % NYH NO 2 CRACK SPREAD CAL HK 4,386 9, % 4, % NY H OIL PLATTS VS NYMEX YH NYISO A KA NYISO A OFF-PEAK KB NYISO CAPACITY LHV % % NYISO CAPACITY NNC 854 1, % % NYISO CAPACITY NRS 1,856 1, % 1, % NYISO G KG NYISO G OFF-PEAK KH NYISO J KJ 0 1, % 0 - NYISO J OFF-PEAK KK % 0 - NYISO ZONE A 5MW D AH O P K4 58, , % 64, % NYISO ZONE A 5MW D AH PK K3 6,498 11, % 6, % NYISO ZONE C 5MW D AH O P A NYISO ZONE C 5MW D AH PK Q NYISO ZONE G 5MW D AH O P D2 532, , % 502, % NYISO ZONE G 5MW D AH PK T3 20,838 24, % 22, % NYISO ZONE J 5MW D AH O P D4 243, , % 252, % NYISO ZONE J 5MW D AH PK D3 17,151 16, % 17, % NY JET FUEL (PLATTS) HEAT OIL SWAP 1U NYMEX ALUMINUM FUTURES AN % % NYMEX ULSD VS NYMEX HO UY NY ULSD (ARGUS) VS HEATING OIL 7Y 291 3, % % ONEOK OKLAHOMA NG BASIS 8X 612 1, % % ONTARIO POWER SWAPS OFD % 0 - ONTARIO POWER SWAPS OFM 0 39, % 0 - ONTARIO POWER SWAPS OPD % 0 - ONTARIO POWER SWAPS OPM 0 1, % 0 - PANHANDLE BASIS SWAP FUTU PH 12,151 36, % 12, % PANHANDLE INDEX SWAP FUTU IV PANHANDLE PIPE SWAP XH 2, , % PERMIAN BASIS SWAP PM 8,854 19, % 9, % PETROCHEMICALS % % PETROCHEMICALS % % PETROCHEMICALS % PETROCHEMICALS 8I 5,243 2, % 4, % PETROCHEMICALS 91 1, % 1, % PETROCHEMICALS HPE PETROCHEMICALS JKM % PETROCHEMICALS LPE PETROCHEMICALS MAC % 0 - PETROCHEMICALS MAE % PETROCHEMICALS MAS % % PETROCHEMICALS MBE 730 2, % % PETROCHEMICALS MNB 3,113 2, % 3, % PETROCHEMICALS MPS % PETRO CRCKS & SPRDS ASIA JNC PETRO CRCKS & SPRDS ASIA STI % 0 - PETRO CRCKS & SPRDS ASIA STR % 0 - PETRO CRCKS & SPRDS ASIA STS 1, ,295.0% 1, % PETRO CRCKS & SPRDS NA CRB 1, % 1, % PETRO CRCKS & SPRDS NA EXR 3,917 3, % 3, %

8 NYMEX/COMEX Exchange Report - Monthly PETRO CRCKS & SPRDS NA FOC 950 1, % % PETRO CRCKS & SPRDS NA GBB % 1, % PETRO CRCKS & SPRDS NA GCC % % PETRO CRCKS & SPRDS NA GCI 3,774 3, % 3, % PETRO CRCKS & SPRDS NA GCM PETRO CRCKS & SPRDS NA GCU 27,491 22, % 26, % PETRO CRCKS & SPRDS NA GFC % 0 - PETRO CRCKS & SPRDS NA HOB 8,409 12, % 8, % PETRO CRCKS & SPRDS NA KSD % 0 - PETRO CRCKS & SPRDS NA MFR PETRO CRCKS & SPRDS NA NFG PETRO CRCKS & SPRDS NA NYF % % PETRO CRCKS & SPRDS NA NYH % 0 - PETRO CRCKS & SPRDS NA RBB 16,042 15, % 18, % PETRO CRCKS & SPRDS NA RVG 22,417 22, % 17, % PETRO CRCKS & SPRDS NA SF % % PETRO CRK&SPRD EURO 1NB 4,226 3, % 2, % PETRO CRK&SPRD EURO 1ND % PETRO CRK&SPRD EURO % % PETRO CRK&SPRD EURO BFR PETRO CRK&SPRD EURO BOB 3,925 5, % 3, % PETRO CRK&SPRD EURO EGB PETRO CRK&SPRD EURO EGN PETRO CRK&SPRD EURO EOB % % PETRO CRK&SPRD EURO EPN 1, % 1, % PETRO CRK&SPRD EURO EVC 7,547 6, % 7, % PETRO CRK&SPRD EURO FBT PETRO CRK&SPRD EURO FVB PETRO CRK&SPRD EURO GCB % % PETRO CRK&SPRD EURO GOC % % PETRO CRK&SPRD EURO MGB % 0 - PETRO CRK&SPRD EURO MUD % % PETRO CRK&SPRD EURO NBB % % PETRO CRK&SPRD EURO NOB 2,308 1, % 2, % PETRO CRK&SPRD EURO SFB % 0 - PETROLEUM PRODUCTS D PETROLEUM PRODUCTS EWB PETROLEUM PRODUCTS EWG 12,418 7, % 9, % PETROLEUM PRODUCTS MBS % 0 - PETROLEUM PRODUCTS MGS PETROLEUM PRODUCTS MHE PETROLEUM PRODUCTS MME PETROLEUM PRODUCTS MPE % PETROLEUM PRODUCTS VU PETROLEUM PRODUCTS ASIA E6M % PETROLEUM PRODUCTS ASIA MJN 2,850 2, % 2, % PETROLEUM PRODUCTS ASIA MSB % 0 - PETRO OUTRIGHT EURO 0B % % PETRO OUTRIGHT EURO 0C PETRO OUTRIGHT EURO 0D 4,109 8, % 4, % PETRO OUTRIGHT EURO 0E % 0 - PETRO OUTRIGHT EURO 0F 818 1, % % PETRO OUTRIGHT EURO 1T %

9 NYMEX/COMEX Exchange Report - Monthly PETRO OUTRIGHT EURO % 0 - PETRO OUTRIGHT EURO 5L % % PETRO OUTRIGHT EURO % % PETRO OUTRIGHT EURO 6L % 0 - PETRO OUTRIGHT EURO 7I % % PETRO OUTRIGHT EURO 7R % % PETRO OUTRIGHT EURO % PETRO OUTRIGHT EURO CBB % % PETRO OUTRIGHT EURO CGB PETRO OUTRIGHT EURO CPB % % PETRO OUTRIGHT EURO EFF % 0 - PETRO OUTRIGHT EURO EFM % 0 - PETRO OUTRIGHT EURO ENS % % PETRO OUTRIGHT EURO ESB % 0 - PETRO OUTRIGHT EURO EWN 1, % 1, % PETRO OUTRIGHT EURO FBD % 0 - PETRO OUTRIGHT EURO MBB % % PETRO OUTRIGHT EURO MBN 2,723 2, % 2, % PETRO OUTRIGHT EURO SMU % PETRO OUTRIGHT EURO T % % PETRO OUTRIGHT EURO ULB PETRO OUTRIGHT EURO V % % PETRO OUTRIGHT EURO W PETRO OUTRIGHT EURO X PETRO OUTRIGHT NA FCB % % PETRO OUTRIGHT NA FOM PETRO OUTRIGHT NA GBA PETRO OUTRIGHT NA GUD PETRO OUTRIGHT NA JE % PETRO OUTRIGHT NA JET 1,520 5, % 1, % PETRO OUTRIGHT NA JTB % PETRO OUTRIGHT NA MBL % % PETRO OUTRIGHT NA MEN % % PETRO OUTRIGHT NA MEO 5,067 12, % 4, % PETRO OUTRIGHT NA MFD % PETRO OUTRIGHT NA MMF % % PETRO OUTRIGHT NA NYT % 0 - PETRO OUTRIGHT NA XER PJM AD HUB 5MW REAL TIME V3 291, , % 306, % PJM AD HUB 5MW REAL TIME Z9 19,428 36, % 20, % PJM AECO DA OFF-PEAK X1 0 13, % 0 - PJM AECO DA PEAK Y % 0 - PJM APS ZONE DA OFF-PEAK W PJM APS ZONE DA PEAK S PJM ATSI ELEC MOD 15,190 82, % 19, % PJM ATSI ELEC MPD 850 4, % 1, % PJM BGE DA OFF-PEAK R3 16,171 34, % 18, % PJM BGE DA PEAK E , % 1, % PJM COMED 5MW D AH O PK D9 21, , % 23, % PJM COMED 5MW D AH PK D8 1,165 6, % 1, % PJM DAILY JD 824 1, % % PJM DAYTON DA OFF-PEAK R7 108, , % 116, % PJM DAYTON DA PEAK D7 9,594 19, % 9, %

