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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      161,776
COMMITMENTS
  14,765    6,128      929  146,082  154,719  161,776  161,776        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:         72)
      -2      447        5       69     -380       72       72        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      3.8      0.6     90.3     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        4        4        9       10       16       16
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,276
COMMITMENTS
   2,776      975      101   29,208   31,101   32,085   32,177      191       99

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -7,782)
  -2,196       59       59   -5,300   -7,927   -7,437   -7,809     -345       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      3.0      0.3     90.5     96.4     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        6        1       32       42       33       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,717
COMMITMENTS
       0        0        0   11,616   11,633   11,616   11,633      101       84

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -3,008)
       0        0        0   -2,977   -3,002   -2,977   -3,002      -31       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     99.3     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       20       18       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,938
COMMITMENTS
     694      494       99    8,880    9,282    9,673    9,875    1,265    1,063

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -805)
    -101     -164     -125     -732     -528     -958     -817      153       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      4.5      0.9     81.2     84.9     88.4     90.3     11.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       30       28       33       33
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,791
COMMITMENTS
     176       95      129    4,921    4,980    5,226    5,204      565      587

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -2,840)
    -369     -137      -73   -2,286   -2,628   -2,728   -2,838     -112       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.6      2.2     85.0     86.0     90.2     89.9      9.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        3        3       36       41       41       45
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,373
COMMITMENTS
       0        0        0    1,844    1,921    1,844    1,921      529      452

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,125)
       0      -46       -3   -1,147   -1,108   -1,150   -1,157       25       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     77.7     81.0     77.7     81.0     22.3     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       20       19       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,204
COMMITMENTS
     151        0      165    3,423    3,636    3,739    3,801      465      403

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -892)
     -87      -25       73     -811     -943     -825     -895      -67        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      3.9     81.4     86.5     88.9     90.4     11.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        3       26       36       29       39
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,564
COMMITMENTS
       0        0        0    9,444    9,564    9,444    9,564      120        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -2,008)
       0        0        0   -1,998   -2,008   -1,998   -2,008      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7    100.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       13       20       13
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,939
COMMITMENTS
     120      276       25    9,068    9,366    9,213    9,667      726      272

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,953)
      30     -139      -79   -2,152   -1,760   -2,201   -1,978      248       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.8      0.3     91.2     94.2     92.7     97.3      7.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       18       19       22       21
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,592
COMMITMENTS
      95      373       40    2,401    2,107    2,536    2,520       56       72

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -456)
     -95     -207       40     -328     -218     -383     -385      -73      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     14.4      1.5     92.6     81.3     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       15       11       19       13
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,853
COMMITMENTS
       0    3,518        0   24,583   21,335   24,583   24,853      270        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -5,435)
       0   -1,353        0   -5,705   -4,082   -5,705   -5,435      270        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.2      0.0     98.9     85.8     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       30       19       30       20
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,498
COMMITMENTS
       0      309       23    3,616    3,881    3,639    4,213      859      285

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -642)
       0     -163       15     -490     -504     -475     -652     -167       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.9      0.5     80.4     86.3     80.9     93.7     19.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       15       18       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      280,621
COMMITMENTS
  40,579   66,484   29,286  178,802  156,655  248,667  252,425   31,954   28,196

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -2,773)
   2,664   -1,399   -2,468   -2,040    3,670   -1,844     -197     -929   -2,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     23.7     10.4     63.7     55.8     88.6     90.0     11.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      34       40       40       68       73      126      132
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,388,993
COMMITMENTS
 312,228  413,389  516,516  496,515  416,360  1325259  1346265   63,734   42,728

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -19,447)
  -1,180   15,794  -20,213    2,012  -12,639  -19,381  -17,058      -66   -2,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     29.8     37.2     35.7     30.0     95.4     96.9      4.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
     109       95      137       68       65      260      241
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      375,801
COMMITMENTS
 117,215   88,193   90,195  162,823  193,033  370,233  371,421    5,568    4,380

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -10,581)
  -5,501      168   -3,417   -1,342   -7,998  -10,260  -11,247     -321      666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     23.5     24.0     43.3     51.4     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      14       11       25       27       31       55       57
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,689,708
COMMITMENTS
 892,509   46,370  772,197  988,910  1851922  2653616  2670489   36,092   19,219

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:   -127,761)
 -46,411   -3,966  -42,128  -40,121  -78,448 -128,660 -124,542      899   -3,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      1.7     28.7     36.8     68.9     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      40       12       48       84       81      137      131
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      962,782
COMMITMENTS
  37,958  179,984  237,228  683,385  540,994  958,571  958,206    4,211    4,576

