```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,768
COMMITMENTS
   2,189      768      850   37,435   39,129   40,474   40,747      294       21

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        520)
      83        0     -120      557      629      520      509        0       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      1.9      2.1     91.8     96.0     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        2        1       37       47       39       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,975
COMMITMENTS
       0        0        0   20,754   20,763   20,754   20,763      221      212

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      3,174)
       0        0        0    3,174    3,163    3,174    3,163        0       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9     99.0     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       22       25       22       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,385
COMMITMENTS
     175      669      578   11,247   10,790   12,000   12,037    1,385    1,348

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:         -2)
      88       95      -36      -59      -83       -7      -24        5       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      5.0      4.3     84.0     80.6     89.7     89.9     10.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        2        5       38       39       43       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,337
COMMITMENTS
     650      159      362    5,715    6,254    6,727    6,775      610      562

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        423)
      48        0      135      374      409      557      544     -134     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      2.2      4.9     77.9     85.2     91.7     92.3      8.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        3        5       45       48       51       55
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,667
COMMITMENTS
      90      584      582    5,340    5,186    6,012    6,352      655      315

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        175)
       0       -5        0      152      162      152      157       23       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      8.8      8.7     80.1     77.8     90.2     95.3      9.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       25       23       27       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,365
COMMITMENTS
     120       95        0    2,941    2,635    3,061    2,730      304      635

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        135)
      25       70        0       51       66       76      136       59       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      2.8      0.0     87.4     78.3     91.0     81.1      9.0     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        0       24       23       25       25
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,600
COMMITMENTS
     125       17      162    2,909    3,056    3,196    3,235      404      365

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        377)
       6       -5       35      361      343      402      373      -25        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.5      4.5     80.8     84.9     88.8     89.9     11.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        4       27       29       31       33
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,061
COMMITMENTS
       0        0        0    9,941   10,031    9,941   10,031      120       30

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8     99.7     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       24       18       24       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,788
COMMITMENTS
      84    3,601      332   32,306   28,855   32,722   32,788       66        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        192)
       0       60        0      192      132      192      192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     11.0      1.0     98.5     88.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       28       23       30       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      324,524
COMMITMENTS
  58,126   30,881   63,320  158,436  202,810  279,881  297,011   44,642   27,513

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      7,607)
      -3    2,530    6,712   -1,359   -2,582    5,350    6,659    2,257      948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      9.5     19.5     48.8     62.5     86.2     91.5     13.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      39       32       41       73       77      137      130
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,217,919
COMMITMENTS
 245,644  393,663  461,647  447,946  316,082  1155237  1171393   62,681   46,526

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      2,297)
  -1,703   -6,768   15,852   -9,460     -990    4,689    8,094   -2,392   -5,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     32.3     37.9     36.8     26.0     94.9     96.2      5.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     117      105      164       78       75      291      261
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,416,684
COMMITMENTS
  79,874   28,686  472,796  859,510  912,295  1412180  1413777    4,503    2,907

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     29,729)
   4,321    2,064   15,154   10,031   12,260   29,506   29,478      223      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      2.0     33.4     60.7     64.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      46       32       63       69       62      139      133
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      157,846
COMMITMENTS
  53,789   48,454   31,096   67,804   74,427  152,689  153,976    5,157    3,869

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      9,119)
   5,887    3,945      833      668    4,090    7,388    8,868    1,731      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     30.7     19.7     43.0     47.2     96.7     97.5      3.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14        8       15       22       23       43       39
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       52,382
COMMITMENTS
  26,580   17,430   18,204    7,200   16,083   51,984   51,717      398      665

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        293)
      83      233       82      149      -19      314      295      -20       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.7     33.3     34.8     13.7     30.7     99.2     98.7      0.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       12       12       13       17       26       36
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,348,650
COMMITMENTS
 571,805   34,415  617,352  1117853  1672678  2307010  2324445   41,640   24,205

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     16,821)
  38,431   -2,377  -24,923    2,430   43,437   15,938   16,137      883      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      1.5     26.3     47.6     71.2     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      37       12       43       82       77      133      123
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      934,443
COMMITMENTS
  56,931  180,154  211,098  657,176  536,657  925,205  927,909    9,238    6,534

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     48,031)
   5,305   22,235    9,093   34,116   16,742   48,514   48,070     -483      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     19.3     22.6     70.3     57.4     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       25       29       34       34       70       68
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       32,136
COMMITMENTS
   8,850    9,955    9,369   13,519   12,405   31,738   31,729      398      407