10 NYMEX/COMEX Exchange Report - Monthly PJM JCPL DA OFF-PEAK F2 0 15, % 0 - PJM JCPL DA PEAK J % 0 - PJM NI HUB 5MW REAL TIME B3 31,487 61, % 33, % PJM NI HUB 5MW REAL TIME B6 600,754 1,657, % 642, % PJM NILL DA OFF-PEAK L3 394,022 1,067, % 447, % PJM NILL DA PEAK N3 22,795 53, % 25, % PJM OFF-PEAK LMP SWAP FUT JP % % PJM PECO ZONE5MW PEAK CAL MO DAY AH 4N PJM PPL DA OFF-PEAK F PJM PPL DA PEAK L PJM PSEG DA OFF-PEAK W6 53, , % 61, % PJM PSEG DA PEAK L6 1,700 5, % 2, % PJM WES HUB PEAK LMP 50 M 4S PJM WESTH DA OFF-PEAK E4 370, , % 392, % PJM WESTHDA PEAK J4 20,115 54, % 21, % PJM WESTH RT OFF-PEAK N9 1,704,851 2,215, % 1,850, % PJM WESTH RT PEAK L1 135, , % 141, % PLASTICS PGP 1,009 1, % 1, % PREMIUM UNLD 10P FOB MED 3G % % PREMIUM UNLEAD 10PPM FOB 8G % % PREM UNL GAS 10PPM RDAM FOB BALMO 7N PREM UNL GAS 10PPM RDAM FOB SWAP 7L % 0 - PROPANE NON-LDH MB (OPIS) BALMO SWP 1S % % PROPANE NON-LDH MT. BEL (OPIS) SWP 1R 32,132 32, % 29, % RBOB CALENDAR SWAP RL 12,213 12, % 12, % RBOB CRACK SPREAD RM 5,230 3, % 5, % RBOB CRACK SPREAD BALMO S 1E RBOB GASOLINE BALMO CLNDR 1D % % RBOB PHY RBL % 0 0.0% RBOB (PLATTS) CAL SWAP RY RBOB SPREAD (PLATTS) SWAP RI % 0 - RBOB UP-DOWN CALENDAR SWA RV RBOB VS HEATING OIL SWAP RH 1,950 4, % 2, % ROCKIES KERN OPAL - NW IN IR SAN JUAN BASIS SWAP NJ 18,213 36, % 19, % SINGAPORE 180CST BALMO BS % % SINGAPORE 380CST BALMO BT % % SINGAPORE 380CST FUEL OIL SE 8,770 15, % 9, % SINGAPORE FUEL 180CST CAL UA 978 2, % % SINGAPORE FUEL OIL SPREAD SD 932 1, % % SINGAPORE GASOIL MTB % % SINGAPORE GASOIL MTS 8,382 9, % 8, % SINGAPORE GASOIL STL SINGAPORE GASOIL STZ 3, ,800.0% 3, % SINGAPORE GASOIL CALENDAR GDH % SINGAPORE GASOIL CALENDAR GDL % SINGAPORE GASOIL CALENDAR GHS % SINGAPORE GASOIL CALENDAR MGO % SINGAPORE GASOIL CALENDAR MSG 3, ,320.5% 3, % SINGAPORE GASOIL CALENDAR SGG % SINGAPORE GASOIL SWAP SG 10,131 19, % 9, % SINGAPORE GASOIL VS ICE GA 36,510 28, % 27, % SINGAPORE JET KERO BALMO BX % 0 -

