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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    44,317:     2,828      2,169      1,875     39,288     40,226     43,991     44,270:       326         47
Old  :    44,317:     2,828      2,169      1,875     39,288     40,226     43,991     44,270:       326         47
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     3,541:      -251      1,749      1,569      2,176        196      3,494      3,514:        47         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        4.9        4.2       88.7       90.8       99.3       99.9:       0.7        0.1
Old  :     100.0:       6.4        4.9        4.2       88.7       90.8       99.3       99.9:       0.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         2          3          2         32         43         35         47:
Old  :        54:         2          3          2         32         43         35         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       35.3       66.6       54.3       40.4       22.0       50.7       31.9
Old  :                 48.6       35.3       66.6       54.3       40.4       22.0       50.7       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    23,285:       338          0        750     22,031     22,358     23,119     23,108:       166        177
Old  :    23,285:       338          0        750     22,031     22,358     23,119     23,108:       166        177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     1,831:       338          0        750        743      1,081      1,831      1,831:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        0.0        3.2       94.6       96.0       99.3       99.2:       0.7        0.8
Old  :     100.0:       1.5        0.0        3.2       94.6       96.0       99.3       99.2:       0.7        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          0          1         21         22         22         23:
Old  :        27:         1          0          1         21         22         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       46.8       84.4       73.4       23.7       14.4       26.1       20.9
Old  :                 64.0       46.8       84.4       73.4       23.7       14.4       26.1       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    12,752:       521        724        682     10,276     10,139     11,479     11,545:     1,273      1,207
Old  :    12,752:       521        724        682     10,276     10,139     11,479     11,545:     1,273      1,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       554:       150         54        232        104        213        486        499:        68         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        5.7        5.3       80.6       79.5       90.0       90.5:      10.0        9.5
Old  :     100.0:       4.1        5.7        5.3       80.6       79.5       90.0       90.5:      10.0        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         4          2          6         34         36         40         43:
Old  :        43:         4          2          6         34         36         40         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       31.7       53.9       50.2       18.7       13.2       24.8       21.1
Old  :                 34.2       31.7       53.9       50.2       18.7       13.2       24.8       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     8,881:       768        123        257      7,294      7,978      8,319      8,358:       562        523
Old  :     8,881:       768        123        257      7,294      7,978      8,319      8,358:       562        523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       599:        89         -5         90        416        439        595        524:         4         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        1.4        2.9       82.1       89.8       93.7       94.1:       6.3        5.9
Old  :     100.0:       8.6        1.4        2.9       82.1       89.8       93.7       94.1:       6.3        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         6          2          4         43         47         49         53:
Old  :        60:         6          2          4         43         47         49         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       25.6       49.4       41.1       20.0       22.7       32.9       30.7
Old  :                 28.7       25.6       49.4       41.1       20.0       22.7       32.9       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     5,250:       277        674        491      3,865      3,818      4,633      4,983:       617        267
Old  :     5,250:       277        674        491      3,865      3,818      4,633      4,983:       617        267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :        42:       120        138         60       -270       -228        -90        -30:       132         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       12.8        9.4       73.6       72.7       88.2       94.9:      11.8        5.1
Old  :     100.0:       5.3       12.8        9.4       73.6       72.7       88.2       94.9:      11.8        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          3          3         22         24         26         28:
Old  :        31:         2          3          3         22         24         26         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       41.1       53.3       60.0       20.7       28.9       29.7       37.3
Old  :                 30.7       41.1       53.3       60.0       20.7       28.9       29.7       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     3,285:       125        150          0      2,665      2,735      2,790      2,885:       495        400
Old  :     3,285:       125        150          0      2,665      2,735      2,790      2,885:       495        400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       323:        60        100          0        271        296        331        396:        -8        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        4.6        0.0       81.1       83.3       84.9       87.8:      15.1       12.2
Old  :     100.0:       3.8        4.6        0.0       81.1       83.3       84.9       87.8:      15.1       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         1          2          0         25         27         26         29:
Old  :        34:         1          2          0         25         27         26         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       30.1       50.9       46.5       22.4       22.0       36.6       36.9
Old  :                 31.1       30.1       50.9       46.5       22.4       22.0       36.6       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     4,676:       476          0         72      3,659      4,094      4,207      4,166:       469        510
