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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      162,476
COMMITMENTS
  14,693    6,121    3,001  144,777  153,354  162,471  162,476        5        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        279)
     -89        3      323       45      -47      279      279        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      3.8      1.8     89.1     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        4        5        9       10       16       16
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,360
COMMITMENTS
   3,929      991       64   30,176   33,176   34,169   34,231      191      129

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,364)
     437       -3        0    1,927    2,367    2,364    2,364        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      2.9      0.2     87.8     96.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        7        1       31       40       32       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,207
COMMITMENTS
       0        0        0   12,106   12,123   12,106   12,123      101       84

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        295)
       0        0        0      295      295      295      295        0        0

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:       27)
       0        0        0       18       22       18       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,100
COMMITMENTS
     737      491      115    9,104    9,465    9,956   10,071    1,144    1,029

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         -7)
       9       27       -1      119       21      127       47     -134      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      4.4      1.0     82.0     85.3     89.7     90.7     10.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        4       32       30       36       35
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,686
COMMITMENTS
     222      270      195    5,656    5,582    6,073    6,047      613      639

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        695)
      24      217       19      610      414      653      650       42       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      4.0      2.9     84.6     83.5     90.8     90.4      9.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        4       40       41       45       46
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,564
COMMITMENTS
       0       51        0    2,038    2,065    2,038    2,116      526      448

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        144)
       0       51        0      120      100      120      151       24       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.0     79.5     80.5     79.5     82.5     20.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       24       21       24       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,801
COMMITMENTS
     214       51      203    3,905    4,089    4,322    4,343      479      458

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        353)
      32       51       55      297      261      384      367      -31      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.1      4.2     81.3     85.2     90.0     90.5     10.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        4       29       37       33       42
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,536
COMMITMENTS
       0        0        0   10,446   10,536   10,446   10,536       90        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        402)
       0        0        0      402      402      402      402        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       14       20       14
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,373
COMMITMENTS
     164      216      132    9,442    9,666    9,738   10,014      635      359

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        257)
       9      -40       40      205      204      254      204        3       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.1      1.3     91.0     93.2     93.9     96.5      6.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        2       20       18       25       21
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,652
COMMITMENTS
      95      383       60    2,461    2,123    2,616    2,566       36       86

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          0)
       0      -10        0        0        0        0      -10        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     14.4      2.3     92.8     80.1     98.6     96.8      1.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        2       15       13       20       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,033
COMMITMENTS
       0    5,053      150   27,603   22,830   27,753   28,033      280        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,175)
       0      360       75    1,100      740    1,175    1,175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.0      0.5     98.5     81.4     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       33       17       34       18
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,567
COMMITMENTS
       0      216       56    3,772    3,925    3,828    4,197      739      370

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         50)
       0        5       18      122       12      140       35      -90       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      1.2     82.6     85.9     83.8     91.9     16.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       17       17       18       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      325,010
COMMITMENTS
  52,849   56,497   46,790  188,948  193,631  288,587  296,919   36,423   28,091

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     12,904)
   8,943   -4,207   -1,935    4,640   17,858   11,648   11,717    1,256    1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     17.4     14.4     58.1     59.6     88.8     91.4     11.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      37       35       39       76       80      139      130
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,450,233
COMMITMENTS
 316,043  423,112  555,195  512,211  427,574  1383449  1405880   66,784   44,352

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     29,588)
  -8,221   -2,892   20,719   16,713   13,002   29,211   30,829      377   -1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     29.2     38.3     35.3     29.5     95.4     96.9      4.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     115       86      150       70       67      265      245
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,353,735
COMMITMENTS
 100,107   40,586  460,620  788,316  850,446  1349043  1351651    4,691    2,083

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     -4,170)
    -125     -867     -416   -3,754   -2,838   -4,294   -4,120      124      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      3.0     34.0     58.2     62.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      49       26       60       64       57      136      120
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      385,133
COMMITMENTS
 122,839   86,551   91,774  163,727  200,278  378,340  378,603    6,793    6,529

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,793)
   2,409      461       61     -818    1,243    1,652    1,765      141       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9     22.5     23.8     42.5     52.0     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14       12       26       29       33       58       60
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       74,874
COMMITMENTS
  20,302   15,848   39,559   14,614   18,940   74,475   74,347      399      527

