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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,503
COMMITMENTS
     665      921    2,106   44,420   44,476   47,191   47,503      312        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        631)
       0      -56        0      628      687      628      631        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.9      4.4     93.5     93.6     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        3        2       42       45       45       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,067
COMMITMENTS
       0        0        0   16,852   16,902   16,852   16,902      215      165

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -40      -40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     99.0     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       30       25       30       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,014
COMMITMENTS
     230      762      650   13,998   13,495   14,878   14,907    1,136    1,107

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         70)
       0      100       51       50      -44      101      107      -31      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      4.8      4.1     87.4     84.3     92.9     93.1      7.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        2        5       43       46       48       52
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,679
COMMITMENTS
     420      108      603    6,952    7,402    7,975    8,113      704      566

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        178)
      25       -5       15      130      107      170      117        8       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      1.2      6.9     80.1     85.3     91.9     93.5      8.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        4        9       50       53       59       63
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,179
COMMITMENTS
      15        0      105    5,544    5,553    5,664    5,658      515      521

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0        0        0        0        0       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      1.7     89.7     89.9     91.7     91.6      8.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       22       22       23       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,246
COMMITMENTS
     115      280      906    6,831    6,851    7,852    8,037      394      209

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         56)
       0        0        0       56       56       56       56        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      3.4     11.0     82.8     83.1     95.2     97.5      4.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        2       32       29       35       32
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,610
COMMITMENTS
     135       45       10    3,197    2,967    3,342    3,022      268      588

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        119)
       0        0        0       98      165       98      165       21      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.2      0.3     88.6     82.2     92.6     83.7      7.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       23       23       25       24
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,209
COMMITMENTS
      50       75      152    2,530    2,546    2,732    2,773      477      436

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        209)
      10       20       65      159      249      234      334      -25     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.3      4.7     78.8     79.3     85.1     86.4     14.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        4       30       28       34       33
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,756
COMMITMENTS
       0        0        0    2,746    2,736    2,746    2,736       10       20

CHANGES FROM 12/24/12 (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     99.6     99.3     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       14       14       14
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,737
COMMITMENTS
       0        0        0   10,612   10,699   10,612   10,699      125       38

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      325      325      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     99.6     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       24       23       24       23
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,515
COMMITMENTS
       0      207      260    7,960    7,904    8,220    8,371      295      144

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         36)
       0        0        0       36       36       36       36        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      3.1     93.5     92.8     96.5     98.3      3.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       18       19       20       22
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,468
COMMITMENTS
       0    2,649      825   29,623   26,994   30,448   30,468       20        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        265)
       0        0        0      265      265      265      265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.7      2.7     97.2     88.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       30       28       31       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      262,750
COMMITMENTS
  53,945   25,045   42,790  128,355  171,057  225,090  238,892   37,660   23,858

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    -10,206)
   3,265     -845   -6,020   -7,311   -1,325  -10,066   -8,190     -140   -2,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      9.5     16.3     48.9     65.1     85.7     90.9     14.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      36       28       35       65       74      123      120
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,255
COMMITMENTS
       0    4,233        0    8,855    4,965    8,855    9,198    3,400    3,057

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        905)
       0      217        0      692      453      692      670      213      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     34.5      0.0     72.3     40.5     72.3     75.1     27.7     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        0       14       15       14       19
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,164,815
COMMITMENTS
 240,199  400,648  401,743  457,116  318,930  1099058  1121321   65,757   43,494

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        191)
 -11,228   -4,263   10,633    2,495   -4,100    1,900    2,270   -1,709   -2,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     34.4     34.5     39.2     27.4     94.4     96.3      5.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      96       93      121       74       60      247      209
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      131,954
COMMITMENTS
  46,074   48,769   24,812   58,399   55,989  129,285  129,570    2,669    2,384