11 NYMEX/COMEX Exchange Report - Monthly SINGAPORE JET KERO GASOIL RK 9,930 6, % 7, % SINGAPORE JET KEROSENE SW KS 2,505 4, % 1, % SINGAPORE JET KERO VS. GASOIL BALMO Z % SINGAPORE MOGAS 92 UNLEADED BALMO 1P % % SINGAPORE MOGAS 92 UNLEADED SWP 1N 17,923 20, % 17, % SINGAPORE NAPHTHA BALMO KU SINGAPORE NAPHTHA SWAP SP SING FUEL MSD SOCAL PIPE SWAP XN % 0 - SONAT BASIS SWAP FUTURE SZ % 0 - SOUTHERN NAT LA NAT GAS M SOUTH STAR TEX OKLHM KNS 8Z % % Sumas Basis Swap NK 4,850 7, % 5, % SUMAS NAT GAS PLATTS FIXED PRICE DVS % 0 - TC2 ROTTERDAM TO USAC 37K TM % TC5 RAS TANURA TO YOKOHAM TH % TCO BASIS SWAP TC 9,014 23, % 10, % TCO NG INDEX SWAP Q TD3 MEG TO JAPAN 250K MT TL 1, % TENN 800 LEG NAT GAS INDE L TENNESSEE 500 LEG BASIS S NM % 0 - TENNESSEE 800 LEG NG BASI 6Z % 0 - TENNESSEE ZONE 0 BASIS SW NQ 124 1, % % TETCO M-3 INDEX IX 0 5, % 0 - Tetco STX Basis TX 612 1, % % TEXAS EASTERN ZONE M-3 BA NX 5,456 21, % 5, % TEXAS GAS ZONE1 NG BASIS 9F 4,808 12, % 5, % Transco Zone 3 Basis CZ 2,816 6, % 3, % TRANSCO ZONE 3 NG INDEX S Y TRANSCO ZONE4 BASIS SWAP TR 7,586 24, % 8, % TRANSCO ZONE 4 NAT GAS IN B TRANSCO ZONE 6 BASIS SWAP NZ 2,321 8, % 2, % TRANSCO ZONE 6 INDEX IT 0 2, % 0 - UCM FUT UCM % % ULSD 10PPM CIF MED BALMO X ULSD 10PPM CIF MED SWAP Z ULSD 10PPM CIF MED VS ICE Z % % ULSD 10PPM CIF NW BALMO S B ULSD 10PPM CIF VS ICE GAS 7V ULSD UP-DOWN BALMO SWP 1L 3,995 2, % 5, % UP DOWN GC ULSD VS NMX HO LT 34,957 48, % 38, % USGC UNL 87 CRACK SPREAD RU WAHA BASIS NW 5,712 11, % 6, % WAHA INDEX SWAP FUTURE IY % 0 - WESTERN RAIL DELIVERY PRB QP 180 1, % % WTI-BRENT BULLET SWAP BY % % WTI-BRENT CALENDAR SWAP BK 141,188 44, % 134, % WTI CALENDAR CS 167, , % 168, % WTS (ARGUS) VS WTI SWAP FF 69,615 46, % 65, % WTS (ARGUS) VS WTI TRD MT FH 3,657 2, % 4, % Energy Options 12 MO GASOIL CAL SWAP SPR GXZ

12 NYMEX/COMEX Exchange Report - Monthly Energy Options 1 MO GASOIL CAL SWAP SPR GXA BRENT 1 MONTH CAL AA 3, BRENT CALENDAR SWAP BA 3,306 16, % 3, % BRENT CRUDE OIL 12 M CSO 9Y 0 0-2, % BRENT OIL LAST DAY BE 9,581 3, % 9, % BRENT OIL LAST DAY BZO 163,962 50, % 128, % BRENT OIL LAST DAY OS 1,144 20, % 1, % COAL API2 INDEX CLA 1,435 3, % % COAL API2 INDEX CQA 500 2, % % COAL API2 INDEX MTC % 0 - COAL API4 INDEX RLA % COAL API4 INDEX RQA % % COAL SWAP CPF % % COAL SWAP RPF % % CRUDE