```
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,180
COMMITMENTS
   4,477      657       57   30,145   34,415   34,679   35,129      501       51

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        770)
     253   -1,156   -1,482    1,997    3,425      768      787        2      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      1.9      0.2     85.7     97.8     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        4        2       34       42       36       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,642
COMMITMENTS
       0        0        0   14,548   14,552   14,548   14,552       94       90

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        133)
    -133        0       -4      283      147      146      143      -13      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4     99.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       22       27       22       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,116
COMMITMENTS
     686      613      295    8,974    8,991    9,955    9,899    1,161    1,217

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:       -400)
      64     -202     -353      -51      104     -340     -451      -60       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.5      2.7     80.7     80.9     89.6     89.1     10.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        4       31       30       36       35
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,307
COMMITMENTS
     404      141      322    5,963    6,234    6,689    6,697      618      610

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        347)
    -165        2     -222      686      547      299      327       48       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.9      4.4     81.6     85.3     91.5     91.7      8.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        3        5       37       43       45       49
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,552
COMMITMENTS
       0      188       67    1,791    1,772    1,858    2,027      694      525

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:         60)
       0     -198        0       60      258       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.4      2.6     70.2     69.4     72.8     79.4     27.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       16       19       17       20
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,212
COMMITMENTS
       0       46        3    2,705    2,703    2,708    2,752      504      460

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        215)
     -10        0      -30      255      240      215      210        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.1     84.2     84.2     84.3     85.7     15.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       21       23       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,787
COMMITMENTS
     235       25       79    3,967    4,267    4,281    4,371      506      416

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        242)
    -116        0      -77      429      376      236      299        6      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.5      1.7     82.9     89.1     89.4     91.3     10.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        2       28       33       30       36
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,474
COMMITMENTS
       0        0        0    9,344    9,474    9,344    9,474      130        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        450)
     -25        0     -150      580      615      405      465       45      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6    100.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       23       18       23       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,563
COMMITMENTS
       0      420      102    9,990    9,951   10,092   10,473      471       90

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        397)
    -195        4     -626    1,214    1,019      393      397        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      1.0     94.6     94.2     95.5     99.1      4.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        2       20       24       22       28
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,584
COMMITMENTS
     160      590        0    1,295      741    1,455    1,331      129      253

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        120)
    -150       10        0      260       20      110       30       10       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     37.2      0.0     81.8     46.8     91.9     84.0      8.1     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        4        0       14       11       17       15
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,974
COMMITMENTS
       0    4,341        0   27,974   23,633   27,974   27,974        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        538)
  -2,057      105   -1,033    3,628    1,466      538      538        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.5      0.0    100.0     84.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       34       19       34       20
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,048
COMMITMENTS
       0      520        8    4,141    4,251    4,149    4,779      899      269

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.3      0.2     82.0     84.2     82.2     94.7     17.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       18       13       19       14
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      322,412
COMMITMENTS
  34,592   65,560   56,057  196,704  166,989  287,352  288,605   35,060   33,806

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     12,729)
    -839     -390    3,682    8,998    9,191   11,842   12,483      887      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     20.3     17.4     61.0     51.8     89.1     89.5     10.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      26       47       44       74       78      134      141
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,487,008
COMMITMENTS
 330,739  404,916  593,819  488,488  443,927  1413046  1442662   73,963   44,346

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -12,315)
 -15,523   -3,349  -11,018   18,522     -881   -8,020  -15,248   -4,295    2,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     27.2     39.9     32.9     29.9     95.0     97.0      5.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     139       85      165       71       68      286      262
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,455,027
COMMITMENTS
 122,101   55,762  504,321  824,990  893,334  1451412  1453417    3,615    1,609

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     26,418)
  11,066   14,269   13,174    2,555   -1,095   26,795   26,347     -377       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      3.8     34.7     56.7     61.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      43       32       62       66       58      139      122
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      384,471
COMMITMENTS
 122,380   90,635   94,170  161,426  194,328  377,976  379,133    6,495    5,337

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      8,786)
   7,180    2,588      260    1,715    6,120    9,155    8,968     -368     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8     23.6     24.5     42.0     50.5     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14       13       23       30       35       58       59
