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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,771
COMMITMENTS
   1,880      888      970   37,627   38,903   40,477   40,761      294       10

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -6,732)
   1,215      -33   -1,136   -6,793   -5,573   -6,714   -6,742      -18       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      2.2      2.4     92.3     95.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        1       36       45       38       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,293
COMMITMENTS
       0        0        0   14,072   14,119   14,072   14,119      221      174

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,774)
       0        0        0   -2,780   -2,783   -2,780   -2,783        6        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.5     98.8     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       23       21       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,093
COMMITMENTS
      51      514      598   11,062   10,616   11,711   11,728    1,382    1,365

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,921)
    -179     -248      -52   -2,936   -2,879   -3,167   -3,179      246      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      3.9      4.6     84.5     81.1     89.4     89.6     10.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        4       34       37       38       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,547
COMMITMENTS
     570      164      234    5,152    5,610    5,956    6,008      591      539

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,132)
     150       56     -369   -1,800   -1,792   -2,019   -2,105     -113      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      2.5      3.6     78.7     85.7     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        3        4       42       48       46       54
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,314
COMMITMENTS
      60      569      522    5,115    4,926    5,697    6,017      617      297

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,932)
     -55      289     -384   -1,716   -1,925   -2,155   -2,020      223       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      9.0      8.3     81.0     78.0     90.2     95.3      9.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       24       23       26       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,049
COMMITMENTS
      85       15       10    2,749    2,468    2,844    2,493      205      556

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -561)
     -50      -30        0     -448     -499     -498     -529      -63      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.5      0.3     90.2     80.9     93.3     81.8      6.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       23       23       25       24
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,873
COMMITMENTS
     114       27      139    2,230    2,370    2,483    2,536      390      337

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -336)
      64      -48      -13     -300     -176     -249     -237      -87      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.9      4.8     77.6     82.5     86.4     88.3     13.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        4       23       23       27       27
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,867
COMMITMENTS
       0        0        0    7,747    7,847    7,747    7,847      120       20

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,870)
       0        0        0   -2,865   -2,852   -2,865   -2,852       -5      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.5     99.7     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       17       24       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,692
COMMITMENTS
       0    3,316      332   31,360   28,044   31,692   31,692        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      1,224)
       0      667     -493    1,737    1,050    1,244    1,224      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.5      1.0     99.0     88.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       28       23       29       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      288,395
COMMITMENTS
  57,596   25,610   44,648  145,185  194,976  247,429  265,234   40,966   23,161

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     25,645)
   3,651      565    1,858   16,830   23,919   22,339   26,342    3,306     -697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      8.9     15.5     50.3     67.6     85.8     92.0     14.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      43       28       37       66       78      134      125
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,175,043
COMMITMENTS
 250,723  403,704  399,609  461,718  325,221  1112050  1128534   62,993   46,509

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     10,228)
  10,524    3,056   -2,134    4,602    6,291   12,992    7,213   -2,764    3,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     34.4     34.0     39.3     27.7     94.6     96.0      5.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      98      106      127       76       62      253      231
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      135,397
COMMITMENTS
  46,174   48,039   26,516   59,839   58,371  132,529  132,926    2,868    2,471

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      3,443)
     100     -730    1,704    1,440    2,382    3,244    3,356      199       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     35.5     19.6     44.2     43.1     97.9     98.2      2.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        8       13       21       22       41       36
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,311,690
COMMITMENTS
 528,478   37,058  649,411  1090899  1601817  2268788  2288286   42,902   23,404

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     47,040)
  18,026    4,829   22,872    5,625   20,017   46,523   47,718      517     -678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      1.6     28.1     47.2     69.3     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      33       12       38       81       75      127      116
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      874,372
COMMITMENTS
  49,470  161,819  189,023  626,852  517,060  865,345  867,902    9,027    6,470