OIL 1MO WA 334, , % 387, % CRUDE OIL APO AO 452, , % 461, % CRUDE OIL OUTRIGHTS AH % % CRUDE OIL OUTRIGHTS DBP CRUDE OIL OUTRIGHTS WCI 6, , % CRUDE OIL PHY CD % CRUDE OIL PHY LC 54,328 76, % 52, % CRUDE OIL PHY LO 2,840,171 2,510, % 2,947, % CRUDE OIL PHY LO1 3,397 6, % 5, % CRUDE OIL PHY LO , % % CRUDE OIL PHY LO % % CRUDE OIL PHY LO % CRUDE OIL PHY LO ELEC FINSETTLED PML ELEC MISO PEAK 9T ETHANOL CE % 0 - ETHANOL CE % 0 - ETHANOL SWAP CVR 14,224 12, % 13, % ETHANOL SWAP GVR 2,458 2, % 1, % EURO-DENOMINATED PETRO PROD NWE EUROPEAN JET KEROSENE NWE (PLATTS) AVG PRC GASOLINE GCE HEATING OIL CRACK OPTIONS CH HEATING OIL CRK SPD AVG PRICE OPTIONS 3W HEATING OIL PHY LB 24 1, % % HEATING OIL PHY OH 45,391 46, % 59, % HENRY HUB FINANCIAL LAST E7 6,213 11, % 5, % HO 1 MONTH CLNDR OPTIONS FA HUSTN SHIP CHNL PIPE SWP PK LLS CRUDE OIL WJO 1,900 9, % 1, % LLS CRUDE OIL YVO 1, , % MCCLOSKY ARA ARGS COAL MTO % % MCCLOSKY RCH BAY COAL MFO % NATURAL GAS G NATURAL GAS 1 M CSO FIN G4 0 20, % 133, % NATURAL GAS 2 M CSO FIN G % 0 - NATURAL GAS 3 M CSO FIN G3 29,200 4, % 32, % NATURAL GAS 5 M CSO FIN G5 0 1, % 0 - NATURAL GAS 6 M CSO FIN G6 24,950 12, % 23, %

13 NYMEX/COMEX Exchange Report - Monthly Energy Options NATURAL GAS OPTION ON CALENDAR STRP 6J 5,482 2, % 3, % NATURAL GAS PHY KD % 0 0.0% NATURAL GAS PHY LN 1,567,291 2,403, % 2,086, % NATURAL GAS PHY ON 65,268 76, % 154, % NATURAL GAS PHY ON NG HH 3 MONTH CAL IC N ROCKIES PIPE SWAP ZR 1,624 3, % 3, % NY HARBOR HEAT OIL SWP AT 17,499 31, % 14, % NYISO ZONE G 5MW PEAK OPTIONS 9U 0 14, % 0 - NYMEX EUROPEAN GASOIL APO F % 0 - NYMEX EUROPEAN GASOIL OPT F PANHANDLE PIPE SWAP PU 5, , % PETROCHEMICALS 4H 2,483 3, % 3, % PETROCHEMICALS 4J 1,560 6, % % PETROCHEMICALS 4K % % PETROCHEMICALS CPR % PETRO OUTRIGHT EURO 8H % 0 - PETRO OUTRIGHT NA DAP % PJM MONTHLY JO PJM WES HUB PEAK CAL MTH 6OA 1,570 2, % 1, % PJM WES HUB PEAK CAL MTH JOA PJM WES HUB PEAK LMP 50MW PMA 10,113 14, % 10, % RBOB 1MO CAL SPD OPTIONS ZA RBOB CALENDAR SWAP RA 375 1, % % RBOB PHY OB 8,833 17, % 13, % RBOB PHY RF % % ROTTERDAM 3.5%FUEL OIL CL Q % 0 - SAN JUAN PIPE SWAP PJ 880 3, % 2, % SHORT TERM U SHORT TERM U SHORT TERM U SHORT TERM U SHORT TERM U SHORT TERM U SHORT TERM U SHORT TERM U SHORT TERM U SHORT TERM U SHORT TERM NATURAL GAS U % % SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U

