COT Reports and Charts: Financial Futures, Futures Only

Financial

10 YEAR DELIVERABLE IR SWAP

10-YEAR U.S. TREASURY NOTES

2-YEAR U.S. TREASURY NOTES

3-MONTH EURODOLLARS

30-DAY FEDERAL FUNDS

5 YEAR DELIVERABLE IR SWAP

5-YEAR U.S. TREASURY NOTES

AUSTRALIAN DOLLAR

BLOOMBERG COMMODITY INDEX

BRITISH POUND STERLING

CANADIAN DOLLAR

DJIA Consolidated

DOW JONES INDUSTRIAL AVG- x $5

E-MINI RUSSELL 2000 INDEX

E-MINI S&P 400 STOCK INDEX

E-MINI S&P 500 STOCK INDEX

E-MINI S&P CONSU STAPLES INDEX

E-MINI S&P ENERGY INDEX

E-MINI S&P FINANCIAL INDEX

E-MINI S&P UTILITIES INDEX

EURO FX/BRITISH POUND XRATE

MSCI EAFE MINI INDEX

MSCI EMERGING MKTS MINI INDEX

NASDAQ-100 Consolidated

NASDAQ-100 STOCK INDEX (MINI)

NEW ZEALAND DOLLAR

NIKKEI STOCK AVERAGE

NIKKEI STOCK AVERAGE YEN DENOM

RUSSELL 2000 MINI INDEX FUTURE

S&P 500 ANNUAL DIVIDEND INDEX

S&P 500 Consolidated

S&P 500 STOCK INDEX

SOUTH AFRICAN RAND

U.S. DOLLAR INDEX

U.S. TREASURY BONDS

ULTRA 10-YEAR U.S. T-NOTES

ULTRA U.S. TREASURY BONDS

Agriculture

Petroleum and Products

GULF # 6 FUEL 3.0% SULFUR SWAP

EUR 3.5% FUEL OIL RTD CAL SWAP

SING 380 FUEL OIL SWAP

MINI EUR 3.5%FOIL RTD CAL SWAP

GULF NO6 FO 3% v EUR 3.5% RDAM

MINI SING 380 FUEL OIL SWAP

#2 HEATING OIL- NY HARBOR-ULSD

UP DOWN GC ULSD VS HO SPR

ETHANOL T2 FOB INCL DUTY SWAP

CHICAGO ETHANOL SWAP

Mini Eur Naphtha CIF NWE Swap

CRUDE OIL, LIGHT SWEET-WTI

CRUDE OIL, LIGHT SWEET

WTI CRUDE OIL CALENDAR SWAP

BRENT CRUDE OIL LAST DAY

GASOLINE BLENDSTOCK (RBOB)

SINGAPORE MOGUS 92 SWAP FUTURE

GULF JET NY HEAT OIL SPR SWAP

3.5% FUEL OIL RDAM CRACK SPR

NAPHTHA CRACK SPR SWAP

MINI JAPAN C&F NAPHTHA SWAP FU

EUROBOB OXY NWE CRK SPR

Natural Gas and Products

NATURAL GAS ICE HENRY HUB LD1

NATURAL GAS PENULTIMATE ICE

SOCAL BORDER FIN BASIS

PG&E CITYGATE FIN BASIS

NWP ROCKIES FIN BASIS

AECO FIN BASIS

CHICAGO FIN BASIS

HSC FIN BASIS

WAHA FIN BASIS

ALGONQUIN CITY-GATES FINANCIAL BASIS

CHICAGO CITYGATE (INDEX)

COLORADO INTERSTATE - MAINLINE (BASIS)

COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)

COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL

DOMINION - SOUTH POINT (BASIS)

EL PASO - PERMIAN BASIN (BASIS)

EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS

HENRY HUB - TAILGATE LOUISIANA (BASIS)

HENRY HUB - TAILGATE LOUISIANA (INDEX)

HOUSTON SHIP CHANNEL (INDEX)

MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS)

NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS)

NATURAL GAS PIPELINE-TEXOK (BASIS)

NORTHERN NATURAL GAS - VENTURA (BASIS)

NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)

PACIFIC GAS TRANSMISSION - MALIN (BASIS)

PANHANDLE EASTERN- POOL GAS (BASIS)

TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)

TRANSCO ZONE 6 BASIS

TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS)

TETCO M2 Basis (Receipts)

NATURAL GAS

HENRY HUB LAST DAY FIN

HENRY HUB PENULTIMATE FIN

HENRY HUB SWAP

HENRY HUB PENULTIMATE GAS SWAP

PROPANE NON-LDH MT BEL SWAP

MT BELVIEU LDH PROPANE (OPIS)

MT BELVIEU ETHANE OPIS

MT BELV NORM BUTANE OPIS

MT BELV NAT GASOLINE OPIS SWAP

CONWAY PROPANE (OPIS)

Electricity

COAL (API 2) CIF ARA SWAP FUT

PJM WH REAL TIME PEAK

MID-C DAY-AHEAD PEAK

MID-C DAY-AHEAD OFF-PEAK

PJM WESTERN HUB RT OFF

SP15 FIN DA PEAK FIXED

CAISO SP15 FIN DA OFF-PEAK

PJM AEP DAYTON RT OFF-PK

PJM AEP DAYTON RT PEAK FIXED

PJM AEP DAYTON HUB DA OFF-PK

PJM AEP DAYTON DA PEAK

MISO INDIANA OFF-PEAK

MISO IN. REAL-TIME OFF-PEAK

ERCOT NORTH 345KV RT PK FIX

MISO IN. DAY-AHEAD PEAK

MISO INDIANA HUB RT PEAK

PJM N. IL HUB DA OFF-PK

PJM N. IL HUB DA PEAK

ISO NE MASS HUB DA OFF-PK

ISO NE MASS HUB DA PEAK

CAISO NP-15 PEAK

PJM NI HUB RT OFF-PK

PJM N. IL HUB RT PEAK

NYISO ZONE J DA OFF-PK

NYISO ZONE A DA PEAK

NYISO ZONE A DA OFF-PK

NYISO ZONE G DA PEAK

NYISO ZONE G DA OFF-PK

PALO VERDE DA PEAK

PJM BGE ZONE DAY AHEAD, PEAK MONTHLY

PJM PECO ZONE DA PEAK

PJM PECO ZONE OFF-PEAK MONTHLY

PJM PEPCO DA PEAK

PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY

PJM PPL ZONE DA PEAK

PJM WESTERN HUB DA OFF-PK

PJM WESTERN HUB DA PEAK

PJM WESTERN HUB RT PEAK MINI

PJM PSEG DAY-AHEAD PEAK

PJM PSEG ZONE DAY-AHEAD OFF-PEAK

MISO.INDIANA.HUB_month_on_dap

MISO.INDIANA.HUB_month_off_dap

PJM.AEP-DAYTON HUB_month_on_dap

PJM.AEP-DAYTON HUB_month_off_dap

PJM.PECO_month_on_dap

PJM.PEPCO_month_on_dap

PJM.PSEG_month_on_dap

PJM.WESTERN HUB_month_on_dap

PJM.WESTERN HUB_month_off_dap

PJM.AEP-DAYTON HUB_month_on_rtp

PJM.AEP-DAYTON HUB_month_off_rtp

PJM.N ILLINOIS HUB_month_on_rtp

PJM.WESTERN HUB_month_on_rtp

PJM.WESTERN HUB_month_off_rtp

Metals and Other

GOLD

COPPER-GRADE #1

HOT ROLLED COIL STEEL

IRON ORE 62% FE-CFR CHINA TSI

RANDOM LENGTH LUMBER