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:   -121,538)
 -19,288  -46,653  -43,747  -58,454  -31,444 -121,489 -121,844      -49      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     18.7     24.6     71.0     56.2     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      18       25       30       41       42       74       82
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,690
COMMITMENTS
   1,975      555      855    4,645    5,880    7,475    7,290      215      400

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        -85)
     -40       60       -5        0      -75      -45      -20      -40      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      7.2     11.1     60.4     76.5     97.2     94.8      2.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        4       12       15       18       19
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       12,986
COMMITMENTS
     588    1,180    1,590   10,586   10,104   12,764   12,874      222      112

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -819)
    -264      326     -375     -149     -798     -788     -847      -31       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      9.1     12.2     81.5     77.8     98.3     99.1      1.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       16       16       19       19
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       67,458
COMMITMENTS
  17,799   17,317   21,817   26,720   27,603   66,336   66,737    1,122      721

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:         56)
     160     -683     -308      250    1,302      102      311      -46     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     25.7     32.3     39.6     40.9     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      16       16       30       14       15       44       47
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       19,162
COMMITMENTS
   5,492    8,301    4,864    8,151    5,658   18,507   18,823      655      339

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -2,238)
    -320      315     -195   -1,683   -2,228   -2,198   -2,108      -40     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     43.3     25.4     42.5     29.5     96.6     98.2      3.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       16       23       10       10       35       35
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       29,667
COMMITMENTS
   3,255      608    1,324   24,644   27,519   29,223   29,451      444      216

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -3,925)
    -578     -449     -270   -3,119   -3,239   -3,967   -3,958       42       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      2.0      4.5     83.1     92.8     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      11        8        7       36       47       50       59
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,538
COMMITMENTS
     109       99       38    1,030      934    1,177    1,071      361      467

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -355)
     -94      -70       20     -256     -389     -330     -439      -25       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      6.4      2.5     67.0     60.7     76.5     69.6     23.5     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        2       18       19       21       24
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,882
COMMITMENTS
     155      211      115    1,147    1,286    1,417    1,612      465      270

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -489)
    -250     -196      -43     -220     -326     -513     -565       24       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     11.2      6.1     60.9     68.3     75.3     85.7     24.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        5        1       17       24       20       29
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       43,430
COMMITMENTS
   2,036    1,140    1,372   39,578   40,224   42,986   42,736      444      694

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,594)
      20     -122     -142   -1,314   -1,074   -1,436   -1,338     -158     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      2.6      3.2     91.1     92.6     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        3       25       30       31       33
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,402
COMMITMENTS
   1,656        0      728    6,122    8,128    8,506    8,856      896      546

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -637)
       4        0      -92     -593     -617     -681     -709       44       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      0.0      7.7     65.1     86.4     90.5     94.2      9.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       15       12       18       14
 
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE           Code-06465I
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        5,211
COMMITMENTS
       0      952        0    4,613    3,497    4,613    4,449      598      762

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -372)
       0      -84        0     -328     -270     -328     -354      -44      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.3      0.0     88.5     67.1     88.5     85.4     11.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       17       11       17       13
 
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE        Code-06465K
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        9,522
COMMITMENTS
   1,390      882      906    6,562    7,320    8,858    9,108      664      414

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -671)
      14       56     -130     -551     -565     -667     -639       -4      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      9.3      9.5     68.9     76.9     93.0     95.7      7.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       18       17       20       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       15,070
COMMITMENTS
     180      558    1,332   11,890   12,284   13,402   14,174    1,668      896

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -719)
     -30       34      -34     -514     -689     -578     -689     -141      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.7      8.8     78.9     81.5     88.9     94.1     11.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       22       22       25       24
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,110
COMMITMENTS
       0        0        0   33,110   33,110   33,110   33,110        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -3,573)
     -40        0        0   -3,533   -3,573   -3,573   -3,573        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:       29)
       0        0        0       19       15       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      640,210
COMMITMENTS
       0        0        0  640,210  640,210  640,210  640,210        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -38,063)
       0        0        0  -38,063  -38,063  -38,063  -38,063        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       14       19       14
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,151
COMMITMENTS
   2,058   13,299        0   18,965    7,468   21,023   20,767      128      384

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     62.9      0.0     89.7     35.3     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12        8       14        9
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,452
COMMITMENTS
       0        0        0   43,942   44,452   43,942   44,452      510        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -2,960)
       0        0        0   -2,960   -2,960   -2,960   -2,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       16       13       16
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      649,932
COMMITMENTS
       0        0        0  649,932  649,932  649,932  649,932        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -51,200)
       0        0        0  -51,200  -51,200  -51,200  -51,200        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:       24)
       0        0        0       17       14       17       14
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,901
COMMITMENTS
  13,330    1,345    1,275   47,041   59,153   61,646   61,773      255      128