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    -17,102)
     -41   -7,363   -1,336  -15,237   -8,315  -16,614  -17,014     -488      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     37.0     18.8     44.3     42.4     98.0     98.2      2.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      14        7       13       21       21       41       35
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,264,650
COMMITMENTS
 510,452   32,229  626,539  1085274  1581800  2222265  2240568   42,385   24,082

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:   -177,309)
 -64,543    9,704  -41,965  -72,025 -146,710 -178,533 -178,971    1,224    1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      1.4     27.7     47.9     69.8     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      34       10       37       81       75      126      115
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      838,183
COMMITMENTS
  35,493  139,703  188,241  605,246  503,287  828,980  831,231    9,203    6,952

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:   -132,499)
 -51,773  -88,357  -18,222  -68,172  -28,535 -138,167 -135,114    5,668    2,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     16.7     22.5     72.2     60.0     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      13       24       24       33       33       63       64
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,535
COMMITMENTS
   1,739      310      633    4,585    6,270    6,957    7,213      578      322

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -120)
      10       40      -50     -110     -105     -150     -115       30       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      4.1      8.4     60.8     83.2     92.3     95.7      7.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        1        5       12       14       18       19
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,415
COMMITMENTS
   9,865   10,978    7,757   13,573   12,430   31,195   31,165      220      250

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        -50)
     120      120     -135        0      -60      -15      -75      -35       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     34.9     24.7     43.2     39.6     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12       13       21       13       13       35       37
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,800
COMMITMENTS
   5,500    3,460    3,335    3,570    5,380   12,405   12,175      395      625

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        -45)
       0     -195      -45        0        0      -45     -240        0      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     27.0     26.1     27.9     42.0     96.9     95.1      3.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7       11       16        8       10       26       26
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,452
COMMITMENTS
   1,264      617      936   19,123   19,702   21,323   21,255      129      197

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -529)
     -48       -1        0     -281     -394     -329     -395     -200     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      2.9      4.4     89.1     91.8     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        4        5       30       38       38       46
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,924
COMMITMENTS
      60        0       33    2,136    2,333    2,229    2,366      695      558

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         82)
       2        0       -2      216      218      216      216     -134     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      1.1     73.1     79.8     76.2     80.9     23.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       20       22       22       23
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,788
COMMITMENTS
     166      536       90    2,225    1,891    2,481    2,517      307      271

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         80)
      25      -27       14       73       67      112       54      -32       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     19.2      3.2     79.8     67.8     89.0     90.3     11.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       29       29       32       32
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       55,451
COMMITMENTS
   3,320    1,907    1,824   48,981   50,586   54,125   54,317    1,326    1,134

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -7,681)
    -537    1,088   -1,706   -2,585   -2,828   -4,828   -3,446   -2,853   -4,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      3.4      3.3     88.3     91.2     97.6     98.0      2.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       25       28       30       31
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        6,140
COMMITMENTS
      84        0        0    5,655    5,549    5,739    5,549      401      591

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     92.1     90.4     93.5     90.4      6.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       15       17       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,890
COMMITMENTS
   1,250      294    1,576   10,000   11,504   12,826   13,374    1,064      516

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        136)
       0        0        0      126      136      126      136       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      2.1     11.3     72.0     82.8     92.3     96.3      7.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       21       19       24       22
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,622
COMMITMENTS
   1,758      480      774    8,602    9,657   11,134   10,911      488      711

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -574)
     -60       40      -40     -465     -829     -565     -829       -9      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      4.1      6.7     74.0     83.1     95.8     93.9      4.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       17       18       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       18,588
COMMITMENTS
     578    1,080      598   15,783   16,180   16,959   17,858    1,629      730

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      5.8      3.2     84.9     87.0     91.2     96.1      8.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        3       28       25       32       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        7,882
COMMITMENTS
     938        0      192    4,921    5,813    6,051    6,005    1,831    1,877

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      0.0      2.4     62.4     73.8     76.8     76.2     23.2     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       15       18       16
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,865
COMMITMENTS
     490    1,506    1,640    7,030    6,635    9,160    9,781    1,705    1,084

