```
 
 
IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      165,733
COMMITMENTS
  16,493    4,620    4,029  145,211  157,084  165,733  165,733        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        237)
     398        0      -42     -119      279      237      237        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      2.8      2.4     87.6     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        1        7       11       10       19       18
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,442
COMMITMENTS
   4,595    1,069      100   32,571   36,121   37,266   37,290      176      152

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,594)
      50     -172        0    2,549    2,751    2,599    2,579       -5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      2.9      0.3     87.0     96.5     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        6        1       33       43       36       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,241
COMMITMENTS
       0        0        0   13,135   13,143   13,135   13,143      106       98

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        142)
       0        0        0      142      154      142      154        0      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     99.3     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       26       21       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,497
COMMITMENTS
     436      426      135    9,739    9,737   10,310   10,298    1,187    1,199

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         90)
      12        3       45       35       49       92       97       -2       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      3.7      1.2     84.7     84.7     89.7     89.6     10.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       32       32       35       36
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,315
COMMITMENTS
     483    1,425      365    6,727    5,699    7,575    7,489      740      826

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        697)
      19      144      137      508      346      664      627       33       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     17.1      4.4     80.9     68.5     91.1     90.1      8.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        3        5       42       40       47       47
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,137
COMMITMENTS
       0      159      109    2,398    2,561    2,507    2,829      630      308

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        115)
       0      -20        0       90      140       90      120       25       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      3.5     76.4     81.6     79.9     90.2     20.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       18       23       19
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,685
COMMITMENTS
      40      152       11    1,957    2,057    2,008    2,220      677      465

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         80)
       0       35        0       40      -15       40       20       40       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      5.7      0.4     72.9     76.6     74.8     82.7     25.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       23       20       25       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,459
COMMITMENTS
     416      214      179    4,315    4,536    4,910    4,929      549      530

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        172)
       2       10       50       80      125      132      185       40      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      3.9      3.3     79.0     83.1     89.9     90.3     10.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        1        4       33       38       38       42
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,574
COMMITMENTS
       0       40        0   10,494   10,534   10,494   10,574       80        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,039)
       0       40        0    1,039      999    1,039    1,039        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.0     99.2     99.6     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       15       14       15       15
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,884
COMMITMENTS
      49      201       97    9,227    9,201    9,373    9,499      511      385

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -218)
     -61      -20        0     -193     -161     -254     -181       36      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.0      1.0     93.4     93.1     94.8     96.1      5.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       24       23       26       26
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,061
COMMITMENTS
     161       35       40    2,775    2,886    2,976    2,961       85      100

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        210)
       0      -30       10      200      230      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.1      1.3     90.7     94.3     97.2     96.7      2.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       16       17       19       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,378
COMMITMENTS
       0    4,994        0   28,093   23,364   28,093   28,358      285       20

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,569)
       0      250        0    1,569    1,319    1,569    1,569        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.6      0.0     99.0     82.3     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       38       20       38       21
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,775
COMMITMENTS
       0      402       79    4,232    4,061    4,311    4,542      464      233

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        293)
       0       50        2      271      241      273      293       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      1.7     88.6     85.0     90.3     95.1      9.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        1       23       18       24       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      312,881
COMMITMENTS
  73,973   61,108   40,583  152,546  186,551  267,102  288,243   45,779   24,638

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    -21,845)
   2,870   -1,016   -8,375  -16,424   -9,136  -21,929  -18,527       83   -3,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     19.5     13.0     48.8     59.6     85.4     92.1     14.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      45       26       40       78       77      147      121
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,889
COMMITMENTS
   1,317    1,501      350   11,265   11,154   12,932   13,005    2,957    2,884

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,517)
     100      152      350    1,246    1,020    1,696    1,522     -179       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      9.4      2.2     70.9     70.2     81.4     81.8     18.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       20       19       22       23
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,356,754
COMMITMENTS
 289,330  425,676  505,106  498,893  382,385  1293328  1313167   63,426   43,587

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    -45,724)
 -10,350   -9,584  -27,853   -2,863   -3,900  -41,066  -41,337   -4,658   -4,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     31.4     37.2     36.8     28.2     95.3     96.8      4.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     109      112      153       71       71      270      266
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,222,142
COMMITMENTS
  77,620   20,619  419,735  720,404  779,774  1217759  1220128    4,383    2,014

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    -86,715)
  -7,502   -3,960  -40,472  -38,541  -42,187  -86,515  -86,619     -200      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      1.7     34.3     58.9     63.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      50       18       55       63       58      128      116