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,025)
  -1,995     -100    1,275     -305   -2,328   -1,025   -1,153        0      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      2.2      2.1     76.0     95.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       22       18       24       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,420,196
COMMITMENTS
 191,246  359,310    5,781  1223169  1055105  1420196  1420196        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -58,400)
  21,800   -8,000        0  -80,200  -50,400  -58,400  -58,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     25.3      0.4     86.1     74.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       25       24       27       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,498
COMMITMENTS
       0    3,186        0   22,370   18,865   22,370   22,051      128      447

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -2,200)
       0     -100        0   -2,308   -2,060   -2,308   -2,160      108      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.2      0.0     99.4     83.9     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12       10       12       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,345
COMMITMENTS
     126    8,651        0   36,964   28,694   37,090   37,345      255        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,099)
       0     -200        0   -1,099     -899   -1,099   -1,099        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     23.2      0.0     99.0     76.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       15       14       16       15
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       41,359
COMMITMENTS
   5,052    6,772    4,324   31,983   30,263   41,359   41,359        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,733)
     615      360     -820   -1,528   -1,273   -1,733   -1,733        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     16.4     10.5     77.3     73.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        3       17       16       21       19
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,815
COMMITMENTS
       0    1,020      512   23,494   22,984   24,006   24,516      809      299

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -950)
       0       80      -80     -870     -950     -950     -950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      2.1     94.7     92.6     96.7     98.8      3.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       18       17       19       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,374
COMMITMENTS
       0    1,060        0   32,246   31,314   32,246   32,374      128        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -712)
       0       20        0     -692     -732     -692     -712      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.0     99.6     96.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       21       20       21       21
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      403,085
COMMITMENTS
  29,425        0   27,032  346,628  376,053  403,085  403,085        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -37,600)
     800        0   -2,000  -36,400  -35,600  -37,600  -37,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      6.7     86.0     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       16       15       18       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      901,625
COMMITMENTS
       0   63,753   23,320  878,305  814,552  901,625  901,625        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -40,816)
       0   -6,000        0  -40,816  -34,816  -40,816  -40,816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.1      2.6     97.4     90.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       17       21       18       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,069,714
COMMITMENTS
 317,263  383,670    5,130  747,321  680,914  1069714  1069714        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -29,965)
   4,288   19,024      392  -34,645  -49,381  -29,965  -29,965        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     35.9      0.5     69.9     63.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       17       15       22       17
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      282,582
COMMITMENTS
  46,916        0        0  235,666  282,582  282,582  282,582        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -12,000)
  -1,600        0        0  -10,400  -12,000  -12,000  -12,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      0.0      0.0     83.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       14       16       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      422,140
COMMITMENTS
       0   40,215        0  422,140  381,925  422,140  422,140        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -36,008)
       0   -8,400        0  -36,008  -27,608  -36,008  -36,008        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.5      0.0    100.0     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       16       19       16       21
 
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A85
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      248,770
COMMITMENTS
       0   11,361        0  248,770  237,409  248,770  248,770        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -22,448)
       0     -800        0  -22,448  -21,648  -22,448  -22,448        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      0.0    100.0     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14       10       14       12
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      383,944
COMMITMENTS
       0   13,840        0  383,944  370,104  383,944  383,944        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -18,776)
       0        0        0  -18,776  -18,776  -18,776  -18,776        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0    100.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       12       15       13
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,466
COMMITMENTS
   1,422      187      120   24,479   25,663   26,021   25,970      445      496

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        573)
       0      187        0      566      384      566      571        7        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.7      0.5     92.5     97.0     98.3     98.1      1.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        1        1       39       37       43       39
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,836
COMMITMENTS
     270      669        0   12,302   11,746   12,572   12,415      264      421

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        -68)
     -35     -142       -4       48      142        9       -4      -77      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      5.2      0.0     95.8     91.5     97.9     96.7      2.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        0       25       23       26       25
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,517
COMMITMENTS
     930      588      170    7,091    7,640    8,191    8,398      326      119

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -809)
     -80       75       50     -730     -888     -760     -763      -49      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      6.9      2.0     83.3     89.7     96.2     98.6      3.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       19       17       22       19
 
 
MT BELV NORM BUT LDH OPIS SWP - NEW YORK MERCANTILE EXCHANGE         Code-066A19
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,511
COMMITMENTS
     165      135        0    4,287    4,308    4,452    4,443       59       68

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      3.0      0.0     95.0     95.5     98.7     98.5      1.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0       15       10       17       12
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,769,805
COMMITMENTS
 405,049  115,454  592,465  679,935  971,725  1677449  1679644   92,356   90,161

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -39,566)
  17,292    2,171  -52,601   -6,684   10,520  -41,993  -39,910    2,427      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      6.5     33.5     38.4     54.9     94.8     94.9      5.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     120       79      136       88      107      275      273
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      160,197
COMMITMENTS
  54,978   12,522      872   56,121   97,501  111,971  110,895   48,226   49,302

