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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,387
COMMITMENTS
   2,004    2,376    2,193   33,891   33,818   38,088   38,387      299        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,984)
    -265      465      188    2,061    1,331    1,984    1,984        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      6.2      5.7     88.3     88.1     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        5        3       31       41       34       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,615
COMMITMENTS
     650        0        4   18,823   19,474   19,477   19,478      138      137

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:       -685)
     315        0     -250     -750     -435     -685     -685        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.0     96.0     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       21       19       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,015
COMMITMENTS
     634      745      542    9,565    9,536   10,741   10,823    1,274    1,192

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        662)
     130       60       35      704      718      869      813     -207     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      6.2      4.5     79.6     79.4     89.4     90.1     10.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        4       33       36       37       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,614
COMMITMENTS
     598        0      275    6,192    6,691    7,065    6,966      549      648

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        505)
      32        0       17      422      417      471      434       34       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.0      3.6     81.3     87.9     92.8     91.5      7.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        0        5       43       44       48       49
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,918
COMMITMENTS
     100      851      138    3,079    2,575    3,317    3,564      601      354

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        223)
       0       22       25      207       92      232      139       -9       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     21.7      3.5     78.6     65.7     84.7     91.0     15.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        3       22       20       26       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,565
COMMITMENTS
      85      155       60    3,005    2,849    3,150    3,064      415      501

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        345)
      15       80       10      365      269      390      359      -45      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      4.3      1.7     84.3     79.9     88.4     85.9     11.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       25       24       28       27
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,568
COMMITMENTS
     186       29       96    3,599    4,165    3,881    4,290      687      278

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        362)
      -6       20      -10      195      324      179      334      183       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.6      2.1     78.8     91.2     85.0     93.9     15.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       28       30       30       32
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,340
COMMITMENTS
     145        0        5    9,050    9,335    9,200    9,340      140        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        605)
     145      -50     -145      605      800      605      605        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.1     96.9     99.9     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       17       23       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,580
COMMITMENTS
       0    1,384      620    7,611    6,498    8,231    8,502      349       78

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        222)
      -1       44        1      297      185      297      230      -75       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.1      7.2     88.7     75.7     95.9     99.1      4.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        5       18       17       23       22
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,718
COMMITMENTS
     360    4,855    1,337   28,002   23,526   29,699   29,718       19        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        559)
     276      120       75      274      364      625      559      -66        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     16.3      4.5     94.2     79.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       27       20       30       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      312,399
COMMITMENTS
  54,102   42,761   55,463  164,204  183,255  273,769  281,479   38,630   30,920

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     13,643)
  -5,340    1,043    2,573   16,619    7,121   13,852   10,737     -209    2,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     13.7     17.8     52.6     58.7     87.6     90.1     12.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      41       40       49       69       77      136      144
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,272,844
COMMITMENTS
 273,087  400,121  454,169  476,228  373,735  1203484  1228025   69,360   44,819

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     35,864)
  19,736   13,790    1,807   12,480   25,444   34,023   41,041    1,841   -5,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     31.4     35.7     37.4     29.4     94.6     96.5      5.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     109       99      155       77       73      283      259
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      238,963
COMMITMENTS
  73,838   65,766   49,484  111,550  118,662  234,872  233,912    4,091    5,051

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     26,483)
   8,152    2,350    5,706   12,878   18,670   26,736   26,726     -253     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     27.5     20.7     46.7     49.7     98.3     97.9      1.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18        8       20       22       24       50       45
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,536,002
COMMITMENTS
 669,119   46,290  787,977  1032096  1682010  2489192  2516277   46,810   19,725

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:    102,738)
  26,492  -33,078   29,036   48,426  108,236  103,954  104,194   -1,216   -1,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      1.8     31.1     40.7     66.3     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      37       16       45       75       72      130      120
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      929,862
COMMITMENTS
  16,726  198,397  196,855  706,169  529,256  919,750  924,508   10,112    5,354