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     -2,740)
  -1,601     -839   -1,110     -122     -905   -2,833   -2,854       93      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     21.2     52.8     19.5     25.3     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       15       22       16       21       39       45
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,691,493
COMMITMENTS
 914,019   61,745  746,661  993,866  1863852  2654546  2672258   36,947   19,235

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     -1,503)
   5,477     -667   -5,091   -2,888    4,239   -2,502   -1,519      999       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0      2.3     27.7     36.9     69.2     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      37       14       45       84       81      134      130
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      984,606
COMMITMENTS
  33,452  184,712  252,152  694,738  543,189  980,342  980,053    4,264    4,553

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     17,465)
  -4,404    5,071   13,672    8,344   -1,101   17,612   17,642     -147     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     18.8     25.6     70.6     55.2     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      16       27       29       41       42       73       82
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,400
COMMITMENTS
   1,780      510      750    4,665    5,680    7,195    6,940      205      460

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:       -270)
    -200      -45      -85       25     -185     -260     -315      -10       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      6.9     10.1     63.0     76.8     97.2     93.8      2.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        3       11       14       16       17
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       12,981
COMMITMENTS
     618    1,087    1,744   10,490   10,073   12,852   12,904      130       77

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:       -147)
      30      -77       83     -154      -48      -41      -42     -107     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      8.4     13.4     80.8     77.6     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       17       17       20       20
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       70,130
COMMITMENTS
  19,458   16,496   23,494   26,086   29,299   69,038   69,289    1,092      841

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,001)
   1,318     -262    1,584     -871      549    2,031    1,871      -30      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     23.5     33.5     37.2     41.8     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      17       16       31       15       16       46       49
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       23,361
COMMITMENTS
   6,173   10,604    5,081   11,115    7,412   22,369   23,097      992      264

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,095)
     540      720      385    1,100    1,020    2,025    2,125       70      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     45.4     21.7     47.6     31.7     95.8     98.9      4.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10       17       22       10       10       35       34
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       32,994
COMMITMENTS
   3,360      639      967   28,296   31,241   32,622   32,846      372      147

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,072)
     114      103     -234    2,405    2,364    2,284    2,233     -212     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      1.9      2.9     85.8     94.7     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13        8       10       39       51       56       66
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,862
COMMITMENTS
     167      115       53    1,127    1,102    1,347    1,270      515      592

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         92)
      21       27        3      -50      -46      -26      -16      118      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      6.2      2.8     60.5     59.2     72.3     68.2     27.7     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        2       16       17       19       22
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,386
COMMITMENTS
     160      185      195    1,543    1,866    1,898    2,246      488      140

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        400)
       5      -26       80      344      456      429      510      -29     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      7.8      8.2     64.7     78.2     79.5     94.1     20.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        3       20       31       25       37
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       78,010
COMMITMENTS
   1,629    1,202    5,430   69,385   69,652   76,444   76,283    1,565    1,727

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         54)
       3       19      -25      106       59       84       53      -30        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.5      7.0     88.9     89.3     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        5       29       31       35       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,004
COMMITMENTS
   2,247        0      728    8,132   10,730   11,108   11,458      896      546

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        -14)
     -11        0        0       -3      -14      -14      -14       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      0.0      6.1     67.7     89.4     92.5     95.5      7.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       17       12       20       14
 
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE           Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        5,241
COMMITMENTS
       0      952        0    4,630    3,382    4,630    4,334      611      907

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         13)
       0        0        0       12     -120       12     -120        1      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.2      0.0     88.3     64.5     88.3     82.7     11.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       17       12       17       14
 
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE        Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        9,834
COMMITMENTS
   1,390      882      906    6,874    7,632    9,170    9,420      664      414

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        312)
       0        0        0      312      312      312      312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      9.0      9.2     69.9     77.6     93.2     95.8      6.8      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 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       15,070
COMMITMENTS
     180      558    1,332   11,890   12,284   13,402   14,174    1,668      896

