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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,771
COMMITMENTS
   1,880      888      970   37,627   38,903   40,477   40,761      294       10

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -6,732)
   1,215      -33   -1,136   -6,793   -5,573   -6,714   -6,742      -18       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      2.2      2.4     92.3     95.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        1       36       45       38       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,293
COMMITMENTS
       0        0        0   14,072   14,119   14,072   14,119      221      174

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,774)
       0        0        0   -2,780   -2,783   -2,780   -2,783        6        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     98.8     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       23       21       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,093
COMMITMENTS
      51      514      598   11,062   10,616   11,711   11,728    1,382    1,365

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,921)
    -179     -248      -52   -2,936   -2,879   -3,167   -3,179      246      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      3.9      4.6     84.5     81.1     89.4     89.6     10.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        4       34       37       38       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,547
COMMITMENTS
     570      164      234    5,152    5,610    5,956    6,008      591      539

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,132)
     150       56     -369   -1,800   -1,792   -2,019   -2,105     -113      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      2.5      3.6     78.7     85.7     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        3        4       42       48       46       54
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,314
COMMITMENTS
      60      569      522    5,115    4,926    5,697    6,017      617      297

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,932)
     -55      289     -384   -1,716   -1,925   -2,155   -2,020      223       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      9.0      8.3     81.0     78.0     90.2     95.3      9.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       24       23       26       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,049
COMMITMENTS
      85       15       10    2,749    2,468    2,844    2,493      205      556

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -561)
     -50      -30        0     -448     -499     -498     -529      -63      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.5      0.3     90.2     80.9     93.3     81.8      6.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       23       23       25       24
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,873
COMMITMENTS
     114       27      139    2,230    2,370    2,483    2,536      390      337

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -336)
      64      -48      -13     -300     -176     -249     -237      -87      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.9      4.8     77.6     82.5     86.4     88.3     13.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        4       23       23       27       27
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,867
COMMITMENTS
       0        0        0    7,747    7,847    7,747    7,847      120       20

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,870)
       0        0        0   -2,865   -2,852   -2,865   -2,852       -5      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     99.7     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       17       24       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,692
COMMITMENTS
       0    3,316      332   31,360   28,044   31,692   31,692        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      1,224)
       0      667     -493    1,737    1,050    1,244    1,224      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.5      1.0     99.0     88.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       28       23       29       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      305,430
COMMITMENTS
  57,297   23,631   55,579  150,343  201,970  263,219  281,180   42,211   24,250

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     26,638)
   3,689      398    2,422   17,090   24,302   23,200   27,122    3,438     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      7.7     18.2     49.2     66.1     86.2     92.1     13.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      42       30       38       68       80      137      128
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,210,568
COMMITMENTS
 256,948  412,962  421,374  464,555  327,113  1142878  1161449   67,690   49,119

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     16,862)
  12,262    4,482    2,371    4,555    6,469   19,188   13,322   -2,327    3,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     34.1     34.8     38.4     27.0     94.4     95.9      5.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     115      108      153       76       68      280      255
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,362,934
COMMITMENTS
  83,459   28,764  432,101  842,709  899,030  1358269  1359894    4,665    3,040

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     49,210)
   5,610    3,810   22,879   20,662   22,321   49,151   49,011       59      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      2.1     31.7     61.8     66.0     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      46       26       56       65       59      129      123
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      136,229
COMMITMENTS
  46,693   48,039   26,525   59,839   58,385  133,057  132,949    3,172    3,281

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      3,450)
     119     -730    1,701    1,440    2,381    3,260    3,352      190       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     35.3     19.5     43.9     42.9     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        8       13       21       22       41       36
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       52,782
COMMITMENTS
  27,638   19,496   17,608    7,091   15,017   52,337   52,121      445      661

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      3,612)
   2,434    2,563    1,129        9     -101    3,572    3,591       40       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.4     36.9     33.4     13.4     28.5     99.2     98.7      0.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       11       12       13       17       26       34
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,311,690
COMMITMENTS
 528,478   37,058  649,411  1090899  1601817  2268788  2288286   42,902   23,404

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     47,040)
  18,026    4,829   22,872    5,625   20,017   46,523   47,718      517     -678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      1.6     28.1     47.2     69.3     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      33       12       38       81       75      127      116
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      874,372
COMMITMENTS
  49,470  161,819  189,023  626,852  517,060  865,345  867,902    9,027    6,470