Old  :     4,676:       476          0         72      3,659      4,094      4,207      4,166:       469        510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       572:        49          0         18        505        501        572        519:         0         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        0.0        1.5       78.3       87.6       90.0       89.1:      10.0       10.9
Old  :     100.0:      10.2        0.0        1.5       78.3       87.6       90.0       89.1:      10.0       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          0          2         27         29         30         31:
Old  :        35:         3          0          2         27         29         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       41.5       67.1       56.2       51.9       40.5       56.1       52.5
Old  :                 55.4       41.5       67.1       56.2       51.9       40.5       56.1       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 GALLONS)                                               :
     :          :                                                                            :
All  :    12,002:         0        533          0     11,851     11,469     11,851     12,002:       151          0
Old  :    12,002:         0        533          0     11,851     11,469     11,851     12,002:       151          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     1,010:         0        533          0      1,010        497      1,010      1,030:         0        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.4        0.0       98.7       95.6       98.7      100.0:       1.3        0.0
Old  :     100.0:       0.0        4.4        0.0       98.7       95.6       98.7      100.0:       1.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          1          0         22         19         22         20:
Old  :        30:         0          1          0         22         19         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       71.0       77.3       89.5       42.7       48.9       50.8       59.4
Old  :                 61.2       71.0       77.3       89.5       42.7       48.9       50.8       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     8,736:        86      1,594        639      7,569      6,331      8,294      8,564:       442        172
Old  :     8,736:        86      1,594        639      7,569      6,331      8,294      8,564:       442        172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       289:        86      1,108        407       -200     -1,196        293        319:        -4        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       18.2        7.3       86.6       72.5       94.9       98.0:       5.1        2.0
Old  :     100.0:       1.0       18.2        7.3       86.6       72.5       94.9       98.0:       5.1        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          4          4         16         16         20         21:
Old  :        26:         1          4          4         16         16         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       51.2       78.0       76.2       57.5       46.6       65.8       65.6
Old  :                 63.9       51.2       78.0       76.2       57.5       46.6       65.8       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                           Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    33,155:        84      5,433      1,252     31,753     26,470     33,089     33,155:        66          0
Old  :    33,155:        84      5,433      1,252     31,753     26,470     33,089     33,155:        66          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     2,872:         0      1,105      1,252      1,620        515      2,872      2,872:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       16.4        3.8       95.8       79.8       99.8      100.0:       0.2        0.0
Old  :     100.0:       0.3       16.4        3.8       95.8       79.8       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          2          2         27         19         30         21:
Old  :        33:         1          2          2         27         19         30         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       65.4       63.1       84.4       33.0       52.6       44.8       60.3
Old  :                 41.9       65.4       63.1       84.4       33.0       52.6       44.8       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   331,867:    79,614     54,720     61,666    144,490    187,324    285,771    303,711:    46,097     28,156
Old  :   331,867:    79,614     54,720     61,666    144,490    187,324    285,771    303,711:    46,097     28,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -15,452:    -8,103      7,597      4,571     -2,394    -27,578     -5,926    -15,410:    -9,526        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       16.5       18.6       43.5       56.4       86.1       91.5:      13.9        8.5
Old  :     100.0:      24.0       16.5       18.6       43.5       56.4       86.1       91.5:      13.9        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        52         29         46         71         83        149        136:
Old  :       171:        52         29         46         71         83        149        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       16.5       24.2       28.4        9.2       11.1       15.2       17.8
Old  :                 14.3       16.5       24.2       28.4        9.2       11.1       15.2       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,228,564:   250,652    383,413    452,800    458,104    338,001  1,161,556  1,174,214:    67,008     54,350
Old  : 1,228,564:   250,652    383,413    452,800    458,104    338,001  1,161,556  1,174,214:    67,008     54,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    -7,986:   -13,236    -22,741      5,971      7,504     13,542        239     -3,228:    -8,225     -4,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       31.2       36.9       37.3       27.5       94.5       95.6:       5.5        4.4
Old  :     100.0:      20.4       31.2       36.9       37.3       27.5       94.5       95.6:       5.5        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        97        104        143         70         71        250        249:
Old  :       291:        97        104        143         70         71        250        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       25.4       30.6       37.7       10.4       14.9       16.9       21.1
Old  :                 18.9       25.4       30.6       37.7       10.4       14.9       16.9       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,297,737:    68,309     24,021    448,595    776,057    820,850  1,292,961  1,293,466:     4,776      4,271