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       83,779
COMMITMENTS
  22,637   16,473   45,013   15,675   21,917   83,325   83,403      454      376

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -2,916)
  -2,446     -896     -275     -258   -1,824   -2,979   -2,995       63       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     19.7     53.7     18.7     26.2     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       15       22       15       19       38       43
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,826,223
COMMITMENTS
 951,379   56,197  827,706  1010429  1921010  2789514  2804913   36,709   21,310

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     13,954)
  15,637    4,406   -2,526      166   11,010   13,277   12,890      677    1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7      2.0     29.3     35.8     68.0     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      42       14       51       85       80      143      134
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,029,808
COMMITMENTS
  41,550  198,913  259,834  724,413  566,265  1025797  1025012    4,011    4,796

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     23,348)
  -4,460   -1,404   20,900    7,350    3,930   23,790   23,426     -442      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     19.3     25.2     70.3     55.0     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      20       26       31       41       40       80       78
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,145
COMMITMENTS
   2,650      495      700    3,525    5,695    6,875    6,890      270      255

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        310)
      65     -235      255       35      360      355      380      -45      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      6.9      9.8     49.3     79.7     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        3       13       14       19       17
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       14,275
COMMITMENTS
   1,632      884    1,950   10,484   11,271   14,066   14,105      208      170

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      1,091)
      35      170      120      930      703    1,085      993        6       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      6.2     13.7     73.4     79.0     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3       14       16       17       20
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       61,018
COMMITMENTS
  16,371   16,660   18,485   25,150   25,226   60,006   60,371    1,012      647

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      3,882)
   1,574      972    2,572     -635      165    3,511    3,709      371      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     27.3     30.3     41.2     41.3     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       17       28       17       15       47       45
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       18,931
COMMITMENTS
   6,462    7,545    4,009    8,010    6,932   18,481   18,486      450      445

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:       -295)
     395      730     -430     -445     -590     -480     -290      185       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     39.9     21.2     42.3     36.6     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6       19       20       10       10       31       34
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,355
COMMITMENTS
     130      500       40    1,878    1,724    2,048    2,264      307       91

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        213)
      20       20       10      163      173      193      203       20       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     21.2      1.7     79.7     73.2     87.0     96.1     13.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        2       11       10       15       14
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       34,931
COMMITMENTS
   3,193      931    3,581   27,557   30,217   34,332   34,729      599      202

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      2,215)
    -270      -41    1,072    1,317    1,272    2,120    2,303       96      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      2.7     10.3     78.9     86.5     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      13        6        9       36       47       52       60
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,588
COMMITMENTS
       0       71      126    1,784    1,755    1,910    1,952      678      636

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        167)
       0     -149       20       73      240       93      111       74       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      4.9     68.9     67.8     73.8     75.4     26.2     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        3       21       15       24       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,501
COMMITMENTS
     113      138       16      985      880    1,114    1,034      387      467

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        110)
      -3        0        3      132       68      132       71      -22       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      9.2      1.1     65.6     58.6     74.2     68.9     25.8     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        2       17       17       20       22
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,997
COMMITMENTS
     405      335       61      960    1,388    1,426    1,784      571      213

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        295)
     -36       29       11      198      182      173      222      122       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     16.8      3.1     48.1     69.5     71.4     89.3     28.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        3       17       22       22       26
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       82,858
COMMITMENTS
   2,056    1,284    5,282   73,415   74,020   80,753   80,586    2,105    2,272

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:       -246)
    -279       -8      433     -476     -832     -322     -407       77      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.5      6.4     88.6     89.3     97.5     97.3      2.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        4       28       30       33       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,871
COMMITMENTS
   2,192        0      820    8,961   11,577   11,973   12,397      898      474

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        105)
     133        0        0      -28      105      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      0.0      6.4     69.6     89.9     93.0     96.3      7.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       17       14       20       17
 
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE           Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        5,642
COMMITMENTS
       0    1,036        0    4,862    3,780    4,862    4,816      780      826

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        -26)
       0        0        0       -1       -1       -1       -1      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.4      0.0     86.2     67.0     86.2     85.4     13.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       17       13       17       15
 