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     36,189)
  13,977   22,116      782   21,606   13,773   36,365   36,671     -176     -482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     18.5     21.6     71.7     59.1     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15       25       26       35       35       68       68
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,170
COMMITMENTS
   1,779      310      438    4,440    5,995    6,657    6,743      513      427

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -365)
      40        0     -195     -145     -275     -300     -470      -65      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      4.3      6.1     61.9     83.6     92.8     94.0      7.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        4        9       12       15       16
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       30,034
COMMITMENTS
   9,466    9,806    7,329   13,009   12,345   29,804   29,480      230      554

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,381)
    -399   -1,172     -428     -564      -85   -1,391   -1,685       10      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     32.6     24.4     43.3     41.1     99.2     98.2      0.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13       11       20       12       13       33       36
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,665
COMMITMENTS
   5,815    3,450    2,430    2,775    5,115   11,020   10,995      645      670

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,135)
     315      -10     -905     -795     -265   -1,385   -1,180      250       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8     29.6     20.8     23.8     43.8     94.5     94.3      5.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6       10       12        7       10       20       25
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,770
COMMITMENTS
   1,536      644    1,196   16,918   17,790   19,650   19,630      120      140

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,682)
     272       27      260   -2,205   -1,912   -1,673   -1,625       -9      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      3.3      6.0     85.6     90.0     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        6        7       30       31       41       40
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,782
COMMITMENTS
      30      201      106    1,205    1,120    1,341    1,427      441      355

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,006)
    -136     -335       16   -1,020     -771   -1,140   -1,090      134       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     11.3      5.9     67.6     62.9     75.3     80.1     24.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       19       21       21       24
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       55,702
COMMITMENTS
   3,320    2,027    1,824   48,879   50,680   54,023   54,531    1,679    1,171

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:        251)
       0      120        0     -102       94     -102      214      353       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      3.6      3.3     87.8     91.0     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        3       24       28       29       31
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,973
COMMITMENTS
   1,506      208    1,320    9,125   10,661   11,951   12,189    1,022      784

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -917)
     256      -86     -256     -875     -843     -875   -1,185      -42      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      1.6     10.2     70.3     82.2     92.1     94.0      7.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       17       14       20       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,630
COMMITMENTS
   1,758      480      774    8,602    9,549   11,134   10,803      496      827

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:          8)
       0        0        0        0     -108        0     -108        8      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      4.1      6.7     74.0     82.1     95.7     92.9      4.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       16       18       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       17,110
COMMITMENTS
     456      880      550   14,433   14,936   15,439   16,366    1,671      744

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,478)
    -122     -200      -48   -1,350   -1,244   -1,520   -1,492       42       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.1      3.2     84.4     87.3     90.2     95.7      9.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       24       27       26
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,383
COMMITMENTS
      82        0        0   51,301   51,383   51,383   51,383        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -4,392)
      82        0        0   -4,474   -4,392   -4,392   -4,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       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 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      803,366
COMMITMENTS
       0        0        0  803,366  803,366  803,366  803,366        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -53,552)
       0        0        0  -53,552  -53,552  -53,552  -53,552        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:       26)
       0        0        0       17       17       17       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,450
COMMITMENTS
   1,020        0        0   60,175   61,343   61,195   61,343      255      107

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -6,338)
     215        0        0   -6,553   -6,318   -6,338   -6,318        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.0     97.9     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       16       27       17       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      787,574
COMMITMENTS
       0        0        0  787,574  787,574  787,574  787,574        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:   -113,632)
    -848        0        0 -112,784 -113,632 -113,632 -113,632        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       18       21       18       21
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,287
COMMITMENTS
   6,275    1,226      215   45,542   50,846   52,032   52,287      255        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,360)
     745      845   -2,045   -2,060   -2,160   -3,360   -3,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      2.3      0.4     87.1     97.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       22       18       25       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,080,862
COMMITMENTS
  29,076  116,920    5,781  1046005  958,161  1080862  1080862        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -33,840)
  -3,816   19,080   -2,544  -27,480  -50,376  -33,840  -33,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     10.8      0.5     96.8     88.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       24       22       27       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,295
COMMITMENTS
       0    3,500        0   35,040   31,540   35,040   35,040      255      255