Old  : 1,297,737:    68,309     24,021    448,595    776,057    820,850  1,292,961  1,293,466:     4,776      4,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :  -109,253:   -14,599      1,208    -15,461    -79,799    -96,883   -109,859   -111,136:       605      1,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        1.9       34.6       59.8       63.3       99.6       99.7:       0.4        0.3
Old  :     100.0:       5.3        1.9       34.6       59.8       63.3       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        37         31         56         57         55        121        115:
Old  :       127:        37         31         56         57         55        121        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       36.5       56.3       57.6        3.2        3.7        5.3        5.8
Old  :                 35.1       36.5       56.3       57.6        3.2        3.7        5.3        5.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                   Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   210,188:    62,542     62,480     43,228     95,098     98,071    200,868    203,779:     9,320      6,409
Old  :   210,188:    62,542     62,480     43,228     95,098     98,071    200,868    203,779:     9,320      6,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    14,186:     5,416      4,749      2,148      2,368      6,814      9,932     13,711:     4,253        475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       29.7       20.6       45.2       46.7       95.6       97.0:       4.4        3.0
Old  :     100.0:      29.8       29.7       20.6       45.2       46.7       95.6       97.0:       4.4        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        12         13         22         22         25         47         50:
Old  :        53:        12         13         22         22         25         47         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       43.5       53.4       64.1       23.9       26.5       32.2       31.7
Old  :                 33.2       43.5       53.4       64.1       23.9       26.5       32.2       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                           Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :    49,704:    21,055     13,912     17,840     10,498     17,412     49,393     49,164:       311        540
Old  :    49,704:    21,055     13,912     17,840     10,498     17,412     49,393     49,164:       311        540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -12,488:    -2,149     -2,430     -7,995     -2,198     -1,645    -12,341    -12,069:      -147       -419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       28.0       35.9       21.1       35.0       99.4       98.9:       0.6        1.1
Old  :     100.0:      42.4       28.0       35.9       21.1       35.0       99.4       98.9:       0.6        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        10         11         14         14         16         30         35:
Old  :        39:        10         11         14         14         16         30         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.0       48.0       85.6       69.7       38.8       24.2       42.1       31.2
Old  :                 73.0       48.0       85.6       69.7       38.8       24.2       42.1       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 2,485,928:   631,177     66,673    770,214  1,038,949  1,615,003  2,440,340  2,451,890:    45,588     34,038
Old  : 2,485,928:   631,177     66,673    770,214  1,038,949  1,615,003  2,440,340  2,451,890:    45,588     34,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    32,434:     1,377     16,580     79,498    -47,891    -75,000     32,984     21,078:      -550     11,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        2.7       31.0       41.8       65.0       98.2       98.6:       1.8        1.4
Old  :     100.0:      25.4        2.7       31.0       41.8       65.0       98.2       98.6:       1.8        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        41         17         49         83         77        139        132:
Old  :       154:        41         17         49         83         77        139        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       25.4       37.6       42.2       15.0       19.1       22.7       27.9
Old  :                 25.4       25.4       37.6       42.2       15.0       19.1       22.7       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   845,768:    76,559    141,673    184,269    575,593    514,396    836,421    840,338:     9,347      5,430
Old  :   845,768:    76,559    141,673    184,269    575,593    514,396    836,421    840,338:     9,347      5,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -96,693:    32,577    -51,649    -31,753   -101,967    -12,937   -101,143    -96,339:     4,450       -354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       16.8       21.8       68.1       60.8       98.9       99.4:       1.1        0.6
Old  :     100.0:       9.1       16.8       21.8       68.1       60.8       98.9       99.4:       1.1        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        16         21         28         35         33         69         64:
Old  :        74:        16         21         28         35         33         69         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       34.6       53.8       57.4       13.7       15.2       21.9       22.7
Old  :                 33.2       34.6       53.8       57.4       13.7       15.2       21.9       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE                                                 Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,550 TONS)                                                  :
     :          :                                                                            :
All  :     7,750:     1,920        390        365      5,150      6,640      7,435      7,395:       315        355
Old  :     7,750:     1,920        390        365      5,150      6,640      7,435      7,395:       315        355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       410:        90         40        -55        300        555        335        540:        75       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        5.0        4.7       66.5       85.7       95.9       95.4:       4.1        4.6
Old  :     100.0:      24.8        5.0        4.7       66.5       85.7       95.9       95.4:       4.1        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          1          3         11         13         16         16:
Old  :        21:         4          1          3         11         13         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       48.2       72.7       73.7       31.2       36.7       44.1       48.9