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE        Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       10,183
COMMITMENTS
   1,376      826    1,036    7,103    7,875    9,515    9,737      668      446

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:         12)
       0        0        0       12       12       12       12        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      8.1     10.2     69.8     77.3     93.4     95.6      6.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       18       17       20       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       15,789
COMMITMENTS
     210      524    1,366   12,404   12,973   13,980   14,863    1,809      926

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      3.3      8.7     78.6     82.2     88.5     94.1     11.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       21       22       24       24
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,467
COMMITMENTS
      40        0        0   36,427   36,467   36,467   36,467        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       19       15       20       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      644,746
COMMITMENTS
       0        0        0  644,746  644,746  644,746  644,746        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       15       21       15
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,752
COMMITMENTS
       0        0        0   46,242   46,752   46,242   46,752      510        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:       -255)
       0        0        0     -255     -255     -255     -255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       17       13       17
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      701,132
COMMITMENTS
       0        0        0  701,132  701,132  701,132  701,132        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -4,680)
       0        0        0   -4,680   -4,680   -4,680   -4,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       17       14       17       14
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,860
COMMITMENTS
  15,105    1,445        0   44,500   58,415   59,605   59,860      255        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:          0)
   7,680        0        0        0        0    7,680        0   -7,680        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      2.4      0.0     74.3     97.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        0       23       19       25       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,380,756
COMMITMENTS
 145,966  367,310    5,781  1229009  1007665  1380756  1380756        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     46,640)
       0        0        0   46,640   46,640   46,640   46,640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     26.6      0.4     89.0     73.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       25       23       27       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,478
COMMITMENTS
       0    3,286        0   24,458   20,705   24,458   23,991       20      487

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.4      0.0     99.9     84.6     99.9     98.0      0.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       13        9       13       11
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,271
COMMITMENTS
     126    8,851        0   37,890   29,420   38,016   38,271      255        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:         -4)
       0        0        0       -4       -4       -4       -4        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     23.1      0.0     99.0     76.9     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       15       16       16       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,256
COMMITMENTS
   4,311    7,687    5,144   28,801   25,425   38,256   38,256        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     20.1     13.4     75.3     66.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        4       16       14       20       18
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       25,919
COMMITMENTS
       0      940      592   24,518   24,088   25,110   25,620      809      299

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      1,882)
       0        0        0    1,882    1,882    1,882    1,882        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      2.3     94.6     92.9     96.9     98.8      3.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       16       16       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,325
COMMITMENTS
       0    1,040        0   33,177   32,285   33,177   33,325      148        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      0.0     99.6     96.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       20       20       20       21
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      440,685
COMMITMENTS
  28,625        0   29,032  383,028  411,653  440,685  440,685        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      1,960)
       0        0        0    1,960    1,960    1,960    1,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      6.6     86.9     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       16       14       18       16
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      901,442
COMMITMENTS
       0   69,753   23,320  878,122  808,369  901,442  901,442        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     12,160)
       0        0        0   12,160   12,160   12,160   12,160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.7      2.6     97.4     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       18       20       19       21
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,027,479
COMMITMENTS
 314,543  346,142    4,738  708,198  676,599  1027479  1027479        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      4,680)
       0    4,680        0    4,680        0    4,680    4,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     33.7      0.5     68.9     65.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        1       17       15       22       16
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      280,590
COMMITMENTS
  48,516        0        0  232,074  280,590  280,590  280,590        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     11,320)
       0        0        0   11,320   11,320   11,320   11,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      0.0      0.0     82.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       14       13       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      334,292
COMMITMENTS
       0   48,615        0  334,292  285,677  334,292  334,292        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.5      0.0    100.0     85.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       18       20       18       22
 
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      175,730
COMMITMENTS
       0   12,161        0  175,730  163,569  175,730  175,730        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.9      0.0    100.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       13       10       13       12
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      407,128
COMMITMENTS
       0   13,840        0  407,128  393,288  407,128  407,128        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      7,776)