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     36,189)
  13,977   22,116      782   21,606   13,773   36,365   36,671     -176     -482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     18.5     21.6     71.7     59.1     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15       25       26       35       35       68       68
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,170
COMMITMENTS
   1,779      310      438    4,440    5,995    6,657    6,743      513      427

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -365)
      40        0     -195     -145     -275     -300     -470      -65      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      4.3      6.1     61.9     83.6     92.8     94.0      7.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        4        9       12       15       16
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       30,034
COMMITMENTS
   9,466    9,806    7,329   13,009   12,345   29,804   29,480      230      554

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,381)
    -399   -1,172     -428     -564      -85   -1,391   -1,685       10      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     32.6     24.4     43.3     41.1     99.2     98.2      0.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13       11       20       12       13       33       36
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,665
COMMITMENTS
   5,815    3,450    2,430    2,775    5,115   11,020   10,995      645      670

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,135)
     315      -10     -905     -795     -265   -1,385   -1,180      250       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.8     29.6     20.8     23.8     43.8     94.5     94.3      5.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6       10       12        7       10       20       25
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,230
COMMITMENTS
   1,526      646    1,250   17,201   18,069   19,977   19,965      253      265

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,598)
     262       29      314   -2,248   -1,959   -1,672   -1,616       74       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      3.2      6.2     85.0     89.3     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        7        7       31       32       42       41
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,782
COMMITMENTS
      30      201      106    1,205    1,120    1,341    1,427      441      355

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,006)
    -136     -335       16   -1,020     -771   -1,140   -1,090      134       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     11.3      5.9     67.6     62.9     75.3     80.1     24.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       19       21       21       24
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      111,287
COMMITMENTS
   3,799    2,041    9,388   95,771   98,528  108,957  109,957    2,330    1,330

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      2,719)
     389      137      539    1,293    1,977    2,221    2,653      498       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.8      8.4     86.1     88.5     97.9     98.8      2.1      1.2

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 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,637
COMMITMENTS
   2,985      208    1,320   13,310   16,325   17,615   17,853    1,022      784

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -691)
     500      -86     -256     -893     -617     -649     -959      -42      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      1.1      7.1     71.4     87.6     94.5     95.8      5.5      4.2

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 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,632
COMMITMENTS
   1,758      480      774    8,602    9,549   11,134   10,803      498      829

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:          1)
       0        0        0        0     -108        0     -108        1      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      4.1      6.7     73.9     82.1     95.7     92.9      4.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       17       18       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       17,110
COMMITMENTS
     456      880      550   14,433   14,936   15,439   16,366    1,671      744

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,478)
    -122     -200      -48   -1,350   -1,244   -1,520   -1,492       42       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      5.1      3.2     84.4     87.3     90.2     95.7      9.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       24       27       26
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,383
COMMITMENTS
      82        0        0   51,301   51,383   51,383   51,383        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -4,392)
      82        0        0   -4,474   -4,392   -4,392   -4,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       17       21       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      803,366
COMMITMENTS
       0        0        0  803,366  803,366  803,366  803,366        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -53,552)
       0        0        0  -53,552  -53,552  -53,552  -53,552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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:       26)
       0        0        0       17       17       17       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,450
COMMITMENTS
   1,020        0        0   60,175   61,343   61,195   61,343      255      107

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -6,338)
     215        0        0   -6,553   -6,318   -6,338   -6,318        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     97.9     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       16       27       17       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      787,574
COMMITMENTS
       0        0        0  787,574  787,574  787,574  787,574        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:   -113,632)
    -848        0        0 -112,784 -113,632 -113,632 -113,632        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,287
COMMITMENTS
   6,275    1,226      215   45,542   50,846   52,032   52,287      255        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,360)
     745      845   -2,045   -2,060   -2,160   -3,360   -3,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      2.3      0.4     87.1     97.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       22       18       25       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,080,862
COMMITMENTS
  29,076  116,920    5,781  1046005  958,161  1080862  1080862        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -33,840)
  -3,816   19,080   -2,544  -27,480  -50,376  -33,840  -33,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,295
COMMITMENTS
       0    3,500        0   35,040   31,540   35,040   35,040      255      255