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.7      8.8     78.9     81.5     88.9     94.1     11.1      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 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,409
COMMITMENTS
       0        0        0   33,409   33,409   33,409   33,409        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        299)
       0        0        0      299      299      299      299        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:       29)
       0        0        0       19       15       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      645,282
COMMITMENTS
       0        0        0  645,282  645,282  645,282  645,282        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      5,072)
       0        0        0    5,072    5,072    5,072    5,072        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       20       14       20       14
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,151
COMMITMENTS
   2,058   13,299        0   18,965    7,468   21,023   20,767      128      384

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     62.9      0.0     89.7     35.3     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12        8       14        9
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,975
COMMITMENTS
       0        0        0   46,465   46,975   46,465   46,975      510        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,253)
       0        0        0    1,253    1,253    1,253    1,253        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       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 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      696,812
COMMITMENTS
       0        0        0  696,812  696,812  696,812  696,812        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     23,400)
       0        0        0   23,400   23,400   23,400   23,400        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 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,535
COMMITMENTS
  13,330    1,345    1,275   52,675   64,787   67,280   67,407      255      128

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      5,803)
       0        0        0    5,803    5,803    5,803    5,803        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      2.0      1.9     78.0     95.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       22       17       24       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,509,492
COMMITMENTS
 191,246  359,310    5,781  1312465  1144401  1509492  1509492        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     23,320)
       0        0        0   23,320   23,320   23,320   23,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     23.8      0.4     86.9     75.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        1       25       25       27       30
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,498
COMMITMENTS
       0    3,186        0   22,370   18,865   22,370   22,051      128      447

CHANGES FROM 07/09/13 (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     14.2      0.0     99.4     83.9     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12       10       12       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,425
COMMITMENTS
     126   10,026        0   40,044   30,399   40,170   40,425      255        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,805)
       0      100        0    1,805    1,705    1,805    1,805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     24.8      0.0     99.1     75.2     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       16       14       17       15
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,701
COMMITMENTS
   5,052    8,047    4,324   36,325   33,330   45,701   45,701        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,299)
       0    1,275        0    2,299    1,024    2,299    2,299        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     17.6      9.5     79.5     72.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        3       18       16       22       19
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,447
COMMITMENTS
       0    1,495      424   31,469   30,229   31,893   32,148      554      299

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      7,786)
       0      110        0    8,041    7,676    8,041    7,786     -255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      1.3     97.0     93.2     98.3     99.1      1.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       17       20       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,440
COMMITMENTS
       0      955      105   39,207   38,380   39,312   39,440      128        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      4,168)
       0     -105      105    4,063    4,168    4,168    4,168        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      0.3     99.4     97.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       21       20       22       21
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      403,085
COMMITMENTS
  29,425        0   27,032  346,628  376,053  403,085  403,085        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      6.7     86.0     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       16       15       18       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      907,977
COMMITMENTS
       0   63,753   23,320  884,657  820,904  907,977  907,977        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      6,352)
       0        0        0    6,352    6,352    6,352    6,352        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      2.6     97.4     90.4    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 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,100,218
COMMITMENTS
 317,263  381,318    7,482  775,473  711,418  1100218  1100218        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,352)
       0   -2,352    2,352        0    2,352    2,352    2,352        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     34.7      0.7     70.5     64.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       17       15       22       17
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      380,622
COMMITMENTS
  46,916        0        0  333,706  380,622  380,622  380,622        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     79,320)
       0        0        0   79,320   79,320   79,320   79,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      0.0      0.0     87.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       14       17       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      501,588
COMMITMENTS
       0   40,215        0  501,588  461,373  501,588  501,588        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     60,712)
       0        0        0   60,712   60,712   60,712   60,712        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.0      0.0    100.0     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       17       20       17       22
 
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      272,090
COMMITMENTS
       0   11,361        0  272,090  260,729  272,090  272,090        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     23,320)
       0        0        0   23,320   23,320   23,320   23,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.0    100.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       15       12       15       14
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      385,904
COMMITMENTS
       0   13,840        0  385,904  372,064  385,904  385,904        0        0

CHANGES FROM 07/09/13 (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      3.6      0.0    100.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       12       15       13
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,871
COMMITMENTS
     247        0      151    4,460    4,713    4,858    4,864       13        7