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -4,511)
  -7,822     -929      -18   -4,774     -736  -12,614   -1,683    8,103   -2,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      7.8      0.5     35.0     60.9     69.9     69.2     30.1     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        3       14       16       20       21
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,559
COMMITMENTS
   5,796    1,808    1,501   46,923   47,676   54,220   50,985    2,339    5,574

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        110)
    -310        0     -185      605      135      110      -50        0      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      3.2      2.7     83.0     84.3     95.9     90.1      4.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        3        6       16       15       24       21
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,544
COMMITMENTS
  11,672   16,006   22,262   24,488   19,912   58,422   58,180    4,122    4,364

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      3,432)
     138      939    1,140    1,731      896    3,009    2,975      423      457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     25.6     35.6     39.2     31.8     93.4     93.0      6.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10       10       17       13       14       31       33
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       35,142
COMMITMENTS
  23,289    4,162    2,209    8,183   27,620   33,681   33,991    1,461    1,151

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        612)
    -418       -9      163    1,079      433      824      587     -212       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3     11.8      6.3     23.3     78.6     95.8     96.7      4.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      61       45       15       25       39       98       96
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       61,248
COMMITMENTS
  41,654   20,672    1,108   14,969   36,053   57,731   57,833    3,517    3,415

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -2,576)
     639    1,530      321     -661   -1,109      299      742   -2,875   -3,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     33.8      1.8     24.4     58.9     94.3     94.4      5.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      79       57       19       27       31      112      102
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      257,364
COMMITMENTS
  70,742   35,182   36,585  134,656  168,602  241,983  240,369   15,381   16,995

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -14,704)
   1,439    1,337   -1,344  -11,435  -13,491  -11,340  -13,498   -3,364   -1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     13.7     14.2     52.3     65.5     94.0     93.4      6.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      52       37       43       70       86      146      149
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       13,710
COMMITMENTS
   4,309    9,491    1,030    8,151    3,039   13,490   13,560      220      150

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,296)
    -637      -79     -304     -434   -1,063   -1,375   -1,446       79      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     69.2      7.5     59.5     22.2     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        4        7        4       14       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,082
COMMITMENTS
     606    1,274      410    5,030    4,132    6,046    5,816       36      266

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,554)
     212     -631      -31   -1,729     -864   -1,548   -1,526       -6      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     20.9      6.7     82.7     67.9     99.4     95.6      0.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        2       28       20       33       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       64,273
COMMITMENTS
     643    3,907        0   63,125   60,354   63,768   64,261      505       12

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -7,563)
     -73      895     -375   -7,125   -8,073   -7,573   -7,553       10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      6.1      0.0     98.2     93.9     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        5        0       38       34       41       39
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,490
COMMITMENTS
   2,731        0       60    4,609    7,385    7,400    7,445       90       45

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -2,086)
    -690      -50     -175   -1,215   -1,906   -2,080   -2,131       -6       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      0.0      0.8     61.5     98.6     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13       11       17       12
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,256
COMMITMENTS
   1,139        0        0   54,099   55,256   55,238   55,256       18        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -3,883)
    -554        0        0   -3,329   -3,883   -3,883   -3,883        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.0     97.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        0       32       19       35       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,439
COMMITMENTS
     725    4,294       75   10,639    6,770   11,439   11,139        0      300

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,465)
    -175     -575      -25   -1,265     -865   -1,465   -1,465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     37.5      0.7     93.0     59.2    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        2       25       16       29       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,575
COMMITMENTS
   1,502    5,326      927   29,719   26,033   32,148   32,286      427      289

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -4,274)
    -436     -517     -131   -3,863   -3,867   -4,430   -4,515      156      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     16.3      2.8     91.2     79.9     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        7        5       34       39       41       49
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,783
COMMITMENTS
     627      831    1,026   11,080   10,817   12,733   12,674       50      109

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -2,288)
    -698     -336      411   -2,006   -2,472   -2,293   -2,397        5      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      6.5      8.0     86.7     84.6     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        4        4       26       28       33       35
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,073
COMMITMENTS
   4,110      300      870    9,985   13,903   14,965   15,073      108        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,397)
     -15        0      -25   -1,339   -1,372   -1,379   -1,397      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      2.0      5.8     66.2     92.2     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        3       13       10       18       14
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,078
COMMITMENTS
   2,460    1,676      150   16,376   15,809   18,986   17,635    3,092    4,443

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -5,377)
    -207     -369      -32   -4,660   -5,029   -4,899   -5,430     -478       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      7.6      0.7     74.2     71.6     86.0     79.9     14.0     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       17       22       20       24
```

----

Updated July 8, 2013