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     47,133)
 -36,103   51,446   -6,207   89,201    2,845   46,891   48,084      242     -951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     21.3     21.2     75.9     56.9     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       22       27       38       35       70       65
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,975
COMMITMENTS
   2,255      390      390    5,125    6,840    7,770    7,620      205      355

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        410)
     350        0       60       45      315      455      375      -45       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      4.9      4.9     64.3     85.8     97.4     95.5      2.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        3       11       14       16       17
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       44,071
COMMITMENTS
  10,149   10,977   12,908   20,544   19,686   43,601   43,571      470      500

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      3,091)
     140     -211    1,749    1,272    1,583    3,161    3,121      -70      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     24.9     29.3     46.6     44.7     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       16       26       16       15       43       43
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,757
COMMITMENTS
   6,070    6,355    3,157    7,110    6,690   16,337   16,202      420      555

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,060)
    -415      135      575      925      410    1,085    1,120      -25      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     37.9     18.8     42.4     39.9     97.5     96.7      2.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5       17       20       12       10       33       31
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       29,253
COMMITMENTS
   2,337      910    2,229   24,384   25,986   28,950   29,125      303      128

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        956)
     374      133      466      130      405      970    1,004      -14      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      3.1      7.6     83.4     88.8     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      13        3        9       31       40       47       51
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,597
COMMITMENTS
      53        2       41    1,725    1,995    1,819    2,038      778      559

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:       -147)
      20      -10      -11     -153     -141     -144     -162       -3       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.1      1.6     66.4     76.8     70.0     78.5     30.0     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       17       18       19       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,689
COMMITMENTS
     182      154       71    1,033    1,207    1,286    1,432      403      257

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        147)
      56        0       10      166      184      232      194      -85      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      9.1      4.2     61.2     71.5     76.1     84.8     23.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        4       20       21       25       26
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,325
COMMITMENTS
      60       25       10    1,041    1,180    1,111    1,215      214      110

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        224)
      27        0        0      207      262      234      262      -10      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.9      0.8     78.6     89.1     83.8     91.7     16.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       17       20       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       51,873
COMMITMENTS
   2,720    1,794    1,550   46,578   47,224   50,848   50,568    1,025    1,305

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        -18)
  -3,194        0      -84    3,260       66      -18      -18        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      3.5      3.0     89.8     91.0     98.0     97.5      2.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       25       29       30       32
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,700
COMMITMENTS
   1,556        0    1,174    7,878    9,690   10,608   10,864    1,092      836

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        -30)
       0     -610     -240      240      770        0      -80      -30       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      0.0     10.0     67.3     82.8     90.7     92.9      9.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       16       13       19       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,442
COMMITMENTS
   1,252      400      964    8,538    9,534   10,754   10,898      688      544

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0     -562        0        0      730        0      168        0     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      3.5      8.4     74.6     83.3     94.0     95.2      6.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       17       19       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       16,230
COMMITMENTS
     348      440      790   13,273   14,021   14,411   15,251    1,819      979

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0   -1,812        0        0    1,812        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      2.7      4.9     81.8     86.4     88.8     94.0     11.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       23       23       26       25
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,677
COMMITMENTS
     170        0        0   44,507   44,677   44,677   44,677        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        201)
       0        0        0      201      221      201      221        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       17       21       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      762,006
COMMITMENTS
       0        0        0  762,006  762,006  762,006  762,006        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      2,576)
       0        0        0    2,576    2,576    2,576    2,576        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:       27)
       0        0        0       20       17       20       17
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,156
COMMITMENTS
   2,427   18,764        0   21,516    4,923   23,943   23,687      213      469

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     77.7      0.0     89.1     20.4     99.1     98.1      0.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       12        9       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,413
COMMITMENTS
     874        0        0   56,284   57,348   57,158   57,348      255       65

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
    -780        0        0      780        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     98.0     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       14       24       15       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      767,350
COMMITMENTS
       0        0        0  767,350  767,350  767,350  767,350        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
 -14,004        0        0   14,004        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       17       19       17       19
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,723
COMMITMENTS
   6,395    1,016      320   45,753   51,387   52,468   52,723      255        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      1.9      0.6     86.8     97.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       22       17       25       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,172,347
COMMITMENTS
  21,636  149,080    5,781  1144930  1017486  1172347  1172347        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0  -80,584  -18,656   18,656   99,240        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     12.7      0.5     97.7     86.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       22       22       25       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       30,515
COMMITMENTS
       0    3,290        0   30,302   27,012   30,302   30,302      213      213