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        -40)
      -4        0       -4      -31      -36      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0      3.1     91.6     96.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       18       19       21       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,371
COMMITMENTS
     882      130      245   21,840   22,498   22,967   22,873      404      498

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        909)
    -125       25      125      924      640      924      790      -15      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.6      1.0     93.4     96.3     98.3     97.9      1.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        2       38       36       41       39
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,748
COMMITMENTS
     260      454       67   13,275   12,776   13,602   13,297      146      451

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        706)
       0     -200       67      767      819      834      686     -128       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      3.3      0.5     96.6     92.9     98.9     96.7      1.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       26       23       28       25
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,298
COMMITMENTS
     930      792      170    7,872    8,217    8,972    9,179      326      119

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        595)
       0      204        0      595      391      595      595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      8.5      1.8     84.7     88.4     96.5     98.7      3.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       19       17       22       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,797,224
COMMITMENTS
 467,613   88,248  1071064  1146809  1525794  2685486  2685106  111,738  112,117

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:    124,241)
  22,332   -4,536   61,383   39,375   66,287  123,090  123,135    1,151    1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      3.2     38.3     41.0     54.5     96.0     96.0      4.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     170      105      203       94      108      357      340
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      164,793
COMMITMENTS
  23,088   10,997   34,432  106,459  117,870  163,979  163,299      815    1,495

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     22,641)
   7,734   -1,727   12,645    2,087   11,738   22,467   22,656      174      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      6.7     20.9     64.6     71.5     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        5        8       20       22       30       32
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      163,854
COMMITMENTS
  56,196   13,940      718   57,093   99,481  114,007  114,139   49,847   49,715

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,245)
     260      942       -8      756    1,322    1,008    2,256    1,237      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      8.5      0.4     34.8     60.7     69.6     69.7     30.4     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        3       14       16       20       21
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,303
COMMITMENTS
   5,997    1,949    4,852   16,963   21,363   27,812   28,163    1,491    1,140

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        674)
     331     -210      194      107      517      632      501       42      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      6.7     16.6     57.9     72.9     94.9     96.1      5.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        5        9       16       16       27       28
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      240,333
COMMITMENTS
  25,019      211   35,073  166,052  189,542  226,144  224,826   14,189   15,507

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      9,474)
   1,833      -12    2,211    4,470    5,776    8,514    7,974      960    1,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      0.1     14.6     69.1     78.9     94.1     93.5      5.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        1       10       24       24       34       34
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,128
COMMITMENTS
   9,830    1,409    1,909   46,126   50,843   57,865   54,161    2,263    5,967

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,843)
   2,780        0       95   -1,032    1,848    1,843    1,943        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      2.3      3.2     76.7     84.6     96.2     90.1      3.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        3        6       16       15       25       21
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       82,043
COMMITMENTS
   9,597   16,664   26,263   41,901   35,543   77,761   78,470    4,282    3,573

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     -1,582)
  -1,247      679   -1,530    1,054       46   -1,722     -805      141     -777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     20.3     32.0     51.1     43.3     94.8     95.6      5.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14        8       18       16       15       36       36
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,612
COMMITMENTS
   2,006      240       63    2,093    3,994    4,162    4,297      451      315

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:       -186)
      17      -78       -1      -92        9      -76      -70     -110     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5      5.2      1.4     45.4     86.6     90.2     93.2      9.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        5        1       11       12       19       17
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       72,306
COMMITMENTS
   1,422    3,428    3,506   53,634   56,139   58,562   63,073   13,744    9,233

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        214)
    -809       82      693      351     -525      235      250      -21      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      4.7      4.8     74.2     77.6     81.0     87.2     19.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        3       18       19       22       22
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,723
COMMITMENTS
  17,298   17,775   10,294   21,754   20,869   49,345   48,938      378      785

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        336)
  -1,001      220       15    1,236       -2      250      233       86      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8     35.7     20.7     43.8     42.0     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        7        8       16       16       29       26
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,823
COMMITMENTS
   9,800   21,353   13,896   31,806   19,307   55,501   54,556      321    1,267

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     38.3     24.9     57.0     34.6     99.4     97.7      0.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        5        9        6       16       14
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       40,930
COMMITMENTS
  25,705    2,657    4,706    8,940   32,576   39,351   39,939    1,579      991