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,662)
    -435      105    1,207      770      380    1,542    1,692      120      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     31.0     29.2     42.1     38.6     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       15       22       14       12       38       36
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,990
COMMITMENTS
   6,095    4,055    2,915    3,430    5,480   12,440   12,450      550      540

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,000)
      35      335      360      725      415    1,120    1,110     -120     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.9     31.2     22.4     26.4     42.2     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6       12       14        8       10       23       27
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,623
COMMITMENTS
   1,515      886    1,310   20,554   21,196   23,378   23,392      245      232

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        965)
     -10      110      -80      979      941      889      970       76       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      3.7      5.5     87.0     89.7     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        6        5       31       36       40       43
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,598
COMMITMENTS
       0       90        0    1,783    1,896    1,783    1,986      815      612

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        129)
       0       90        0      127      101      127      191        2      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      0.0     68.6     73.0     68.6     76.4     31.4     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       17       20       17       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,251
COMMITMENTS
     107      402      126    1,535    1,346    1,768    1,874      483      377

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        204)
       2       81       10      169      105      181      196       23        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     17.9      5.6     68.2     59.8     78.5     83.3     21.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       20       19       23       24
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,286
COMMITMENTS
     104       50        5      976    1,173    1,085    1,228      201       58

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      3.9      0.4     75.9     91.2     84.4     95.5     15.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       11       17       13       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      108,572
COMMITMENTS
   3,240    1,986    8,863   94,250   96,131  106,354  106,980    2,218    1,591

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:       -860)
    -191      -22     -160     -465     -692     -815     -874      -45       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.8      8.2     86.8     88.5     98.0     98.5      2.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        5       27       29       33       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,232
COMMITMENTS
   2,543      158    1,320   13,347   15,960   17,210   17,438    1,022      794

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        -32)
     -79        0        0       47      -32      -32      -32       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      0.9      7.2     73.2     87.5     94.4     95.6      5.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       18       14       21       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,780
COMMITMENTS
   1,970      480      582    8,726    9,885   11,278   10,947      502      833

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:         25)
     212        0     -192        4      216       24       24        1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      4.1      4.9     74.1     83.9     95.7     92.9      4.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       18       18       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       17,110
COMMITMENTS
     456      880      550   14,433   14,864   15,439   16,294    1,671      816

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -72        0      -72        0       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      5.1      3.2     84.4     86.9     90.2     95.2      9.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       24       27       26
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,405
COMMITMENTS
     210        0        0   52,195   52,385   52,405   52,385        0       20

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        788)
       0        0        0      788      788      788      788        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       21       17       22       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      840,957
COMMITMENTS
       0        0        0  840,957  840,957  840,957  840,957        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     17,328)
       0        0        0   17,328   17,328   17,328   17,328        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:       27)
       0        0        0       19       17       19       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,821
COMMITMENTS
   1,020        0        0   61,546   62,714   62,566   62,714      255      107

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,220)
       0        0        0    1,220    1,220    1,220    1,220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     98.0     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       16       27       17       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      815,882
COMMITMENTS
       0        0        0  815,882  815,882  815,882  815,882        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     22,774)
       0        0        0   22,774   22,774   22,774   22,774        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:       33)
       0        0        0       18       21       18       21
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,562
COMMITMENTS
   7,550    1,226      215   45,542   52,121   53,307   53,562      255        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      2.3      0.4     85.0     97.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       22       18       25       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,080,862
COMMITMENTS
  29,076  116,920    5,781  1046005  958,161  1080862  1080862        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     10.8      0.5     96.8     88.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       24       22       27       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,295
COMMITMENTS
       0    3,500        0   35,040   31,540   35,040   35,040      255      255

CHANGES FROM 01/15/13 (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      9.9      0.0     99.3     89.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        9       15       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,375
COMMITMENTS
       0    6,375        0   34,375   28,000   34,375   34,375        0        0

CHANGES FROM 01/15/13 (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     18.5      0.0    100.0     81.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       15       14       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,626
COMMITMENTS
       0    2,586        0   22,349   20,040   22,349   22,626      277        0

CHANGES FROM 01/15/13 (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     11.4      0.0     98.8     88.6     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        0       17       11       17       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      531,915
COMMITMENTS