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
  -1,065        0        0    1,065        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.8      0.0     99.3     88.5     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       14        8       14       11
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,184
COMMITMENTS
       0    5,955        0   32,184   26,229   32,184   32,184        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       44       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.5      0.0    100.0     81.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       15       14       15       15
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,152
COMMITMENTS
   2,830        0    3,450   13,872   16,702   20,152   20,152        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      0.0     17.1     68.8     82.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       10       15       12       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,947
COMMITMENTS
       0    1,107        0   24,734   23,840   24,734   24,947      213        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:       -977)
  -2,211        0        0    1,234     -977     -977     -977        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.0     99.1     95.6     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       14       17       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      483,619
COMMITMENTS
       0   10,147   21,168  462,451  452,304  483,619  483,619        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0  -14,040        0        0   14,040        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      4.4     95.6     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       15       10       16       12
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      917,236
COMMITMENTS
       0   96,120   23,320  893,916  797,796  917,236  917,236        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,840)
       0  -23,320        0    1,840   25,160    1,840    1,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.5      2.5     97.5     87.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       16       21       17       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      549,774
COMMITMENTS
 136,395  113,258   19,542  393,837  416,974  549,774  549,774        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     20.6      3.6     71.6     75.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       15       15       18       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      243,684
COMMITMENTS
       0   37,314        0  243,684  206,370  243,684  243,684        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:       -381)
  -7,872        0        0    7,491     -381     -381     -381        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.3      0.0    100.0     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       18       11       18       13
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,025
COMMITMENTS
     351        0        0   25,241   25,817   25,592   25,817      433      208

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        378)
       0        0        0      378      378      378      378        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     97.0     99.2     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       36       33       37       33
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,456
COMMITMENTS
     425      520       30   10,657   10,322   11,112   10,872      344      584

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        597)
     120      -15       15      432      603      567      603       30       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      4.5      0.3     93.0     90.1     97.0     94.9      3.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        1       20       14       22       17
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,578
COMMITMENTS
   1,392      361      249    7,552    8,566    9,193    9,176      385      402

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        228)
     120        0        0      108      243      228      243        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      3.8      2.6     78.8     89.4     96.0     95.8      4.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       21       18       25       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,720,024
COMMITMENTS
 376,467  148,272  660,803  600,968  826,255  1638238  1635330   81,786   84,694

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      9,498)
  -3,940    3,605   24,554   -9,259  -14,286   11,355   13,873   -1,857   -4,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      8.6     38.4     34.9     48.0     95.2     95.1      4.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     121       90      170       85       99      299      295
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,330
COMMITMENTS
  64,760   12,150      250   66,355  113,670  131,365  126,070   41,965   47,260

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,811)
     679       87       -6      786    4,720    1,459    4,801      352   -2,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      7.0      0.1     38.3     65.6     75.8     72.7     24.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        2       17       19       24       23
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       74,384
COMMITMENTS
   8,124    2,397   10,987   50,997   51,907   70,108   65,291    4,276    9,093

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        583)
     407        0     -392      -26     -307      -11     -699      594    1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      3.2     14.8     68.6     69.8     94.3     87.8      5.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        6       13       12       22       18
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,483
COMMITMENTS
   4,810    7,838    7,610   44,095   39,848   56,515   55,296    1,968    3,187

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,723)
    -101    1,500     -300    2,124      348    1,723    1,548        0      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     13.4     13.0     75.4     68.1     96.6     94.6      3.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        5        4       14       12       19       19
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,525
COMMITMENTS
   6,698   15,630   17,472   18,767    9,585   42,937   42,687    4,588    4,838