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      399,556
COMMITMENTS
 116,117   86,014   93,889  179,621  214,342  389,627  394,245    9,929    5,311

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     11,119)
  -1,660    2,129    1,663    9,662    7,888    9,664   11,679    1,454     -561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     21.5     23.5     45.0     53.6     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18       14       30       32       35       66       66
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       28,650
COMMITMENTS
   9,025    8,658    4,093   13,255   13,634   26,373   26,385    2,277    2,265

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      4,721)
   3,473    2,472     -736    2,453    3,982    5,190    5,718     -469     -997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     30.2     14.3     46.3     47.6     92.1     92.1      7.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        7        8        9        8       22       18
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       80,686
COMMITMENTS
  18,380   13,224   46,473   15,506   20,628   80,359   80,325      327      361

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        700)
    -755      132      940      491     -376      676      696       24        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     16.4     57.6     19.2     25.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13       13       23       17       21       40       47
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,739,204
COMMITMENTS
 952,873   82,418  731,252  1019118  1906912  2703243  2720582   35,961   18,622

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     44,946)
  15,358      -32    3,429   26,777   38,808   45,564   42,205     -618    2,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8      3.0     26.7     37.2     69.6     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      40       14       47       89       85      143      136
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      984,248
COMMITMENTS
  52,470  209,749  242,843  685,362  528,493  980,675  981,085    3,573    3,163

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     19,963)
  11,413    9,793     -271    7,101   10,505   18,243   20,027    1,720      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     21.3     24.7     69.6     53.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      16       31       33       42       42       78       86
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,885
COMMITMENTS
   1,695      745      795    5,160    5,905    7,650    7,445      235      440

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        -95)
    -170      240       85      -25     -435     -110     -110       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      9.4     10.1     65.4     74.9     97.0     94.4      3.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        3       15       15       20       18
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       11,776
COMMITMENTS
   1,185    1,590    1,305    9,075    8,784   11,565   11,679      211       97

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -551)
     376      152     -206     -700     -491     -530     -545      -21       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     13.5     11.1     77.1     74.6     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       17       16       20       19
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       75,231
COMMITMENTS
  23,728   16,084   23,683   26,791   34,489   74,202   74,256    1,029      975

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -234)
     191      336     -518      228      118      -99      -64     -135     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     21.4     31.5     35.6     45.8     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      18       15       30       16       15       47       47
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       27,117
COMMITMENTS
   6,502   13,700    4,997   14,880    8,175   26,379   26,872      738      245

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        805)
     324     -191       11      655    1,140      990      960     -185     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     50.5     18.4     54.9     30.1     97.3     99.1      2.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       20       20       12       11       34       37
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       33,874
COMMITMENTS
     750      762    1,004   31,767   31,909   33,520   33,675      354      200

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,563)
    -390      124       98    1,809    1,327    1,517    1,549       46       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      2.2      3.0     93.8     94.2     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8        3        7       37       48       47       58
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,342
COMMITMENTS
       0      126       12    1,781    1,585    1,793    1,723      549      619

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         31)
       0        6      -11       45       19       34       14       -3       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      0.5     76.0     67.7     76.6     73.6     23.4     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       20       17       22       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,816
COMMITMENTS
     131        0       27    1,208    1,216    1,366    1,243      450      573

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        103)
       2        0        0      140      106      142      106      -39       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.0      1.5     66.5     67.0     75.2     68.4     24.8     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       18       18       20       19
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,019
COMMITMENTS
     469      207       95    2,068    2,467    2,632    2,769      387      250

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         58)
     -22       47        0      105       48       83       95      -25      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      6.9      3.1     68.5     81.7     87.2     91.7     12.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        3       27       30       33       36
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,920
COMMITMENTS
   1,519    2,336    4,708   61,328   60,987   67,554   68,030    5,367    4,890

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        101)
     -11      191      -15       41       -5       15      171       86      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      3.2      6.5     84.1     83.6     92.6     93.3      7.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        4       29       31       34       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,309
COMMITMENTS
   2,478        0      714    7,277   10,107   10,469   10,821      840      488

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         42)
      41        0        0        0       42       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      0.0      6.3     64.3     89.4     92.6     95.7      7.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       17       12       20       15
 
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE           Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        4,948
COMMITMENTS
       0      848        0    4,278    3,276    4,278    4,124      670      824

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         -1)
       0        0        0        0        0        0        0       -1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.1      0.0     86.5     66.2     86.5     83.3     13.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       16       11       16       13
 
