```
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,403
COMMITMENTS
   2,269    1,911    2,005   31,830   32,487   36,104   36,403      299        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -7,914)
    -559     -258      130   -7,458   -7,739   -7,887   -7,867      -27      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.2      5.5     87.4     89.2     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        3        3       32       41       36       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,300
COMMITMENTS
     335        0      254   19,573   19,909   20,162   20,163      138      137

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -2,985)
      -3        0     -496   -2,458   -2,449   -2,957   -2,945      -28      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      1.3     96.4     98.1     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       21       18       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,353
COMMITMENTS
     504      685      507    8,861    8,818    9,872   10,010    1,481    1,343

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,399)
     -17      -39     -175   -1,415   -1,321   -1,607   -1,535      208      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      6.0      4.5     78.0     77.7     87.0     88.2     13.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        4       30       33       34       39
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,109
COMMITMENTS
     566        0      258    5,770    6,274    6,594    6,532      515      577

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,772)
    -202     -123        1   -1,524   -1,704   -1,725   -1,826      -47       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.0      3.6     81.2     88.3     92.8     91.9      7.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        0        5       40       43       45       48
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,695
COMMITMENTS
     100      829      113    2,872    2,483    3,085    3,425      610      270

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,555)
    -177      155     -378     -993   -1,335   -1,548   -1,558       -7        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     22.4      3.1     77.7     67.2     83.5     92.7     16.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        3       21       20       25       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,220
COMMITMENTS
      70       75       50    2,640    2,580    2,760    2,705      460      515

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:        -65)
     -55      -75       50      -25     -155      -30     -180      -35      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      2.3      1.6     82.0     80.1     85.7     84.0     14.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       23       22       25       24
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,206
COMMITMENTS
     192        9      106    3,404    3,841    3,702    3,956      504      250

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -470)
    -284        9       34     -255     -253     -505     -210       35     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.2      2.5     80.9     91.3     88.0     94.1     12.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       27       30       29       32
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,735
COMMITMENTS
       0       50      150    8,445    8,535    8,595    8,735      140        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,267)
       0     -483      150   -3,406   -2,934   -3,256   -3,267      -11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      1.7     96.7     97.7     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       21       17       22       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,358
COMMITMENTS
       1    1,340      619    7,314    6,313    7,934    8,272      424       86

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -378)
     -85     -254      -20     -255      -18     -360     -292      -18      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.0      7.4     87.5     75.5     94.9     99.0      5.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        5       17       16       22       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,159
COMMITMENTS
      84    4,735    1,262   27,728   23,162   29,074   29,159       85        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,996)
       0     -698       10   -4,025   -3,308   -4,015   -3,996       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     16.2      4.3     95.1     79.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       26       19       29       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      298,756
COMMITMENTS
  59,442   41,718   52,890  147,585  176,134  259,917  270,742   38,839   28,014

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -11,327)
 -23,051  -14,054    6,109   11,493   -4,395   -5,449  -12,340   -5,878    1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     14.0     17.7     49.4     59.0     87.0     90.6     13.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      43       34       46       71       80      140      138
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,236,980
COMMITMENTS
 253,351  386,331  452,362  463,748  348,291  1169461  1186984   67,519   49,996

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     35,306)
   7,045    3,552   16,428    8,270   16,662   31,743   36,642    3,563   -1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     31.2     36.6     37.5     28.2     94.5     96.0      5.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      95      100      147       71       67      262      244
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      212,480
COMMITMENTS
  65,686   63,416   43,778   98,672   99,992  208,136  207,186    4,344    5,294

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      3,154)
   3,520    1,025      579    3,574    2,026    7,673    3,630   -4,519     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     29.8     20.6     46.4     47.1     98.0     97.5      2.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14       11       22       22       23       49       46
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,433,264
COMMITMENTS
 642,627   79,368  758,941  983,670  1573774  2385238  2412083   48,026   21,181

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -52,664)
  11,450   12,695  -11,273  -55,279  -41,229  -55,102  -39,807    2,438  -12,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      3.3     31.2     40.4     64.7     98.0     99.1      2.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      37       17       45       73       71      127      121
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      882,729
COMMITMENTS
  52,829  146,951  203,062  616,968  526,411  872,859  876,424    9,870    6,305

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     36,961)
 -23,730    5,278   18,793   41,375   12,015   36,438   36,086      523      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     16.6     23.0     69.9     59.6     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14       23       30       36       33       71       66