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         12)
       0        0        0       16       12       16       12       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     13.9     15.1     64.7     61.1     84.3     90.0     15.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       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 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,745
COMMITMENTS
       0    2,016      790    8,492    7,447    9,282   10,253    1,463      492

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         11)
       0        0        0       11       11       11       11        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.8      7.4     79.0     69.3     86.4     95.4     13.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       19       13       22       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,775
COMMITMENTS
       0        0        0   55,775   55,775   55,775   55,775        0        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        462)
       0        0        0      462      462      462      462        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:       33)
       0        0        0       28       19       28       19
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      856,918
COMMITMENTS
       0        0        0  856,918  856,918  856,918  856,918        0        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      5,096)
       0        0        0    5,096    5,096    5,096    5,096        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:       28)
       0        0        0       21       19       21       19
 
 
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A39
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      456,710
COMMITMENTS
  44,656  372,209        0  412,054   84,501  456,710  456,710        0        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      6,504)
   2,976        0        0    3,528    6,504    6,504    6,504        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     81.5      0.0     90.2     18.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       11       12       12       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,788
COMMITMENTS
     805        0        0   66,728   67,661   67,533   67,661      255      127

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         66)
       0        0        0       66       66       66       66        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     98.4     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        0       17       29       19       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      901,206
COMMITMENTS
     848        0        0  900,358  901,206  901,206  901,206        0        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       20       25       21       25
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,647
COMMITMENTS
   5,530      381    2,260   47,602   53,006   55,392   55,647      255        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        447)
       0      381        0      447       66      447      447        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.7      4.1     85.5     95.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       28       21       31       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,114,702
COMMITMENTS
  32,892   97,840    8,325  1073485  1008537  1114702  1114702        0        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -1,568)
       0        0        0   -1,568   -1,568   -1,568   -1,568        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      8.8      0.7     96.3     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        1       29       26       33       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,255
COMMITMENTS
       0    3,520        0   39,235   35,480   39,235   39,000       20      255

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         63)
       0       63        0       63        0       63       63        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.0      0.0     99.9     90.4     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        0       20       15       20       18
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,220
COMMITMENTS
     200    5,200        0   36,020   31,020   36,220   36,220        0        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        330)
       0        0        0      330      330      330      330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     14.4      0.0     99.4     85.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       16       22       17       23
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       23,957
COMMITMENTS
   5,425        0    3,305   15,227   20,652   23,957   23,957        0        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      0.0     13.8     63.6     86.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       12       16       14       18
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:        8,824
COMMITMENTS
     126        0        0    8,379    7,400    8,505    7,400      319    1,424

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     95.0     83.9     96.4     83.9      3.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       15       16       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       23,243
COMMITMENTS
      60    3,166        0   22,120   20,057   22,180   23,223    1,063       20

CHANGES FROM 12/24/12 (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     13.6      0.0     95.2     86.3     95.4     99.9      4.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        0       20       15       21       18
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,820
COMMITMENTS
       0       60        0   12,483   12,611   12,483   12,671      337      149

CHANGES FROM 12/24/12 (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      0.5      0.0     97.4     98.4     97.4     98.8      2.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       12       16       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      606,899
COMMITMENTS
       0   20,963   23,400  583,499  562,536  606,899  606,899        0        0

CHANGES FROM 12/24/12 (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      3.5      3.9     96.1     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       20       13       21       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      877,626
COMMITMENTS
   4,240  119,360        0  873,386  758,266  877,626  877,626        0        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      5,096)
       0        0        0    5,096    5,096    5,096    5,096        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     13.6      0.0     99.5     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       18       22       19       23
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      507,199
COMMITMENTS
  77,317    6,226   57,406  372,476  443,567  507,199  507,199        0        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,568)
       0        0        0    1,568    1,568    1,568    1,568        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      1.2     11.3     73.4     87.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       15       17       18       19
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      237,016
COMMITMENTS
       0    7,791        0  237,016  229,225  237,016  237,016        0        0