   1,680   11,555   23,480  506,755  496,880  531,915  531,915        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      2.2      4.4     95.3     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14        9       15       11
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      879,650
COMMITMENTS
       0  103,560   23,320  856,330  752,770  879,650  879,650        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     16,936)
       0        0        0   16,936   16,936   16,936   16,936        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.8      2.7     97.3     85.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       18       16       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      470,840
COMMITMENTS
  90,059   34,634   27,726  353,055  408,480  470,840  470,840        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      7.4      5.9     75.0     86.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       16       17       17
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      229,007
COMMITMENTS
       0    9,551        0  229,007  219,456  229,007  229,007        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        407)
       0        0        0      407      407      407      407        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.0    100.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       15       12       15       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,477
COMMITMENTS
      90       51       44    4,342    4,382    4,477    4,477        0       -0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:         -5)
      -4        2        0       -1       -8       -5       -5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.1      1.0     97.0     97.9    100.0    100.0      0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       17       19       19       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,547
COMMITMENTS
     570        0       63   29,370   30,114   30,003   30,177      544      370

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        423)
    -110        0        0      588      465      478      465      -55      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.2     96.1     98.6     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        1       36       35       38       36
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,467
COMMITMENTS
      13    1,080       45    7,071    5,911    7,129    7,036      338      431

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:         97)
       0       25        0      122       97      122      122      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     14.5      0.6     94.7     79.2     95.5     94.2      4.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        1       22       18       23       23
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,105
COMMITMENTS
     630       62       60    7,956    8,498    8,646    8,620      459      485

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       33       20       33       20       -3       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.7      0.7     87.4     93.3     95.0     94.7      5.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       15       17       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,171,909
COMMITMENTS
 382,909   97,473  790,671  908,514  1196491  2082093  2084635   89,817   87,274

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:    -37,490)
  15,686      374  -13,839  -36,594  -26,267  -34,747  -39,732   -2,743    2,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      4.5     36.4     41.8     55.1     95.9     96.0      4.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     156       94      204       96      101      346      327
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       95,583
COMMITMENTS
     887   13,690   25,046   67,791   53,161   93,725   91,897    1,858    3,686

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     -2,230)
  -1,673   -1,097    2,065   -2,408   -3,582   -2,016   -2,614     -213      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     14.3     26.2     70.9     55.6     98.1     96.1      1.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        7        7       16       17       24       25
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,015
COMMITMENTS
  61,118   14,390    3,507   64,521  107,684  129,146  125,581   44,869   48,434

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      4,226)
   2,907       18     -105    4,722    6,238    7,524    6,151   -3,298   -1,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.1      8.3      2.0     37.1     61.9     74.2     72.2     25.8     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        3       14       17       21       22
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,987
COMMITMENTS
   8,493    1,780    5,022   19,774   26,910   33,289   33,712    1,698    1,275

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:       -665)
      68      440     -150       -2      108      -83      398     -582   -1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      5.1     14.4     56.5     76.9     95.1     96.4      4.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        3        8       15       16       27       26
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      294,399
COMMITMENTS
  15,736    5,152   52,540  217,729  228,520  286,006  286,213    8,393    8,186

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      6,555)
  -2,644    1,480    2,780    5,888    2,344    6,024    6,604      531      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.8     17.8     74.0     77.6     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        4       12       28       28       40       40
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       69,616
COMMITMENTS
   8,539    2,394    8,763   49,107   50,663   66,409   61,820    3,207    7,796

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     -2,175)
     184   -1,648      945   -3,203   -1,766   -2,074   -2,469     -101      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      3.4     12.6     70.5     72.8     95.4     88.8      4.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        7       15       14       25       21
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,261
COMMITMENTS
   4,283    2,323    8,520   37,382   38,913   50,185   49,756    2,076    2,505

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:       -266)
     250      250     -150     -276     -326     -176     -226      -90      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      4.4     16.3     71.5     74.5     96.0     95.2      4.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        3       14       12       19       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,708
COMMITMENTS
   7,396    9,736   12,957   18,988   16,602   39,340   39,294    3,368    3,414

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      6,568)
     873    1,369    1,394    3,927    3,732    6,194    6,495      374       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     22.8     30.3     44.5     38.9     92.1     92.0      7.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        8       12       13       14       28       27
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,728
COMMITMENTS
   1,400      991      192    3,462    3,877    5,054    5,060      674      669

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        304)
    -151      162      181      162      -82      191      262      112       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     17.3      3.4     60.4     67.7     88.2     88.3     11.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        6        2       14       14       21       20
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       77,724
COMMITMENTS
   4,930      231    2,170   60,554   66,599   67,654   68,999   10,071    8,725