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,960)
       0      -20        0   -4,195   -3,940   -4,195   -3,960      235        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,100
COMMITMENTS
       0    5,100        0   33,100   28,000   33,100   33,100        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,120)
    -200     -100        0   -2,920   -3,020   -3,120   -3,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.4      0.0    100.0     84.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13       15       13       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,626
COMMITMENTS
       0    2,586        0   21,583   20,040   21,583   22,626    1,043        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -617)
     -60     -580        0     -537      -17     -597     -597      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.4      0.0     95.4     88.6     95.4    100.0      4.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       16       11       16       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      531,915
COMMITMENTS
   1,680   11,555   23,480  506,755  496,880  531,915  531,915        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -74,984)
   1,680   -9,408       80  -76,744  -65,656  -74,984  -74,984        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      843,282
COMMITMENTS
       0   91,800   23,320  819,962  728,162  843,282  843,282        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -34,344)
  -4,240  -27,560   23,320  -53,424  -30,104  -34,344  -34,344        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.9      2.8     97.2     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       14       18       15       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      458,149
COMMITMENTS
  78,299   34,634   27,726  352,124  395,789  458,149  458,149        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -49,050)
     982   28,408  -29,680  -20,352  -47,778  -49,050  -49,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      7.6      6.1     76.9     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       14       15       17       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      228,600
COMMITMENTS
       0    9,551        0  228,600  219,049  228,600  228,600        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -8,416)
       0    1,760        0   -8,416  -10,176   -8,416   -8,416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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:       24)
       0        3        0       14       12       14       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,386
COMMITMENTS
     105       43       41    4,240    4,302    4,386    4,386        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:         54)
       6       -3       -1       50       59       54       54       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.0      0.9     96.7     98.1    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 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,157
COMMITMENTS
     955        0       63   27,585   28,652   28,603   28,715      554      442

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,497)
    -140        0        0   -3,199   -3,653   -3,339   -3,653     -158      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.2     94.6     98.3     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       30       32       32       33
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,257
COMMITMENTS
      13      905       45    4,901    3,851    4,959    4,801      298      456

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,260)
    -109     -105        4   -1,188   -1,213   -1,293   -1,314       33       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     17.2      0.9     93.2     73.3     94.3     91.3      5.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        1       20       18       21       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,877
COMMITMENTS
     730       47       60    7,635    8,295    8,425    8,402      452      475

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -906)
     -65       47       60     -863   -1,094     -868     -987      -38       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.5      0.7     86.0     93.4     94.9     94.6      5.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       16       17       19       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,171,021
COMMITMENTS
 359,618   99,420  777,687  947,012  1205311  2084317  2082418   86,705   88,604

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     20,785)
   7,591   -7,865    8,443   -2,705   13,470   13,329   14,048    7,456    6,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      4.6     35.8     43.6     55.5     96.0     95.9      4.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     152      101      202       93      101      344      325
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,534
COMMITMENTS
   1,820   14,406   19,015   65,700   51,710   86,535   85,130    1,999    3,404

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     15,300)
   1,339    2,426    6,218    7,958    6,340   15,515   14,984     -215      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     16.3     21.5     74.2     58.4     97.7     96.2      2.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        5       18       17       24       24
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      166,769
COMMITMENTS
  55,496   14,109    3,521   60,012   99,469  119,029  117,099   47,740   49,670

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -10,293)
  -4,789     -949      -30   -7,597  -10,302  -12,416  -11,281    2,123      988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3      8.5      2.1     36.0     59.6     71.4     70.2     28.6     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        4       13       16       20       22
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,372
COMMITMENTS
   8,376    1,369    4,879   19,924   27,066   33,179   33,314    2,193    2,058

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:         52)
    -276      -14      580     -386     -697      -82     -131      134      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      3.9     13.8     56.3     76.5     93.8     94.2      6.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        2        7       14       14       25       22
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      286,284
COMMITMENTS
  18,218    3,627   48,658  211,853  226,492  278,729  278,777    7,555    7,506

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:        -64)
    -939      525     -202    1,194       -4       52      319     -116     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      1.3     17.0     74.0     79.1     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        3       12       28       28       40       40
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       69,534
COMMITMENTS
   7,862    2,553    6,252   52,187   53,225   66,301   62,030    3,233    7,504

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      2,044)
     907        0      371     -193      841    1,085    1,212      959      832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      3.7      9.0     75.1     76.5     95.4     89.2      4.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        3        7       15       14       25       21
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,842
COMMITMENTS
   3,398    2,073    8,870   36,573   37,907   48,841   48,850    2,001    1,992

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,657)
     363     -450   -2,464     -421      257   -2,522   -2,657     -135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      4.1     17.4     71.9     74.6     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        4       14       13       19       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,944
COMMITMENTS
   5,596    7,773   10,851   16,087   13,018   32,534   31,642    2,410    3,302