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE        Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        9,159
COMMITMENTS
   1,404      938      776    6,331    7,061    8,511    8,775      648      384

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     10.2      8.5     69.1     77.1     92.9     95.8      7.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       18       17       20       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,631
COMMITMENTS
     150      592    1,298   11,624   11,879   13,072   13,769    1,559      862

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -11        0      -11        0       11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      4.0      8.9     79.4     81.2     89.3     94.1     10.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       22       22       25       24
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,958
COMMITMENTS
     343      443        0   34,615   34,515   34,958   34,958        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.3      0.0     99.0     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       20       16       21       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      693,844
COMMITMENTS
   4,680    4,680        0  689,164  689,164  693,844  693,844        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.7      0.0     99.3     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       21       14       22       15
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       19,725
COMMITMENTS
   1,722   11,743        0   17,897    7,620   19,619   19,363      106      362

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     59.5      0.0     90.7     38.6     99.5     98.2      0.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       12       10       14       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,125
COMMITMENTS
       0        0        0   42,615   43,125   42,615   43,125      510        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       17       13       17
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      644,676
COMMITMENTS
       0        0        0  644,676  644,676  644,676  644,676        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       15       17       15
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       70,048
COMMITMENTS
  13,265    1,169    2,550   53,978   66,223   69,793   69,942      255      106

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      1.7      3.6     77.1     94.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        1       22       20       24       23
 
 
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE         Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,534,571
COMMITMENTS
 307,278  351,470    5,781  1221512  1177320  1534571  1534571        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     22.9      0.4     79.6     76.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        1       25       26       27       31
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,179
COMMITMENTS
       0    2,550      484   21,695   18,742   22,179   21,776        0      403

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        200)
       0      200        0      200        0      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.5      2.2     97.8     84.5    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       13       11       14       13
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,883
COMMITMENTS
     126    9,652        0   47,757   38,231   47,883   47,883        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     20.2      0.0     99.7     79.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       17       19       18       20
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,664
COMMITMENTS
   6,619    9,602    3,712   38,333   35,350   48,664   48,664        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     19.7      7.6     78.8     72.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       22       17       26       20
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,714
COMMITMENTS
       0    1,849    1,606   35,576   34,237   37,182   37,692      532       22

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,364)
       0        0        0    1,364    1,364    1,364    1,364        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      4.3     94.3     90.8     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       19       21       20
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,345
COMMITMENTS
       0      640      205   42,034   41,500   42,239   42,345      106        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,470)
       0        0        0    2,470    2,470    2,470    2,470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.5     99.3     98.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        2       22       21       24       23
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,463
COMMITMENTS
       0        0        0   18,251   18,314   18,251   18,314      212      149

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        115)
       0        0        0      115      115      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9     99.2     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       14       17       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      376,037
COMMITMENTS
  29,425        0   25,856  320,756  350,181  376,037  376,037        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      6.9     85.3     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       15       15       17       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      920,366
COMMITMENTS
       0   59,049   23,320  897,046  837,997  920,366  920,366        0        0

CHANGES FROM 08/20/13 (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      6.4      2.5     97.5     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       17       22       18       23
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,141,597
COMMITMENTS
 318,439  521,454    6,306  816,852  613,837  1141597  1141597        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     45.7      0.6     71.6     53.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        1       18       15       23       16
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      502,741
COMMITMENTS
  45,348   28,080        0  457,393  474,661  502,741  502,741        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      9,050)
       0        0        0    9,050    9,050    9,050    9,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      5.6      0.0     91.0     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       17       19       18
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      490,237
COMMITMENTS
       0   33,943        0  490,237  456,294  490,237  490,237        0        0

CHANGES FROM 08/20/13 (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      6.9      0.0    100.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       20       20       20       22
 
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      295,959
COMMITMENTS
       0    8,617        0  295,959  287,342  295,959  295,959        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     10,605)
       0        0        0   10,605   10,605   10,605   10,605        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      0.0    100.0     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       11       16       13
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      427,240
COMMITMENTS
       0    9,920        0  427,240  417,320  427,240  427,240        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     25,320)
       0        0        0   25,320   25,320   25,320   25,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      0.0    100.0     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       12       17       13