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        728)
     757   -1,607      928   -1,035    1,678      651      999       77     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.8      6.5     11.5     21.8     79.6     96.1     97.6      3.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      65       32       24       29       44      110       94
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,488
COMMITMENTS
  41,635   17,969    1,910   18,140   41,521   61,686   61,400    3,802    4,088

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:       -131)
    -174   -1,608      -29      -79    1,507     -282     -131      151       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.6     27.4      2.9     27.7     63.4     94.2     93.8      5.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      78       49       18       34       38      119      100
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      289,698
COMMITMENTS
  87,785   35,042   46,784  131,407  194,020  265,977  275,847   23,722   13,852

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     13,422)
  11,267    2,111    1,564   -3,437   10,583    9,394   14,257    4,028     -835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     12.1     16.1     45.4     67.0     91.8     95.2      8.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      64       36       50       78      104      170      168
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,166
COMMITMENTS
   7,330        0    1,187    3,514    9,405   12,031   10,592    3,135    4,574

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3      0.0      7.8     23.2     62.0     79.3     69.8     20.7     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        0        5        9       14       16       19
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        8,424
COMMITMENTS
       0        0        0    7,288    7,446    7,288    7,446    1,136      978

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.5     88.4     86.5     88.4     13.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       18       19       18
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,404
COMMITMENTS
   4,414    9,631    1,235    8,535    3,538   14,184   14,404      220        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        489)
     150       75        0      339      414      489      489        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     66.9      8.6     59.3     24.6     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        4        6        6        4       16       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,930
COMMITMENTS
     456    1,300      360    6,078    5,004    6,894    6,664       36      266

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        805)
     -50       26      -50      905      829      805      805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     18.8      5.2     87.7     72.2     99.5     96.2      0.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        2       29       22       34       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       70,430
COMMITMENTS
     863    4,057      150   69,012   66,211   70,025   70,418      405       12

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      4,113)
     100      350      100    4,013    3,663    4,213    4,113     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      5.8      0.2     98.0     94.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        4        1       39       35       44       39
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,280
COMMITMENTS
   2,581        0       60    4,549    7,175    7,190    7,235       90       45

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:       -210)
    -150        0        0      -60     -210     -210     -210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5      0.0      0.8     62.5     98.6     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        1       14       11       18       12
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       57,639
COMMITMENTS
   1,159        0        0   56,237   57,639   57,396   57,639      243        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,250)
      20        0        0    1,005    1,250    1,025    1,250      225        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     97.6    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        0       32       20       35       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,064
COMMITMENTS
     725    4,494       75   12,189    8,270   12,989   12,839       75      225

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        625)
       0      150        0      550      550      550      700       75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     34.4      0.6     93.3     63.3     99.4     98.3      0.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        4        2       25       18       29       24
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,068
COMMITMENTS
   1,533    1,136      283    4,192    4,619    6,008    6,038       60       30

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     18.7      4.7     69.1     76.1     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       12       13       14       16
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,352
COMMITMENTS
   1,732    5,092      747   29,359   26,308   31,838   32,147      514      205

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         -3)
      50     -234       36     -176      147      -90      -51       87       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     15.7      2.3     90.7     81.3     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        8        4       36       39       42       50
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,998
COMMITMENTS
     873      832    1,228   11,870   11,908   13,971   13,968       27       30

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        857)
     284      130       23      555      674      862      827       -5       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.9      8.8     84.8     85.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        7        6       29       32       37       42
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,331
COMMITMENTS
     180        0       20    1,001    1,142    1,201    1,162      130      169

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        270)
      65        0      -25      200      262      240      237       30       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.0      1.5     75.2     85.8     90.2     87.3      9.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       15       17       18       18
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,808
COMMITMENTS
   4,110      300      870   10,600   14,518   15,580   15,688      228      120

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      240      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      1.9      5.5     67.1     91.8     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        3       13       10       18       14
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,803
COMMITMENTS
   3,222    1,801      201   17,576   17,447   20,999   19,449    3,804    5,354

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,980)
     662       75       51    1,132    1,409    1,845    1,535      135      445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      7.3      0.8     70.9     70.3     84.7     78.4     15.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       18       22       22       25
```

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Updated July 19, 2013