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      2,042)
   1,117      443    1,702       69     -496    2,888    1,649     -847      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     22.2     31.1     46.0     37.3     93.1     90.6      6.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        8       12       14       14       28       28
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,604
COMMITMENTS
   1,494      660       12    2,518    3,412    4,025    4,085      580      519

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -423)
     -48      -20      -98     -241     -297     -387     -415      -36       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5     14.3      0.3     54.7     74.1     87.4     88.7     12.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        1       12       11       19       15
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       77,166
COMMITMENTS
   3,911      259    2,186   60,684   65,678   66,781   68,124   10,385    9,043

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:         60)
     594      -39      141      892    1,838    1,627    1,940   -1,567   -1,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.3      2.8     78.6     85.1     86.5     88.3     13.5     11.7

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 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       30,803
COMMITMENTS
  20,244    3,011    1,659    6,486   25,056   28,389   29,727    2,415    1,077

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,490)
  -3,500      -10      416    1,833   -2,161   -1,251   -1,755     -239      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.7      9.8      5.4     21.1     81.3     92.2     96.5      7.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      84       27       20       33       37      130       77
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,564
COMMITMENTS
  45,489    7,051    1,449   13,081   55,388   60,020   63,888    6,545    2,676

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      5,097)
   1,722      -16       78    3,566    4,605    5,366    4,667     -268      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.3     10.6      2.2     19.7     83.2     90.2     96.0      9.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      96       34       16       31       36      129       84
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      306,570
COMMITMENTS
 107,119   29,118   45,590  126,823  219,449  279,532  294,157   27,038   12,413

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     17,273)
   7,857      375    2,134    6,325   13,287   16,316   15,796      956    1,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      9.5     14.9     41.4     71.6     91.2     96.0      8.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      86       22       51       72       84      183      142
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,562
COMMITMENTS
     537      465      135    7,860    7,942    8,532    8,542       30       20

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -239)
    -148        0        0      -91     -259     -239     -259        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      5.4      1.6     91.8     92.8     99.6     99.8      0.4      0.2

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 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,560
COMMITMENTS
     439    1,267      137    5,984    4,802    6,560    6,206        0      354

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,997)
     289   -2,278     -299   -3,987   -1,577   -3,997   -4,154        0      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     19.3      2.1     91.2     73.2    100.0     94.6      0.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       29       22       32       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,172
COMMITMENTS
     937      950      100   36,486   37,092   37,523   38,142      649       30

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -7,617)
  -1,775      100      100   -6,073   -7,807   -7,748   -7,607      131      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.5      0.3     95.6     97.2     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        1       33       29       38       33
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,573
COMMITMENTS
     900        0        0    6,563    7,573    7,463    7,573      110        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,636)
     250      -50     -300   -1,540   -1,286   -1,590   -1,636      -46        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      0.0      0.0     86.7    100.0     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       14        8       16        8
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,125
COMMITMENTS
     503      400        0   15,379   15,725   15,882   16,125      243        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,206)
     -86        0        0   -1,140   -1,206   -1,226   -1,206       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      2.5      0.0     95.4     97.5     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       21       20       23       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,119
COMMITMENTS
   1,350    7,829       25   12,694    6,215   14,069   14,069       50       50

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,760)
      50     -600      -75   -1,735   -1,085   -1,760   -1,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     55.5      0.2     89.9     44.0     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        1       27       15       32       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,590
COMMITMENTS
   2,619    4,911   10,983   41,867   39,591   55,469   55,485      121      105

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -9,239)
  -1,364      672   -1,083   -6,795   -8,811   -9,242   -9,222        3      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      8.8     19.8     75.3     71.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        8        6       39       39       48       51
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,346
COMMITMENTS
     807      648      668   11,739   11,673   13,214   12,989      132      357

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -6,065)
     575   -4,427     -592   -6,048     -947   -6,065   -5,966        0      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      4.9      5.0     88.0     87.5     99.0     97.3      1.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        2       24       25       27       29
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,126
COMMITMENTS
   1,953        0      447   17,712   19,292   20,112   19,739    3,014    3,387

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -4,300)
  -1,789   -1,966     -338   -4,500   -1,525   -6,627   -3,829    2,327     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.0      1.9     76.6     83.4     87.0     85.4     13.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       23       19       24
```

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Updated January 15, 2013