CHANGES FROM 12/24/12 (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      3.3      0.0    100.0     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       16       15       16       17
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,654
COMMITMENTS
   1,095        0       63   30,784   32,305   31,942   32,368      712      286

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         24)
       0        0        0        0       30        0       30       24       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      0.2     94.3     98.9     97.8     99.1      2.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        1       35       35       37       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,596
COMMITMENTS
   1,710        0        0    4,451    6,322    6,161    6,322      435      274

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -30        0      -30        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      0.0      0.0     67.5     95.8     93.4     95.8      6.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       13       17       15       17
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,517
COMMITMENTS
     122    1,010       41    6,089    5,064    6,252    6,115      265      402

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         60)
       0        0        0      105      117      105      117      -45      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     15.5      0.6     93.4     77.7     95.9     93.8      4.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        1       24       25       26       29
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,783
COMMITMENTS
     795        0        0    8,498    9,389    9,293    9,389      490      394

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.0      0.0     86.9     96.0     95.0     96.0      5.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       18       20       20       20
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,448
COMMITMENTS
     104        0        0    3,913    4,199    4,017    4,199      431      249

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         84)
       0        0        0       29       -7       29       -7       55       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      0.0     88.0     94.4     90.3     94.4      9.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       15       17       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,473,345
COMMITMENTS
 336,952  138,874  480,783  584,809  784,502  1402544  1404159   70,801   69,186

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -3,307)
  -7,928  -11,299   12,704   -8,377     -989   -3,601      416      294   -3,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      9.4     32.6     39.7     53.2     95.2     95.3      4.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
     112       78      136       85       96      269      255
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      177,062
COMMITMENTS
  60,285   15,058    3,551   67,609  109,771  131,445  128,380   45,617   48,682

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      2,329)
     513      865      -41    1,524      792    1,996    1,616      333      713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      8.5      2.0     38.2     62.0     74.2     72.5     25.8     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        6        5       17       20       25       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,490
COMMITMENTS
   6,955    2,553    5,881   52,380   52,384   65,216   60,818    2,274    6,672

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        128)
       9        0      100       20     -141      129      -41       -1      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      3.8      8.7     77.6     77.6     96.6     90.1      3.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        3        6       17       16       26       22
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,499
COMMITMENTS
   3,035    2,523   11,334   36,994   37,650   51,363   51,507    2,136    1,992

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -273)
       6        0      100     -579     -323     -473     -223      200      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      4.7     21.2     69.1     70.4     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        4       14       13       18       19
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,589
COMMITMENTS
       0    3,532      496   28,186   27,176   28,682   31,204   25,907   23,385

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         83)
       0        0        0   -1,528     -337   -1,528     -337    1,611      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      0.9     51.6     49.8     52.5     57.2     47.5     42.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        3       16       17       19       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,855
COMMITMENTS
   4,179    7,333    8,730   13,011   10,143   25,920   26,206    2,935    2,649

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        -98)
      11      195      -52        0        0      -41      143      -57     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     25.4     30.3     45.1     35.2     89.8     90.8     10.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        6        6       12       12       19       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       28,532
COMMITMENTS
  22,691    3,149      297    2,892   24,275   25,880   27,721    2,652      811

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      2,207)
   1,892     -350       82      151    2,462    2,125    2,194       82       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.5     11.0      1.0     10.1     85.1     90.7     97.2      9.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      85       26        9       17       36      109       69
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       59,593
COMMITMENTS
  43,479    7,423      445    8,857   49,479   52,781   57,347    6,812    2,246

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -2,873)
    -217    2,091     -657   -1,303   -4,502   -2,177   -3,068     -696      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0     12.5      0.7     14.9     83.0     88.6     96.2     11.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      96       31       13       29       29      131       67
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      281,699
COMMITMENTS
  99,492   29,180   38,656  118,209  203,607  256,357  271,443   25,342   10,256