Old  :                 51.0       48.2       72.7       73.7       31.2       36.7       44.1       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                            Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    36,762:     8,281      9,695     11,044     16,737     15,823     36,062     36,562:       700        200
Old  :    36,762:     8,281      9,695     11,044     16,737     15,823     36,062     36,562:       700        200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :        85:      -311      1,603         99        382     -1,252        170        450:       -85       -365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       26.4       30.0       45.5       43.0       98.1       99.5:       1.9        0.5
Old  :     100.0:      22.5       26.4       30.0       45.5       43.0       98.1       99.5:       1.9        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        11         17         23         16         16         40         43:
Old  :        45:        11         17         23         16         16         40         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       39.1       62.1       57.2       40.2       25.7       47.6       37.6
Old  :                 45.3       39.1       62.1       57.2       40.2       25.7       47.6       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                           Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    14,172:     6,450      5,895      2,397      4,735      5,255     13,582     13,547:       590        625
Old  :    14,172:     6,450      5,895      2,397      4,735      5,255     13,582     13,547:       590        625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    -1,010:       -48         87       -242       -820     -1,020     -1,110     -1,175:       100        165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.5       41.6       16.9       33.4       37.1       95.8       95.6:       4.2        4.4
Old  :     100.0:      45.5       41.6       16.9       33.4       37.1       95.8       95.6:       4.2        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5         14         15         11          9         27         27:
Old  :        30:         5         14         15         11          9         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.3       44.3       80.9       64.0       62.9       35.6       69.1       50.3
Old  :                 66.3       44.3       80.9       64.0       62.9       35.6       69.1       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    33,113:     1,928        627      1,742     29,081     30,496     32,751     32,865:       362        248
Old  :    33,113:     1,928        627      1,742     29,081     30,496     32,751     32,865:       362        248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     3,260:       216        267         42      2,932      2,876      3,189      3,185:        71         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        1.9        5.3       87.8       92.1       98.9       99.3:       1.1        0.7
Old  :     100.0:       5.8        1.9        5.3       87.8       92.1       98.9       99.3:       1.1        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         9          5          8         34         41         47         51:
Old  :        64:         9          5          8         34         41         47         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       32.6       60.4       54.7       18.8       24.8       27.9       30.2
Old  :                 37.5       32.6       60.4       54.7       18.8       24.8       27.9       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     2,768:        33         12         52      1,878      2,160      1,963      2,224:       805        544
Old  :     2,768:        33         12         52      1,878      2,160      1,963      2,224:       805        544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :        76:        15         12         27        -80          2        -38         41:       114         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.4        1.9       67.8       78.0       70.9       80.3:      29.1       19.7
Old  :     100.0:       1.2        0.4        1.9       67.8       78.0       70.9       80.3:      29.1       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          2         18         20         20         22:
Old  :        23:         1          1          2         18         20         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       36.7       48.2       55.1       17.3       25.9       23.9       33.4
Old  :                 32.7       36.7       48.2       55.1       17.3       25.9       23.9       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     2,181:       128        217         50      1,657      1,639      1,835      1,906:       346        275
Old  :     2,181:       128        217         50      1,657      1,639      1,835      1,906:       346        275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       108:        20          2         10        123         96        153        108:       -45          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        9.9        2.3       76.0       75.1       84.1       87.4:      15.9       12.6
Old  :     100.0:       5.9        9.9        2.3       76.0       75.1       84.1       87.4:      15.9       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          3          3         27         23         31         27:
Old  :        33:         2          3          3         27         23         31         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       30.3       42.6       51.3       21.0       20.0       31.9       30.6
Old  :                 26.6       30.3       42.6       51.3       21.0       20.0       31.9       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE                                            Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     1,385:        60         51         40      1,029      1,123      1,129      1,214:       256        171
Old  :     1,385:        60         51         40      1,029      1,123      1,129      1,214:       256        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :        94:         0         12         40         78        -12        118         40:       -24         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        3.7        2.9       74.3       81.1       81.5       87.7:      18.5       12.3
Old  :     100.0:       4.3        3.7        2.9       74.3       81.1       81.5       87.7:      18.5       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          1         15         16         17         17:
Old  :        21:         1          1          1         15         16         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       50.1       58.0       67.6       32.3       40.7       42.8       50.1
Old  :                 41.3       50.1       58.0       67.6       32.3       40.7       42.8       50.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :   102,568:     5,018      1,816     10,962     83,227     87,068     99,207     99,846:     3,361      2,723
Old  :   102,568:     5,018      1,816     10,962     83,227     87,068     99,207     99,846:     3,361      2,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    -1,085:     1,853        -19      2,843     -5,169     -3,668       -474       -844:      -611       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        1.8       10.7       81.1       84.9       96.7       97.3:       3.3        2.7
Old  :     100.0:       4.9        1.8       10.7       81.1       84.9       96.7       97.3:       3.3        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         6          2          7         29         30         37         37:
Old  :        40:         6          2          7         29         30         37         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       51.1       68.4       72.3       28.9       31.0       35.6       38.4
Old  :                 45.1       51.1       68.4       72.3       28.9       31.0       35.6       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    16,870:     2,165        860      1,460     11,938     13,708     15,562     16,028:     1,308        842
Old  :    16,870:     2,165        860      1,460     11,938     13,708     15,562     16,028:     1,308        842
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :      -372:      -233        718        240       -388     -1,340       -382       -382:        10         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        5.1        8.7       70.8       81.3       92.2       95.0:       7.8        5.0
Old  :     100.0:      12.8        5.1        8.7       70.8       81.3       92.2       95.0:       7.8        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          2          4         16         12         20         16:
Old  :        21:         2          2          4         16         12         20         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       61.4       65.1       81.3       32.0       43.8       46.0       50.3
Old  :                 40.0       61.4       65.1       81.3       32.0       43.8       46.0       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465K
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    12,090:     1,276      1,047        998      9,126      9,300     11,400     11,345:       690        745
Old  :    12,090:     1,276      1,047        998      9,126      9,300     11,400     11,345:       690        745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       320:       120        607          0        476       -357        596        250:      -276         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        8.7        8.3       75.5       76.9       94.3       93.8:       5.7        6.2
Old  :     100.0:      10.6        8.7        8.3       75.5       76.9       94.3       93.8:       5.7        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          2          2         17         16         19         20:
Old  :        26:         2          2          2         17         16         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       37.2       63.7       60.0       26.4       34.1       44.6       52.2
Old  :                 40.1       37.2       63.7       60.0       26.4       34.1       44.6       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    16,934:       402      2,479        790     14,096     12,644     15,288     15,913:     1,646      1,021
Old  :    16,934:       402      2,479        790     14,096     12,644     15,288     15,913:     1,646      1,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :      -100:         0      1,939          0       -100     -2,039       -100       -100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       14.6        4.7       83.2       74.7       90.3       94.0:       9.7        6.0
Old  :     100.0:       2.4       14.6        4.7       83.2       74.7       90.3       94.0:       9.7        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          2          2         24         24         27         27:
Old  :        32:         2          2          2         24         24         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       40.3       56.0       60.0       32.4       35.9       46.9       48.8
Old  :                 36.6       40.3       56.0       60.0       32.4       35.9       46.9       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                 Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    48,556:       210          0          0     48,346     48,536     48,556     48,536:         0         20
Old  :    48,556:       210          0          0     48,346     48,536     48,556     48,536:         0         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :        84:         0          0          0         84         84         84         84:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.0        0.0       99.6      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.4        0.0        0.0       99.6      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         1          0          0         20         17         21         17:
Old  :        30:         1          0          0         20         17         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       77.5       84.7       92.5       65.2       71.5       82.2       85.4
Old  :                 65.6       77.5       84.7       92.5       65.2       71.5       82.2       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                             Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   808,358:         0          0          0    808,358    808,358    808,358    808,358:         0          0
Old  :   808,358:         0          0          0    808,358    808,358    808,358    808,358:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          0          0         20         17         20         17:
Old  :        27:         0          0          0         20         17         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       79.4       79.0       93.3       52.3       72.8       76.5       85.0
Old  :                 54.8       79.4       79.0       93.3       52.3       72.8       76.5       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                               Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    61,233:     1,974          0          0     59,004     61,148     60,978     61,148:       255         85