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        451)
   1,536    1,077   -1,094     -157     -522      285     -539      166      990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     32.9     36.8     39.5     20.2     90.3     89.8      9.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        8       14       13       14       29       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       38,141
COMMITMENTS
  29,669    2,498    1,380    3,998   33,294   35,047   37,172    3,094      969

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      3,662)
   2,210      -87      988       81    2,797    3,279    3,698      383      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.8      6.5      3.6     10.5     87.3     91.9     97.5      8.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
     106       28       14       17       37      133       75
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,079
COMMITMENTS
  43,580    5,467    1,784   11,419   55,331   56,783   62,582    8,296    2,497

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        390)
      51    1,096      580     -747   -1,395     -116      281      506      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0      8.4      2.7     17.5     85.0     87.3     96.2     12.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
     110       22       14       23       34      140       67
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      317,407
COMMITMENTS
 110,932   28,637   32,870  146,327  241,981  290,129  303,488   27,278   13,919

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        154)
  -7,458   -1,538   -1,444    8,693    1,973     -209   -1,009      363    1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      9.0     10.4     46.1     76.2     91.4     95.6      8.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      78       30       47       78       96      178      155
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,533
COMMITMENTS
   8,755        0      540    8,047   16,239   17,342   16,779    2,191    2,754

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     -4,613)
  -3,941        0      -75     -312   -4,329   -4,328   -4,404     -285     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8      0.0      2.8     41.2     83.1     88.8     85.9     11.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       10       18       12       19
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       11,994
COMMITMENTS
   4,603    5,145    2,162    5,059    4,687   11,824   11,994      170        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        825)
     347      510       53      425      262      825      825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     42.9     18.0     42.2     39.1     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        5        7        8       15       15
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,460
COMMITMENTS
   2,569      552      135    4,726    6,743    7,430    7,430       30       30

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -60      -60      -60      -60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4      7.4      1.8     63.4     90.4     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1        8       13       13       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,775
COMMITMENTS
     217    2,564       93    5,304    2,772    5,614    5,429      161      346

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        133)
       0      100        0      133       33      133      133        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     44.4      1.6     91.8     48.0     97.2     94.0      2.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        2       21       18       23       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,649
COMMITMENTS
   4,082    4,345      814   41,101   41,428   45,997   46,587      652       62

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      4,531)
     -75    1,996     -150    4,756    2,817    4,531    4,663        0     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      9.3      1.7     88.1     88.8     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        6        3       35       32       41       41
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,104
COMMITMENTS
   1,490    3,477      300   22,084   20,327   23,874   24,104      230        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      2,251)
       0    2,600     -191    2,307     -158    2,116    2,251      135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     14.4      1.2     91.6     84.3     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        1       24       20       29       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,484
COMMITMENTS
   2,025    6,279       25   11,434    7,180   13,484   13,484        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        280)
      25      -25        0      255      305      280      280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     46.6      0.2     84.8     53.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        2        1       32       16       41       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,300
COMMITMENTS
   1,120    1,403      195    4,925    4,702    6,240    6,300       60        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:         40)
     -46        0        0       86       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     22.3      3.1     78.2     74.6     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        2       10       12       15       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,078
COMMITMENTS
   2,231    6,862    5,944   35,751   31,179   43,926   43,985      152       93

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        209)
     116      -13     -497      526      719      145      209       64        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     15.6     13.5     81.1     70.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8        9       12       41       39       56       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,042
COMMITMENTS
     465      289        0    6,177    6,354    6,642    6,643      400      399

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:         31)
       0        0        0       31       31       31       31        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      4.1      0.0     87.7     90.2     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0       12       12       14       14
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,330
COMMITMENTS
   1,677      604      429   11,074   12,067   13,180   13,100      150      230

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        532)
      62     -756       31      468    1,257      561      532      -29        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      4.5      3.2     83.1     90.5     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        6        5       28       29       36       38
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,768
COMMITMENTS
   4,505      709    1,081   27,701   29,626   33,287   31,416    2,481    4,352

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        948)
    -296        0      275      673      611      652      886      296       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      2.0      3.0     77.4     82.8     93.1     87.8      6.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        2       19       24       24       27
```

----

Updated March 15, 2013