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,565
COMMITMENTS
   1,905      390      330    5,080    6,525    7,315    7,245      250      320

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -185)
     -15        0      -35      -70     -115     -120     -150      -65      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      5.2      4.4     67.2     86.3     96.7     95.8      3.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        2       11       13       16       15
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       40,980
COMMITMENTS
  10,009   11,188   11,159   19,272   18,103   40,440   40,450      540      530

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      4,218)
   1,728    1,493      115    2,535    2,280    4,378    3,888     -160      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     27.3     27.2     47.0     44.2     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       17       26       16       15       43       43
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,697
COMMITMENTS
   6,485    6,220    2,582    6,185    6,280   15,252   15,082      445      615

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      1,525)
      35      325      185    1,450    1,025    1,670    1,535     -145      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     39.6     16.4     39.4     40.0     97.2     96.1      2.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5       18       19       12       10       32       32
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,297
COMMITMENTS
   1,963      777    1,763   24,254   25,581   27,980   28,121      317      176

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,906)
      29      162       64   -3,961   -4,148   -3,868   -3,922      -38       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      2.7      6.2     85.7     90.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9        7        9       32       38       47       50
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,542
COMMITMENTS
     126      154       61      867    1,023    1,054    1,238      488      304

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -639)
      -2      -63       11     -790     -616     -781     -668      142       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     10.0      4.0     56.2     66.3     68.4     80.3     31.6     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        4       18       16       23       21
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,101
COMMITMENTS
      33       25       10      834      918      877      953      224      148

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -284)
     -27      -26      -30     -195     -205     -252     -261      -32      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      2.3      0.9     75.7     83.4     79.7     86.6     20.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       15       15       17       16
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       51,891
COMMITMENTS
   5,914    1,794    1,634   43,318   47,158   50,866   50,586    1,025    1,305

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -2,605)
    -700       52     -134   -1,577   -2,582   -2,411   -2,664     -194       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      3.5      3.1     83.5     90.9     98.0     97.5      2.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        4       25       29       31       33
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,730
COMMITMENTS
   1,556      610    1,414    7,638    8,920   10,608   10,944    1,122      786

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -662)
      48     -250      -46     -478     -310     -476     -606     -186      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      5.2     12.1     65.1     76.0     90.4     93.3      9.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        4       15       12       19       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,442
COMMITMENTS
   1,252      962      964    8,538    8,804   10,754   10,730      688      712

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -648)
     -24      -85      -34     -588     -496     -646     -615       -2      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      8.4      8.4     74.6     76.9     94.0     93.8      6.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       17       16       19       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       16,230
COMMITMENTS
     348    2,252      790   13,273   12,209   14,411   15,251    1,819      979

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -704)
     -54     -227        0     -823     -435     -877     -662      173      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     13.9      4.9     81.8     75.2     88.8     94.0     11.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       23       23       26       26
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,476
COMMITMENTS
     170        0        0   44,306   44,456   44,476   44,456        0       20

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -4,080)
     -40        0        0   -4,040   -4,080   -4,080   -4,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       18       17       19       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      759,430
COMMITMENTS
       0        0        0  759,430  759,430  759,430  759,430        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -48,928)
       0        0        0  -48,928  -48,928  -48,928  -48,928        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       18       17       18       17
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,156
COMMITMENTS
   2,427   18,764        0   21,516    4,923   23,943   23,687      213      469

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     77.7      0.0     89.1     20.4     99.1     98.1      0.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       12        9       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,413
COMMITMENTS
   1,654        0        0   55,504   57,348   57,158   57,348      255       65

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,820)
    -320        0        0   -3,500   -3,800   -3,820   -3,800        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.0     96.7     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       13       24       15       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      767,350
COMMITMENTS
  14,004        0        0  753,346  767,350  767,350  767,350        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -60,192)
  -4,576        0        0  -55,616  -60,192  -60,192  -60,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.0     98.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       17       19       18       19
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,723
COMMITMENTS
   6,395    1,016      320   45,753   51,387   52,468   52,723      255        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -2,540)
    -500     -100        0   -2,040   -2,440   -2,540   -2,540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      1.9      0.6     86.8     97.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       22       17       25       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,172,347