Old  :    61,233:     1,974          0          0     59,004     61,148     60,978     61,148:       255         85
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       638:     1,020          0          0       -382        638        638        638:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        0.0        0.0       96.4       99.9       99.6       99.9:       0.4        0.1
Old  :     100.0:       3.2        0.0        0.0       96.4       99.9       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          0          0         16         26         18         26:
Old  :        34:         2          0          0         16         26         18         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       43.9       88.7       72.9       67.0       43.5       83.1       71.3
Old  :                 70.7       43.9       88.7       72.9       67.0       43.5       83.1       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                           Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 MEGAWATT HOURS)                                            :
     :          :                                                                            :
All  :   827,542:    18,580          0          0    808,962    827,542    827,542    827,542:         0          0
Old  :   827,542:    18,580          0          0    808,962    827,542    827,542    827,542:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    11,730:    18,580          0          0     -6,850     11,730     11,730     11,730:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        0.0        0.0       97.8      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.2        0.0        0.0       97.8      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          0          0         18         20         19         20:
Old  :        33:         1          0          0         18         20         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.9       50.1       84.3       75.6       69.7       47.2       79.9       68.4
Old  :                 69.9       50.1       84.3       75.6       69.7       47.2       79.9       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                               Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    55,263:     6,895      1,116        320     47,793     53,827     55,008     55,263:       255          0
Old  :    55,263:     6,895      1,116        320     47,793     53,827     55,008     55,263:       255          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :      -321:      -105          0        105       -321       -426       -321       -321:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        2.0        0.6       86.5       97.4       99.5      100.0:       0.5        0.0
Old  :     100.0:      12.5        2.0        0.6       86.5       97.4       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          2          2         22         18         25         21:
Old  :        33:         2          2          2         22         18         25         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       54.7       66.3       78.2       38.1       50.4       62.5       71.7
Old  :                 42.0       54.7       66.3       78.2       38.1       50.4       62.5       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                           Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 1,220,115:    25,156    238,464     24,437  1,170,522    957,214  1,220,115  1,220,115:         0          0
Old  : 1,220,115:    25,156    238,464     24,437  1,170,522    957,214  1,220,115  1,220,115:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :         0:         0     82,344     18,656    -18,656   -101,000          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       19.5        2.0       95.9       78.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.1       19.5        2.0       95.9       78.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          3          2         22         20         26         24:
Old  :        38:         3          3          2         22         20         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       44.8       72.7       73.7       51.7       44.3       70.2       71.7
Old  :                 52.1       44.8       72.7       73.7       51.7       44.3       70.2       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    32,895:     1,165      3,390          0     31,497     29,272     32,662     32,662:       233        233
Old  :    32,895:     1,165      3,390          0     31,497     29,272     32,662     32,662:       233        233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       108:     1,165          0          0     -1,057        108        108        108:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       10.3        0.0       95.8       89.0       99.3       99.3:       0.7        0.7
Old  :     100.0:       3.5       10.3        0.0       95.8       89.0       99.3       99.3:       0.7        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          0         14          9         15         12:
Old  :        21:         1          3          0         14          9         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       81.0       86.0       97.4       60.4       70.7       75.5       81.9
Old  :                 62.5       81.0       86.0       97.4       60.4       70.7       75.5       81.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    33,080:         0      6,155          0     33,080     26,925     33,080     33,080:         0          0
Old  :    33,080:         0      6,155          0     33,080     26,925     33,080     33,080:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.6        0.0      100.0       81.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       18.6        0.0      100.0       81.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          0         14         14         14         15:
Old  :        22:         0          1          0         14         14         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       70.9       87.7       90.1       57.3       53.0       72.4       72.1
Old  :                 68.1       70.9       87.7       90.1       57.3       53.0       72.4       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    20,672:     3,230          0      3,450     13,992     17,222     20,672     20,672:         0          0
Old  :    20,672:     3,230          0      3,450     13,992     17,222     20,672     20,672:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       320:       105          0          0        215        320        320        320:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        0.0       16.7       67.7       83.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      15.6        0.0       16.7       67.7       83.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          0          2          9         15         11         17:
Old  :        22:         2          0          2          9         15         11         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       53.9       96.2       82.1       50.5       39.7       59.4       53.3
Old  :                 67.2       53.9       96.2       82.1       50.5       39.7       59.4       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-064A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    16,495:        60          0          0     14,541     12,924     14,601     12,924:     1,894      3,571
Old  :    16,495:        60          0          0     14,541     12,924     14,601     12,924:     1,894      3,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     1,530:         0          0          0      1,275       -255      1,275       -255:       255      1,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.0        0.0       88.2       78.4       88.5       78.4:      11.5       21.6
Old  :     100.0:       0.4        0.0        0.0       88.2       78.4       88.5       78.4:      11.5       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          0         18         15         19         15:
Old  :        22:         1          0          0         18         15         19         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       56.4       70.1       69.4       36.8       52.5       57.1       56.9
Old  :                 42.7       56.4       70.1       69.4       36.8       52.5       57.1       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    26,818:     2,211      1,527          0     24,374     25,291     26,585     26,818:       233          0
Old  :    26,818:     2,211      1,527          0     24,374     25,291     26,585     26,818:       233          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     3,827:     2,211          0          0      1,616      3,827      3,827      3,827:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        5.7        0.0       90.9       94.3       99.1      100.0:       0.9        0.0
Old  :     100.0:       8.2        5.7        0.0       90.9       94.3       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          3          0         18         14         19         17:
Old  :        28:         1          3          0         18         14         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       73.7       68.5       92.1       43.0       67.4       66.2       80.1
Old  :                 43.0       73.7       68.5       92.1       43.0       67.4       66.2       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-064A69
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    18,039:        60        470         40     17,706     17,147     17,806     17,657:       233        382
Old  :    18,039:        60        470         40     17,706     17,147     17,806     17,657:       233        382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        2.6        0.2       98.2       95.1       98.7       97.9:       1.3        2.1
Old  :     100.0:       0.3        2.6        0.2       98.2       95.1       98.7       97.9:       1.3        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          1         13         11         15         12:
Old  :        20:         1          1          1         13         11         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       75.0       91.2       95.2       55.0       70.6       86.3       87.6
Old  :                 59.9       75.0       91.2       95.2       55.0       70.6       86.3       87.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-064A78
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   518,467:       504     23,635     23,480    494,483    471,352    518,467    518,467:         0          0
Old  :   518,467:       504     23,635     23,480    494,483    471,352    518,467    518,467:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :         0:         0     14,040          0          0    -14,040          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        4.6        4.5       95.4       90.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.1        4.6        4.5       95.4       90.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          1         15         10         16         13:
Old  :        23:         1          2          1         15         10         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       77.6       81.7       93.7       49.9       59.7       67.7       73.0
Old  :                 58.7       77.6       81.7       93.7       49.9       59.7       67.7       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-064A79
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   933,659:         0    122,960     23,320    910,339    787,379    933,659    933,659:         0          0
Old  :   933,659:         0    122,960     23,320    910,339    787,379    933,659    933,659:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    14,423:         0     23,320          0     14,423     -8,897     14,423     14,423:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.2        2.5       97.5       84.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       13.2        2.5       97.5       84.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          2          1         16         20         17         22:
Old  :        26:         0          2          1         16         20         17         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       63.2       81.0       77.9       37.1       42.1       55.3       53.5
Old  :                 53.9       63.2       81.0       77.9       37.1       42.1       55.3       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   561,698:   137,099    109,386     23,414    401,185    428,898    561,698    561,698:         0          0
Old  :   561,698:   137,099    109,386     23,414    401,185    428,898    561,698    561,698:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     2,849:         0          0          0      2,849      2,849      2,849      2,849:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       19.5        4.2       71.4       76.4      100.0      100.0:       0.0        0.0
Old  :     100.0:      24.4       19.5        4.2       71.4       76.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          1          1         15         15         18         16:
Old  :        25:         2          1          1         15         15         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       55.6       81.4       81.8       51.4       49.2       66.1       65.9