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,960)
       0      -20        0   -4,195   -3,940   -4,195   -3,960      235        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.9      0.0     99.3     89.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        9       15       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,100
COMMITMENTS
       0    5,100        0   33,100   28,000   33,100   33,100        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,120)
    -200     -100        0   -2,920   -3,020   -3,120   -3,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.4      0.0    100.0     84.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13       15       13       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,626
COMMITMENTS
       0    2,586        0   21,583   20,040   21,583   22,626    1,043        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -617)
     -60     -580        0     -537      -17     -597     -597      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.4      0.0     95.4     88.6     95.4    100.0      4.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       16       11       16       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      531,915
COMMITMENTS
   1,680   11,555   23,480  506,755  496,880  531,915  531,915        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -74,984)
   1,680   -9,408       80  -76,744  -65,656  -74,984  -74,984        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.2      4.4     95.3     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14        9       15       11
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      843,282
COMMITMENTS
       0   91,800   23,320  819,962  728,162  843,282  843,282        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -34,344)
  -4,240  -27,560   23,320  -53,424  -30,104  -34,344  -34,344        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.9      2.8     97.2     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       14       18       15       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      458,149
COMMITMENTS
  78,299   34,634   27,726  352,124  395,789  458,149  458,149        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -49,050)
     982   28,408  -29,680  -20,352  -47,778  -49,050  -49,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      7.6      6.1     76.9     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       14       15       17       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      228,600
COMMITMENTS
       0    9,551        0  228,600  219,049  228,600  228,600        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -8,416)
       0    1,760        0   -8,416  -10,176   -8,416   -8,416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.0    100.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        0       14       12       14       15
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,157
COMMITMENTS
     955        0       63   27,585   28,652   28,603   28,715      554      442

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,497)
    -140        0        0   -3,199   -3,653   -3,339   -3,653     -158      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.2     94.6     98.3     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       30       32       32       33
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,257
COMMITMENTS
      13      905       45    4,901    3,851    4,959    4,801      298      456

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,260)
    -109     -105        4   -1,188   -1,213   -1,293   -1,314       33       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     17.2      0.9     93.2     73.3     94.3     91.3      5.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        1       20       18       21       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,877
COMMITMENTS
     730       47       60    7,635    8,295    8,425    8,402      452      475

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -906)
     -65       47       60     -863   -1,094     -868     -987      -38       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.5      0.7     86.0     93.4     94.9     94.6      5.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       16       17       19       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,477,695
COMMITMENTS
 347,860  133,082  477,557  574,621  793,007  1400038  1403646   77,657   74,049

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      4,350)
  10,908   -5,792   -3,226  -10,188    8,505   -2,506     -513    6,856    4,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      9.0     32.3     38.9     53.7     94.7     95.0      5.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     116       78      143       84       96      278      261
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      166,769
COMMITMENTS
  55,496   14,109    3,521   60,012   99,469  119,029  117,099   47,740   49,670

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -10,293)
  -4,789     -949      -30   -7,597  -10,302  -12,416  -11,281    2,123      988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      8.5      2.1     36.0     59.6     71.4     70.2     28.6     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        4       13       16       20       22
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       69,534
COMMITMENTS
   7,862    2,553    6,252   52,187   53,225   66,301   62,030    3,233    7,504

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      2,044)
     907        0      371     -193      841    1,085    1,212      959      832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      3.7      9.0     75.1     76.5     95.4     89.2      4.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        3        7       15       14       25       21
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,842
COMMITMENTS
   3,398    2,073    8,870   36,573   37,907   48,841   48,850    2,001    1,992