COMMITMENTS
  21,636  229,664   24,437  1126274  918,246  1172347  1172347        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -47,768)
  -3,520   -8,800        0  -44,248  -38,968  -47,768  -47,768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     19.6      2.1     96.1     78.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        2       21       21       25       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       30,515
COMMITMENTS
   1,065    3,290        0   29,237   27,012   30,302   30,302      213      213

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -2,380)
    -100     -100        0   -2,260   -2,260   -2,360   -2,360      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     10.8      0.0     95.8     88.5     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0       13        8       14       11
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,140
COMMITMENTS
       0    5,955        0   32,140   26,185   32,140   32,140        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -940)
       0     -200        0     -940     -740     -940     -940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.5      0.0    100.0     81.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       13       14       14
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,152
COMMITMENTS
   2,830        0    3,450   13,872   16,702   20,152   20,152        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -520)
    -400        0        0     -120     -520     -520     -520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      0.0     17.1     68.8     82.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       10       15       12       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       25,924
COMMITMENTS
   2,211    1,107        0   23,500   24,817   25,711   25,924      213        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -894)
       0     -420        0     -874     -474     -874     -894      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      4.3      0.0     90.6     95.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       17       14       18       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      483,619
COMMITMENTS
       0   24,187   21,168  462,451  438,264  483,619  483,619        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -34,848)
    -504      552   -2,312  -32,032  -33,088  -34,848  -34,848        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      4.4     95.6     90.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       15        9       16       12
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      915,396
COMMITMENTS
       0  119,440   23,320  892,076  772,636  915,396  915,396        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -18,263)
       0   -3,520        0  -18,263  -14,743  -18,263  -18,263        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.0      2.5     97.5     84.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       16       19       17       21
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      549,774
COMMITMENTS
 136,395  113,258   19,542  393,837  416,974  549,774  549,774        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -11,924)
    -704    3,872   -3,872   -7,348  -11,924  -11,924  -11,924        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     20.6      3.6     71.6     75.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       15       15       18       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      244,065
COMMITMENTS
   7,872   37,314        0  236,193  206,751  244,065  244,065        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -10,285)
    -704      -77        0   -9,581  -10,208  -10,285  -10,285        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     15.3      0.0     96.8     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       18       12       19       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,647
COMMITMENTS
     351        0        0   24,863   25,439   25,214   25,439      433      208

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,592)
     -87        0        0   -3,414   -3,563   -3,501   -3,563      -91      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     96.9     99.2     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       35       33       36       33
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,859
COMMITMENTS
     305      535       15   10,225    9,719   10,545   10,269      314      590

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -141)
     305     -390      -40     -214      343       51      -87     -192      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      4.9      0.1     94.2     89.5     97.1     94.6      2.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        1       20       14       22       17
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,350
COMMITMENTS
   1,272      361      249    7,444    8,323    8,965    8,933      385      417

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:        -96)
     152     -287       12     -241      194      -77      -81      -19      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      3.9      2.7     79.6     89.0     95.9     95.5      4.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       22       19       26       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,710,526
COMMITMENTS
 380,407  144,667  636,249  610,227  840,541  1626883  1621457   83,643   89,069

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     56,437)
   5,598    5,956   21,121   24,934    6,968   51,653   34,045    4,784   22,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2      8.5     37.2     35.7     49.1     95.1     94.8      4.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     118       90      163       82      101      290      290
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      171,519
COMMITMENTS
  64,081   12,063      256   65,569  108,950  129,906  121,269   41,613   50,250

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -5,183)
  -7,525     -307      250    1,592   -4,975   -5,683   -5,032      500     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      7.0      0.1     38.2     63.5     75.7     70.7     24.3     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        2       17       18       24       22
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,801
COMMITMENTS
   7,717    2,397   11,379   51,023   52,214   70,119   65,990    3,682    7,811

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,053)
     -90     -465     -163   -1,487   -1,012   -1,740   -1,640      687      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      3.2     15.4     69.1     70.7     95.0     89.4      5.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        6       14       13       23       19
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,760
COMMITMENTS
   4,911    6,338    7,910   41,971   39,500   54,792   53,748    1,968    3,012

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      1,963)
    -367    3,400   -1,321    3,695     -169    2,007    1,910      -44       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     11.2     13.9     73.9     69.6     96.5     94.7      3.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        4       14       12       19       19