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        5,050
COMMITMENTS
     303        0      145    4,602    4,905    5,050    5,050        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          8)
       0        0       -7       15       16        8        8        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.0      2.9     91.1     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        3       19       20       22       23
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,606
COMMITMENTS
     507      120      125   22,487   22,626   23,119   22,871      487      735

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        455)
       0        0        0      431      429      431      429       24       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.5      0.5     95.3     95.8     97.9     96.9      2.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        1       34       32       36       34
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,025
COMMITMENTS
     225      379      148   14,483   14,022   14,856   14,549      169      476

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        379)
       0      189     -170      542      358      372      377        7        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      2.5      1.0     96.4     93.3     98.9     96.8      1.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       29       21       31       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,138
COMMITMENTS
     805      861      230    7,737    7,828    8,772    8,919      366      219

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        165)
       0       75      -30      195      120      165      165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      9.4      2.5     84.7     85.7     96.0     97.6      4.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       17       15       20       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,668,947
COMMITMENTS
 492,963   99,677  977,538  1084745  1493196  2555246  2570411  113,701   98,536

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     84,763)
  11,548   -2,336   40,119   28,290   49,330   79,956   87,112    4,807   -2,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      3.7     36.6     40.6     55.9     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     171      102      197       98      112      357      339
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      156,949
COMMITMENTS
  11,682   22,367   33,381  111,783  100,203  156,846  155,951      103      998

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     -3,378)
  -2,449     -574   -2,423    1,662     -401   -3,211   -3,398     -167       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     14.3     21.3     71.2     63.8     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        6        8       20       21       30       31
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      164,358
COMMITMENTS
  61,013   17,342    1,333   56,730  108,453  119,076  127,128   45,282   37,230

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,238)
   1,129    1,239     -663    2,256    1,428    2,722    2,004     -484      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1     10.6      0.8     34.5     66.0     72.4     77.3     27.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        5        4       17       18       26       24
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,481
COMMITMENTS
   7,499    1,419    6,894   20,042   26,759   34,435   35,072    2,046    1,409

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,731)
     796      -85       60    1,575    2,500    2,431    2,475      300      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      3.9     18.9     54.9     73.4     94.4     96.1      5.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        7       13       15       15       32       30
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      255,726
COMMITMENTS
  33,911      325   35,497  174,121  204,828  243,529  240,651   12,197   15,075

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     15,830)
   3,699       44    2,937    8,178   11,986   14,814   14,967    1,016      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      0.1     13.9     68.1     80.1     95.2     94.1      4.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        1       11       25       25       36       36
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,580
COMMITMENTS
   2,102    2,172      727   42,343   39,007   45,172   41,906    2,408    5,674

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -304)
    -256      300       66     -339     -882     -529     -516      225      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      4.6      1.5     89.0     82.0     94.9     88.1      5.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       15       14       20       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,901
COMMITMENTS
  18,219   14,646   21,678   41,787   45,582   81,684   81,906    4,217    3,995

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      3,838)
   1,723      911      984    1,030    2,263    3,737    4,158      101     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     17.0     25.2     48.6     53.1     95.1     95.3      4.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        6       15       16       15       33       30
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,943
COMMITMENTS
   2,220      223      300    3,006    5,168    5,526    5,691      417      252

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        959)
     219      -82       19      652      897      890      835       69      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      3.8      5.1     50.6     87.0     93.0     95.8      7.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        3        2       10       12       17       17
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       82,747
COMMITMENTS
   1,439    3,262    4,534   60,744   65,044   66,717   72,840   16,030    9,907

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      7,953)
      98     -783      628    6,149    7,689    6,876    7,534    1,078      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      3.9      5.5     73.4     78.6     80.6     88.0     19.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        3       19       19       23       22
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,870
COMMITMENTS
  11,603   13,044    8,371   21,290   19,595   41,264   41,010      606      860

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,503)
    -786    1,198       -8    2,075      306    1,281    1,495      222        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     31.2     20.0     50.8     46.8     98.6     97.9      1.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        5        6       18       18       28       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       42,317
COMMITMENTS
  28,160    2,356    3,357    8,357   35,694   39,874   41,407    2,442      910

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     -1,351)
    -211      -78     -377     -674     -938   -1,263   -1,394      -89       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.5      5.6      7.9     19.7     84.4     94.2     97.8      5.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      74       31       16       31       42      118       82
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       74,924
COMMITMENTS
  46,460    6,672    3,891   19,210   61,935   69,561   72,498    5,363    2,426

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     -2,466)
     -31   -1,362     -144   -3,015     -771   -3,189   -2,277      724     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.0      8.9      5.2     25.6     82.7     92.8     96.8      7.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      85       21       19       33       40      128       77
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      288,261