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    -11,540)
   3,890    1,831   -2,697  -12,732   -7,041  -11,539   -7,907       -1   -3,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     10.4     13.7     42.0     72.3     91.0     96.4      9.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      75       21       46       68       82      165      137
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,160
COMMITMENTS
   3,877      937      259    7,181    8,048   11,317    9,244    1,843    3,916

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         20)
       3      -34       14        0        2       17      -18        3       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      7.1      2.0     54.6     61.2     86.0     70.2     14.0     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       16       17       19       21
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,428
COMMITMENTS
       0        0      200    8,071    8,094    8,271    8,294    1,157    1,134

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -50     -110      -50     -110      -10       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      2.1     85.6     85.9     87.7     88.0     12.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        1       19       16       20       17
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,431
COMMITMENTS
  11,396      400      216    8,438   18,308   20,050   18,924    1,381    2,507

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        612)
     845        0        0     -232      486      613      486       -1      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.2      1.9      1.0     39.4     85.4     93.6     88.3      6.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       12       17       15       19
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,545
COMMITMENTS
     685      465      135    7,695    7,945    8,515    8,545       30        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         50)
      50        0        0        0       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      5.4      1.6     90.1     93.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1       10       14       15       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,557
COMMITMENTS
     150    3,545      436    9,971    6,379   10,557   10,360        0      197

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        102)
       0      223      -32      134      -89      102      102        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     33.6      4.1     94.4     60.4    100.0     98.1      0.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        6        4       32       26       36       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,789
COMMITMENTS
   2,712      850        0   42,559   44,899   45,271   45,749      518       40

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,638)
       0       50        0    1,638    1,588    1,638    1,638        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      1.9      0.0     92.9     98.1     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8        3        0       44       35       52       38
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,209
COMMITMENTS
     650       50      300    8,103    8,859    9,053    9,209      156        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,076)
       0     -600      300      776    1,376    1,076    1,076        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.5      3.3     88.0     96.2     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       11       19       12
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,331
COMMITMENTS
     589      400        0   16,519   16,931   17,108   17,331      223        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,275)
      50        0        0    1,225    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      2.3      0.0     95.3     97.7     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        0       22       20       24       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,879
COMMITMENTS
   1,300    8,429      100   14,429    7,300   15,829   15,829       50       50

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      100      100      100      100       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     53.1      0.6     90.9     46.0     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        4        3       31       21       36       28
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,474
COMMITMENTS
   1,998    1,928        0    5,446    5,546    7,444    7,474       30        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     25.8      0.0     72.9     74.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        0       11       13       13       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,829
COMMITMENTS
   3,983    4,239   12,066   48,662   48,402   64,711   64,707      118      122

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         41)
     792      -51       36     -751      131       77      116      -36      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      6.5     18.6     75.1     74.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7        9        7       43       47       53       60
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,800
COMMITMENTS
     521        0       50    5,013    5,291    5,584    5,341      216      459

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.0      0.9     86.4     91.2     96.3     92.1      3.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       14       14       17       15
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,999
COMMITMENTS
   1,544        0      180    2,265    3,549    3,989    3,729       10      270

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6      0.0      4.5     56.6     88.7     99.7     93.2      0.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        2       16        8       20       10
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,411
COMMITMENTS
     232    5,075    1,260   17,787   12,620   19,279   18,955      132      456

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        791)
    -153        0      108      836      621      791      729        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     26.1      6.5     91.6     65.0     99.3     97.7      0.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        6        3       27       24       30       32
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,426
COMMITMENTS
   3,742    1,966      785   22,212   20,817   26,739   23,568      687    3,858

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        473)
     116       42        0      365      464      481      506       -8      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      7.2      2.9     81.0     75.9     97.5     85.9      2.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        1       23       25       27       28
```

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Updated January 4, 2013