14 NYMEX/COMEX Exchange Report - Monthly Energy Options SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U % 0 - SHORT TERM NATURAL GAS U % 0 - SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U SHORT TERM NATURAL GAS U % SINGAPORE GASOIL CALENDAR M % 0 - SINGAPORE JET FUEL CALEND N % 0 - SOCAL PIPE SWAP ZN 0 1, % 0 - WTI-BRENT BULLET SWAP BV 320, , % 286, % WTI CRUDE OIL 1 M CSO FI 7A 176, , % 223, % Metals Futures COMEX GOLD GC 529, , % 553, % NYMEX HOT ROLLED STEEL HR 13,148 12, % 13, % NYMEX PLATINUM PL 85,074 71, % 92, % PALLADIUM PA 28,259 27, % 35, % URANIUM UX 2,964 5, % 4, % COMEX SILVER SI 192, , % 198, % COMEX E-Mini GOLD QO 721 1, % % COMEX E-Mini SILVER QI % % COMEX COPPER HG 269, , % 286, % COMEX MINY COPPER QC % % ALUMINUM A % 0 - ALUMINUM AEP 13,847 15, % 14, % ALUMINUM ALA 1, ,820.0% 2, % ALUMINUM ALI 0 1, % 0 - ALUMINUM AUP 33,550 37, % 28, % ALUMINUM CUP % ALUMINUM EDP 10,955 6, % 9, % ALUMINUM MJP 8,662 5, % 8, % COPPER HGS 12,786 1, % 11, % E-MICRO GOLD MGC 8,177 5, % 8, % FERROUS PRODUCTS BUS 5, ,269.2% 1, % GOLD GPS Gold Kilo GCK % 0 - IRON ORE 62 CHINA PLATTS FUTURES PIO 1,540 1, % 1, % IRON ORE 62 CHINA TSI FUTURES TIO 10,504 16, % 10, % LNDN ZINC ZNC % % METALS LED SILVER SIL 1, % 1, % Metals Options COMEX COPPER HX 11,587 1, % 14, % COMEX GOLD OG 973, , % 948, % COMEX SILVER SO 140,872 97, % 151, % GOLD OG1 4,408 1, % 5, % GOLD OG2 1, % 3, % GOLD OG , % 1, % GOLD OG % % GOLD OG HOT ROLLED COIL STEEL CALL OPTION HRO 1, , %

15 NYMEX/COMEX Exchange Report - Monthly Metals Options IRON ORE 62 CHINA TSI CALL OPTION ICT 3,837 12, % 4, % IRON ORE 62 CHINA TSI PUT OPTION ICT 1,780 4, % 1, % NYMEX PLATINUM PO 4,454 7, % 5, % PALLADIUM PAO 1,759 3, % 4, % SILVER SO % % SILVER SO % % SILVER SO % SILVER SO SILVER SO TOTAL FUTURES GROUP Ag Products Futures % % 15,130,902 19,574, % 15,957, % Metals Futures 1,231,062 1,129, % 1,284, % TOTAL FUTURES 16,361,964 20,704, % 17,241, % TOTAL OPTIONS GROUP Energy Options 6,188,782 6,921, % 7,093, % Metals Options 1,144,682 1,122, % 1,142, % TOTAL OPTIONS 7,333,464 8,044, % 8,236, % TOTAL COMBINED Ag Products % % Energy 21,319,684 26,496, % 23,051, % Metals 2,375,744 2,252, % 2,427, % GRAND TOTAL 23,695,428 28,749, % 25,478, %