COMMITMENTS
  97,524   42,675   31,211  135,558  199,860  264,293  273,746   23,968   14,515

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     -1,855)
   1,983   -2,080   -1,459   -3,603    2,883   -3,079     -656    1,224   -1,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8     14.8     10.8     47.0     69.3     91.7     95.0      8.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      66       38       43       74       89      166      150
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,521
COMMITMENTS
   8,879        0      623    3,209   10,400   12,711   11,023    3,810    5,498

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        417)
     310        0       -8       25      320      327      312       90      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.7      0.0      3.8     19.4     63.0     76.9     66.7     23.1     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        0        4        7       14       14       18
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,288
COMMITMENTS
       0        0        0   14,718   13,639   14,718   13,639      570    1,649

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        427)
       0        0        0      592      104      592      104     -165      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.3     89.2     96.3     89.2      3.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       16       15       16
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        8,760
COMMITMENTS
       0      150      150    6,437    6,685    6,587    6,985    2,173    1,775

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      1.7     73.5     76.3     75.2     79.7     24.8     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       16       18       17
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,235
COMMITMENTS
  10,529        0      849    8,472   17,370   19,850   18,219    2,385    4,016

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        297)
     595        0      -95     -178      -60      322     -155      -25      452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.4      0.0      3.8     38.1     78.1     89.3     81.9     10.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        2       10       18       13       20
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,953
COMMITMENTS
   4,528    9,845    1,386    8,834    3,692   14,748   14,923      205       30

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        -46)
     -35     -209       45      -62      118      -52      -46        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     65.8      9.3     59.1     24.7     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4        5        6        5       16       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,871
COMMITMENTS
     937    1,736      158    6,679    5,728    7,774    7,622       97      249

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,260)
      71      102       50    1,160    1,108    1,281    1,260      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     22.1      2.0     84.9     72.8     98.8     96.8      1.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        2       26       24       31       28
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       76,944
COMMITMENTS
   1,047    3,157      350   75,094   73,429   76,491   76,936      453        8

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,354)
      50     -100      -50    2,354    2,504    2,354    2,354        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      4.1      0.5     97.6     95.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        3        2       42       34       49       37
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,714
COMMITMENTS
   2,976        0      158    7,526   10,526   10,660   10,684       54       30

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,099)
     135        0      133    1,831    1,966    2,099    2,099        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      0.0      1.5     70.2     98.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        2       17       13       20       15
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,936
COMMITMENTS
     986      215        0   52,915   53,706   53,901   53,921       35       15

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -785)
     -10        0        0     -715     -800     -725     -800      -60       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.4      0.0     98.1     99.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        0       33       23       36       25
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,139
COMMITMENTS
     700    3,394       75   11,214    8,445   11,989   11,914      150      225

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        200)
     -25      -25       25      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     28.0      0.6     92.4     69.6     98.8     98.1      1.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        3       25       22       30       27
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,764
COMMITMENTS
   1,067    1,166      168    4,445    4,400    5,680    5,734       84       30

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        257)
     161        0        0       72      257      233      257       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     20.2      2.9     77.1     76.3     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       12       12       15       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,025
COMMITMENTS
   1,545    4,801    1,289   30,877   27,785   33,711   33,875      314      150

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        545)
       0      856      -51      731     -266      680      539     -135        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     14.1      3.8     90.7     81.7     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        8        5       41       40       47       51
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,124
COMMITMENTS
     802    1,158      423   10,749   10,456   11,974   12,037      150       87

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          9)
       0       80        0      -51      -41      -51       39       60      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      9.6      3.5     88.7     86.2     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        5        4       28       33       33       40
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,337
COMMITMENTS
     385      100       70    1,627    1,957    2,082    2,127      255      210

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        300)
     270        0      -40      110      330      340      290      -40       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      4.3      3.0     69.6     83.7     89.1     91.0     10.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        2       21       19       26       22
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,626
COMMITMENTS
   4,095      300      845   11,236   15,121   16,176   16,266      450      360

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        414)
       0        0        0      474      474      474      474      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      1.8      5.1     67.6     90.9     97.3     97.8      2.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       13       12       17       15
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,627
COMMITMENTS
   3,272    1,208      202   21,344   20,275   24,818   21,685      809    3,942

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        982)
       0     -176        1    1,131      861    1,132      686     -150      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      4.7      0.8     83.3     79.1     96.8     84.6      3.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        3       25       29       30       32
```

----

Updated August 30, 2013