       0        0        0    7,776    7,776    7,776    7,776        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      0.0    100.0     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       12       14       13
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,676
COMMITMENTS
     207        0      130    4,329    4,537    4,666    4,667       11        9

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:       -179)
      31        0      -17     -195     -160     -182     -177        2       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      2.8     92.6     97.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       18       19       21       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,005
COMMITMENTS
   1,225        0      120   22,327   23,552   23,672   23,672      333      333

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -2,412)
     292        0        0   -2,397   -2,329   -2,105   -2,329     -307      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0      0.5     93.0     98.1     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        0        1       38       38       43       39
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,341
COMMITMENTS
   2,965        0        0    5,251    8,191    8,216    8,191      125      150

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        635)
     600        0        0       10      635      610      635       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5      0.0      0.0     63.0     98.2     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       20       16       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,177
COMMITMENTS
     310      908        4   11,540   10,780   11,854   11,692      323      485

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      1,730)
       0       90        0    1,730    1,550    1,730    1,640        0       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      7.5      0.0     94.8     88.5     97.3     96.0      2.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        1       25       23       27       26
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,757
COMMITMENTS
   1,010       38      277    7,095    8,122    8,382    8,437      375      320

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      0.4      3.2     81.0     92.7     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       17       19       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,527,563
COMMITMENTS
 404,848   97,714  981,627  1037763  1339176  2424238  2418516  103,325  109,047

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     72,242)
  12,665   -7,194   37,378   13,137   36,503   63,180   66,687    9,062    5,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      3.9     38.8     41.1     53.0     95.9     95.7      4.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     165      102      208       93      108      348      340
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      117,810
COMMITMENTS
   7,172   26,047   25,517   84,942   64,771  117,632  116,334      178    1,475

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     13,655)
    -211      668    1,804   12,838   11,253   14,432   13,725     -777      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     22.1     21.7     72.1     55.0     99.8     98.7      0.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        9       10       19       21       31       34
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,124
COMMITMENTS
  61,446   12,653      607   57,349   96,646  119,402  109,906   39,722   49,218

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        882)
     233      302      180      457   -1,067      870     -585       12    1,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6      8.0      0.4     36.0     60.7     75.0     69.1     25.0     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        4        3       16       18       24       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,828
COMMITMENTS
   5,882    1,994    2,981   15,914   20,230   24,778   25,205    1,050      623

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:         38)
     418      240       48     -241     -158      226      130     -188      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      7.7     11.5     61.6     78.3     95.9     97.6      4.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      10        3        9       16       15       27       26
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      221,274
COMMITMENTS
  21,223      236   30,090  162,191  182,469  213,504  212,794    7,770    8,480

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      2,138)
    -866       -6      989    1,884    1,676    2,007    2,658      131     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.1     13.6     73.3     82.5     96.5     96.2      3.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        1       10       29       29       39       39
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,763
COMMITMENTS
  10,015    2,406    1,358   46,477   50,718   57,850   54,482    1,913    5,281

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:       -528)
      66        0     -439      -55       -9     -428     -448     -100      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      4.0      2.3     77.8     84.9     96.8     91.2      3.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        6       16       15       27       21
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,015
COMMITMENTS
  12,288   15,671   25,065   37,341   34,011   74,694   74,747    5,321    5,268

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        919)
     679     -143     -814       44      766      -91     -191    1,009    1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     19.6     31.3     46.7     42.5     93.3     93.4      6.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12        6       17       17       14       35       33
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,628
COMMITMENTS
   2,480    1,329        0    2,792    4,126    5,272    5,455      356      173

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:       -154)
     -22      -90      -12     -170      -71     -204     -173       50       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.1     23.6      0.0     49.6     73.3     93.7     96.9      6.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        6        0       11       12       18       18
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,645
COMMITMENTS
   1,740    2,624    3,028   53,344   53,797   58,111   59,449    9,533    8,196

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        652)
    -108      -79      228      176      211      296      361      356      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.9      4.5     78.9     79.5     85.9     87.9     14.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        4       19       20       24       24
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,554
COMMITMENTS
  14,520   14,326   15,419   17,473   17,303   47,412   47,048      142      506

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      6,495)
   3,216      824    2,734      567    2,983    6,517    6,542      -22      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     30.1     32.4     36.7     36.4     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        8        9       18       17       32       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       44,391