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,657)
     363     -450   -2,464     -421      257   -2,522   -2,657     -135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      4.1     17.4     71.9     74.6     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        4       14       13       19       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,432
COMMITMENTS
   5,107    7,419    9,243   13,086    9,730   27,436   26,392    1,996    3,040

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:        577)
     928       86      513       75     -413    1,516      186     -939      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     25.2     31.4     44.5     33.1     93.2     89.7      6.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        7       12       13       12       25       25
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,462
COMMITMENTS
  20,074    2,920      616    4,359   23,010   25,049   26,546    2,413      916

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,070)
  -2,617     -229      319    1,467   -1,265     -831   -1,175     -239      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.1     10.6      2.2     15.9     83.8     91.2     96.7      8.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      84       25       13       22       35      116       69
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       62,313
COMMITMENTS
  45,267    7,394       99   10,515   52,144   55,881   59,637    6,432    2,676

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      2,720)
   1,788      -29     -346    1,658    2,665    3,100    2,290     -380      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.6     11.9      0.2     16.9     83.7     89.7     95.7     10.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      93       36        9       27       30      122       73
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      298,760
COMMITMENTS
 107,395   29,757   40,402  124,706  216,887  272,503  287,046   26,257   11,714

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     17,061)
   7,903      577    1,746    6,497   13,280   16,146   15,603      915    1,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     10.0     13.5     41.7     72.6     91.2     96.1      8.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      85       22       48       71       84      179      141
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,232
COMMITMENTS
     537      465      135    7,530    7,612    8,202    8,212       30       20

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -313)
    -148        0        0     -165     -333     -313     -333        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      5.6      1.6     91.5     92.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1        9       13       14       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,560
COMMITMENTS
     439    1,267      137    5,984    4,802    6,560    6,206        0      354

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,997)
     289   -2,278     -299   -3,987   -1,577   -3,997   -4,154        0      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     19.3      2.1     91.2     73.2    100.0     94.6      0.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       29       22       32       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,172
COMMITMENTS
     937      950      100   36,486   37,092   37,523   38,142      649       30

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -7,617)
  -1,775      100      100   -6,073   -7,807   -7,748   -7,607      131      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.5      0.3     95.6     97.2     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        1       33       29       38       33
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,573
COMMITMENTS
     900        0        0    6,563    7,573    7,463    7,573      110        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,636)
     250      -50     -300   -1,540   -1,286   -1,590   -1,636      -46        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      0.0      0.0     86.7    100.0     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       14        8       16        8
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,125
COMMITMENTS
     503      400        0   15,379   15,725   15,882   16,125      243        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,206)
     -86        0        0   -1,140   -1,206   -1,226   -1,206       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      2.5      0.0     95.4     97.5     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       21       20       23       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,119
COMMITMENTS
   1,350    7,829       25   12,694    6,215   14,069   14,069       50       50

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,760)
      50     -600      -75   -1,735   -1,085   -1,760   -1,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     55.5      0.2     89.9     44.0     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        1       27       15       32       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,590
COMMITMENTS
   2,619    4,911   10,983   41,867   39,591   55,469   55,485      121      105

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -9,239)
  -1,364      672   -1,083   -6,795   -8,811   -9,242   -9,222        3      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      8.8     19.8     75.3     71.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        8        6       39       39       48       51
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,346
COMMITMENTS
     807      648      668   11,739   11,673   13,214   12,989      132      357

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -6,065)
     575   -4,427     -592   -6,048     -947   -6,065   -5,966        0      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      4.9      5.0     88.0     87.5     99.0     97.3      1.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        2       24       25       27       29
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,126
COMMITMENTS
   1,953        0      447   17,712   19,292   20,112   19,739    3,014    3,387

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -4,300)
  -1,789   -1,966     -338   -4,500   -1,525   -6,627   -3,829    2,327     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      1.9     76.6     83.4     87.0     85.4     13.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       23       19       24
```

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Updated January 15, 2013