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        590)
     -64      -48       34      678      824      648      810      -58     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.3      2.8     77.9     85.7     87.0     88.8     13.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        5       16       18       21       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       37,420
COMMITMENTS
  24,518    3,641    1,937    7,738   31,027   34,194   36,605    3,227      816

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      2,738)
   2,384      167       12      -61    2,577    2,336    2,757      402      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.5      9.7      5.2     20.7     82.9     91.4     97.8      8.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      99       30       17       33       40      143       83
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       72,304
COMMITMENTS
  50,054    3,541    2,162   12,556   64,621   64,773   70,325    7,532    1,979

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     -1,114)
   2,602      268      125   -4,273   -1,155   -1,546     -762      432     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.2      4.9      3.0     17.4     89.4     89.6     97.3     10.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
     113       16       16       31       37      149       65
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      334,155
COMMITMENTS
 109,779   30,191   44,856  149,291  245,239  303,927  320,286   30,228   13,869

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      3,923)
   3,676    2,191    2,286   -3,232     -488    2,731    3,989    1,192      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      9.0     13.4     44.7     73.4     91.0     95.8      9.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      89       21       49       80       89      190      146
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       11,073
COMMITMENTS
     200        0        0   10,370   10,580   10,570   10,580      503      493

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        723)
       0        0        0    1,049      873    1,049      873     -326     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.0     93.7     95.5     95.5     95.5      4.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       17       16       18       16
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,555
COMMITMENTS
     542      465      135    7,848    7,930    8,525    8,530       30       25

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:         -3)
       0        0        0       -3       -3       -3       -3       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      5.4      1.6     91.7     92.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       13       15       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,777
COMMITMENTS
     389    1,764      187    7,111    5,472    7,687    7,423       90      354

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        754)
     -50      217       50      664      487      664      754       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     22.7      2.4     91.4     70.4     98.8     95.4      1.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        2       30       25       33       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       43,492
COMMITMENTS
   1,037    1,600      100   41,841   41,750   42,978   43,450      514       42

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        828)
     100      100        0      993      816    1,093      916     -265      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.7      0.2     96.2     96.0     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        3        1       37       36       42       40
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,672
COMMITMENTS
     975        0        0    8,587    9,672    9,562    9,672      110        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,150)
     150        0        0    1,000    1,150    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.0      0.0     88.8    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       16       10       18       10
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,414
COMMITMENTS
     503      400        0   16,806   17,014   17,309   17,414      105        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        187)
       0        0        0      400      262      400      262     -213      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      2.3      0.0     96.5     97.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        0       22       24       24       26
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,569
COMMITMENTS
   1,400    8,529       25   14,094    6,965   15,519   15,519       50       50

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        425)
       0      200        0      425      225      425      425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     54.8      0.2     90.5     44.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        5        1       29       19       34       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,634
COMMITMENTS
   1,868    2,428        0    5,766    5,206    7,634    7,634        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        175)
     -50        0        0      225      175      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     31.8      0.0     75.5     68.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0        9       14       12       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,779
COMMITMENTS
   3,986    4,325   11,087   42,567   42,262   57,640   57,674      139      105

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,116)
     756     -130     -152      494    1,398    1,098    1,116       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      7.5     19.2     73.7     73.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8        7        9       42       41       54       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,855
COMMITMENTS
     396      225        0    6,006    6,153    6,402    6,378      453      477

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        315)
       0       75        0      315      240      315      315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      3.3      0.0     87.6     89.8     93.4     93.0      6.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12       13       13       14
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,951
COMMITMENTS
   1,139        0      160    2,652    3,531    3,951    3,691        0      260

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      0.0      4.0     67.1     89.4    100.0     93.4      0.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        2       13        9       17       11
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,107
COMMITMENTS
     787    1,200      651   13,603   12,968   15,041   14,819       66      288

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        830)
     -70     -125       25      941      972      896      872      -66      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      7.9      4.3     90.0     85.8     99.6     98.1      0.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        6        2       27       29       30       36
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,431
COMMITMENTS
   1,963        0      102   20,959   23,679   23,024   23,781    3,407    2,650

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,365)
     496        0     -370      118    2,020      244    1,650    1,121     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.0      0.4     79.3     89.6     87.1     90.0     12.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       26       19       27
```

----

Updated January 25, 2013