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,074
COMMITMENTS
   5,162   14,553   18,566   18,924   10,107   42,652   43,226    4,422    3,848

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,235)
  -1,665   -2,056    1,371   -1,549     -600   -1,843   -1,285      608       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     30.9     39.4     40.2     21.5     90.6     91.8      9.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        6       14       14       15       29       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       34,479
COMMITMENTS
  27,459    2,585      392    3,917   30,497   31,768   33,474    2,711    1,005

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -340)
      -5      225      -23      -32     -521      -60     -319     -280      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.6      7.5      1.1     11.4     88.5     92.1     97.1      7.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      99       26        9       18       37      122       68
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,689
COMMITMENTS
  43,529    4,371    1,204   12,166   56,726   56,899   62,301    7,790    2,388

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,473)
  -1,592      654     -479    1,240   -1,620     -831   -1,445     -642      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3      6.8      1.9     18.8     87.7     88.0     96.3     12.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
     113       21       15       26       32      147       66
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      317,253
COMMITMENTS
 118,390   30,175   34,314  137,634  240,008  290,338  304,497   26,915   12,756

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -14,552)
  -9,424   -4,930    2,049   -6,401  -11,597  -13,776  -14,478     -776      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3      9.5     10.8     43.4     75.7     91.5     96.0      8.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      81       32       51       77       95      188      154
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       11,169
COMMITMENTS
   4,256    4,635    2,109    4,634    4,425   10,999   11,169      170        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,710)
  -1,508     -243      -70     -113     -646   -1,691     -959      -19     -751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     41.5     18.9     41.5     39.6     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        4        7        8       15       14
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,520
COMMITMENTS
   2,569      552      135    4,786    6,803    7,490    7,490       30       30

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -267)
     -75       87        0     -192     -329     -267     -242        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      7.3      1.8     63.6     90.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1        8       13       13       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,642
COMMITMENTS
     217    2,464       93    5,171    2,739    5,481    5,296      161      346

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,900)
    -139     -137      -94   -1,683   -1,614   -1,916   -1,845       16      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     43.7      1.6     91.7     48.5     97.1     93.9      2.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        2       21       19       23       24
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,118
COMMITMENTS
   4,157    2,349      964   36,345   38,611   41,466   41,924      652      194

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -6,817)
  -3,594      599      150   -3,354   -7,688   -6,798   -6,939      -19      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      5.6      2.3     86.3     91.7     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        6        3       38       32       43       41
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,853
COMMITMENTS
   1,490      877      491   19,777   20,485   21,758   21,853       95        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -813)
     481      777     -827     -462     -763     -808     -813       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      4.0      2.2     90.5     93.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        1       24       19       29       21
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,204
COMMITMENTS
   2,000    6,304       25   11,179    6,875   13,204   13,204        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -2,260)
    -150   -1,525     -150   -1,910     -535   -2,210   -2,210      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     47.7      0.2     84.7     52.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        3        1       31       15       40       18
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,260
COMMITMENTS
   1,166    1,403      195    4,839    4,662    6,200    6,260       60        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,519)
    -610     -910       35     -944     -644   -1,519   -1,519        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     22.4      3.1     77.3     74.5     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        2        9       12       14       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,869
COMMITMENTS
   2,115    6,875    6,441   35,225   30,460   43,781   43,776       88       93

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,813)
  -1,532      877     -644   -1,614   -4,046   -3,790   -3,813      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     15.7     14.7     80.3     69.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        8       12       41       40       55       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,011
COMMITMENTS
     465      289        0    6,146    6,323    6,611    6,612      400      399

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      4.1      0.0     87.7     90.2     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0       12       12       14       14
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,798
COMMITMENTS
   1,615    1,360      398   10,606   10,810   12,619   12,568      179      230

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,534)
     -25     -319      -89   -1,528   -1,088   -1,642   -1,496      108      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     10.6      3.1     82.9     84.5     98.6     98.2      1.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        6        5       28       27       35       35
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,820
COMMITMENTS
   4,801      709      806   27,028   29,015   32,635   30,530    2,185    4,290

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -4,116)
  -1,787      -17      326   -2,063   -3,786   -3,524   -3,477     -592     -639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      2.0      2.3     77.6     83.3     93.7     87.7      6.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        2       19       23       24       26
```

----

Updated March 8, 2013