COMMITMENTS
  26,812    3,310    4,304   10,768   35,926   41,883   43,540    2,508      851

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      1,102)
     821     -114      325     -199      855      947    1,066      155       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.4      7.5      9.7     24.3     80.9     94.4     98.1      5.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      80       36       17       32       41      125       89
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       67,831
COMMITMENTS
  42,745   13,891    1,885   18,653   48,477   63,282   64,252    4,549    3,579

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        341)
   1,104   -1,607     -927        8    3,132      186      598      155     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.0     20.5      2.8     27.5     71.5     93.3     94.7      6.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      91       37       24       33       38      133       94
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      292,195
COMMITMENTS
  75,327   28,639   47,982  148,346  198,956  271,654  275,576   20,541   16,619

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     20,970)
   3,757    1,782    2,334   14,085   15,735   20,176   19,852      794    1,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      9.8     16.4     50.8     68.1     93.0     94.3      7.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      53       42       52       78       92      165      159
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,066
COMMITMENTS
   3,462       52    1,174    3,609    8,006    8,245    9,232    3,821    2,834

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -3,693)
  -2,095     -137     -549   -1,647   -3,110   -4,291   -3,796      598      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      0.4      9.7     29.9     66.4     68.3     76.5     31.7     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        4       10       13       15       17
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       15,156
COMMITMENTS
   4,796    9,345    1,709    8,510    4,102   15,015   15,156      141        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        441)
    -187     -143      492      136       92      441      441        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     61.7     11.3     56.1     27.1     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        7        6        6       17       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,182
COMMITMENTS
     444    1,505      587    7,094    5,796    8,125    7,888       57      294

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        756)
      13       38      -51      794      769      756      756        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     18.4      7.2     86.7     70.8     99.3     96.4      0.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        2       29       28       33       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       65,673
COMMITMENTS
      40    3,162      400   64,577   62,089   65,017   65,651      656       22

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      2,608)
     -75     -558   -2,948    5,835    6,114    2,812    2,608     -204        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.8      0.6     98.3     94.5     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        5        2       36       30       39       35
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,845
COMMITMENTS
   3,716      125      100    5,933    9,620    9,749    9,845       96        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        315)
       0   -1,230      -15      330    1,560      315      315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7      1.3      1.0     60.3     97.7     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       17       12       20       14
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,587
COMMITMENTS
   1,693        0        0   49,876   51,587   51,569   51,587       18        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        -86)
       0   -1,567     -813      727    2,294      -86      -86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.0     96.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        0       29       20       33       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,299
COMMITMENTS
     875    4,694      125   11,299    7,180   12,299   11,999        0      300

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:       -350)
    -375        0      -50       75     -300     -350     -350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     38.2      1.0     91.9     58.4    100.0     97.6      0.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        3       29       21       34       27
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,447
COMMITMENTS
   1,556    7,070    1,379   32,984   27,950   35,919   36,399      528       48

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        126)
  -1,649   -1,059     -518    2,293    1,703      126      126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     19.4      3.8     90.5     76.7     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        8        7       40       43       48       56
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,279
COMMITMENTS
   1,594    1,617      395   12,245   12,267   14,234   14,279       45        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        243)
      79     -181     -133      297      557      243      243        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     11.3      2.8     85.8     85.9     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        5        3       24       32       31       40
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,796
COMMITMENTS
   4,125      300      895   10,650   14,601   15,670   15,796      126        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        295)
       0   -1,056        0      295    1,351      295      295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      1.9      5.7     67.4     92.4     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        3       13       10       18       14
 
 
FAME BIODIESEL V GASOIL SPR SP - NEW YORK MERCANTILE EXCHANGE        Code-869654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,510
COMMITMENTS
     330      230      150    1,930    1,900    2,410    2,280      100      230

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:       -555)
    -260      -40     -120     -155     -335     -535     -495      -20      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      9.2      6.0     76.9     75.7     96.0     90.8      4.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        3       10       13       14       16
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,279
COMMITMENTS
   2,255    1,445      332   19,417   19,437   22,004   21,214    3,275    4,065

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        357)
      72        0     -453      853      436      472      -17     -115      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      5.7      1.3     76.8     76.9     87.0     83.9     13.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       17       22       21       24
```

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Updated June 14, 2013