Old  :                 59.5       55.6       81.4       81.8       51.4       49.2       66.1       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   254,350:     8,576     37,391          0    245,774    216,959    254,350    254,350:         0          0
Old  :   254,350:     8,576     37,391          0    245,774    216,959    254,350    254,350:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    36,289:     8,576     28,232          0     27,713      8,057     36,289     36,289:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       14.7        0.0       96.6       85.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.4       14.7        0.0       96.6       85.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          3          0         18         13         19         16:
Old  :        28:         1          3          0         18         13         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       52.8       72.5       87.5       43.7       46.6       66.5       72.3
Old  :                 44.4       52.8       72.5       87.5       43.7       46.6       66.5       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE                                           Code-064B47
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :     4,511:        84         71        155      4,257      4,276      4,496      4,502:        15          9
Old  :     4,511:        84         71        155      4,257      4,276      4,496      4,502:        15          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :        17:        -9         25        105        -79       -120         17         10:        -0          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        1.6        3.4       94.4       94.8       99.7       99.8:       0.3        0.2
Old  :     100.0:       1.9        1.6        3.4       94.4       94.8       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          3         17         18         20         21:
Old  :        22:         1          2          3         17         18         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       48.8       84.5       75.5       45.0       43.1       56.0       55.9
Old  :                 61.4       48.8       84.5       75.5       45.0       43.1       56.0       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    29,239:       438          0          0     28,277     29,002     28,715     29,002:       524        237
Old  :    29,239:       438          0          0     28,277     29,002     28,715     29,002:       524        237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       814:         0          0          0      1,100        814      1,100        814:      -286          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        0.0        0.0       96.7       99.2       98.2       99.2:       1.8        0.8
Old  :     100.0:       1.5        0.0        0.0       96.7       99.2       98.2       99.2:       1.8        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         1          0          0         36         35         37         35:
Old  :        43:         1          0          0         36         35         37         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       47.1       65.6       68.0       42.5       38.3       53.1       51.9
Old  :                 47.3       47.1       65.6       68.0       42.5       38.3       53.1       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     7,010:     1,690          0          0      5,251      6,658      6,941      6,658:        69        352
Old  :     7,010:     1,690          0          0      5,251      6,658      6,941      6,658:        69        352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       -15:         0          0          0        -15        -15        -15        -15:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        0.0        0.0       74.9       95.0       99.0       95.0:       1.0        5.0
Old  :     100.0:      24.1        0.0        0.0       74.9       95.0       99.0       95.0:       1.0        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          0          0         14         16         16         16:
Old  :        20:         2          0          0         14         16         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       52.3       84.7       78.5       47.3       35.2       55.8       49.7
Old  :                 55.9       52.3       84.7       78.5       47.3       35.2       55.8       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    11,000:         0        925         55     10,439      9,376     10,494     10,356:       506        644
Old  :    11,000:         0        925         55     10,439      9,376     10,494     10,356:       506        644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     1,061:         0        105         15        866        881        881      1,001:       180         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.4        0.5       94.9       85.2       95.4       94.1:       4.6        5.9
Old  :     100.0:       0.0        8.4        0.5       94.9       85.2       95.4       94.1:       4.6        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         0          5          1         25         16         26         21:
Old  :        31:         0          5          1         25         16         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       58.0       74.5       78.5       52.2       54.4       63.6       67.0
Old  :                 59.5       58.0       74.5       78.5       52.2       54.4       63.6       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     9,446:     1,120        648        237      7,685      8,129      9,042      9,014:       404        432
Old  :     9,446:     1,120        648        237      7,685      8,129      9,042      9,014:       404        432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       492:       402        397        110        -50        -15        462        492:        30          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        6.9        2.5       81.4       86.1       95.7       95.4:       4.3        4.6
Old  :     100.0:      11.9        6.9        2.5       81.4       86.1       95.7       95.4:       4.3        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          3          3         18         17         22         22:
Old  :        31:         3          3          3         18         17         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       50.6       73.9       73.2       56.3       50.4       70.0       65.9
Old  :                 56.4       50.6       73.9       73.2       56.3       50.4       70.0       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 2,387,362:   389,542    109,884    945,633    961,395  1,255,121  2,296,570  2,310,638:    90,792     76,724
Old  : 2,387,362:   389,542    109,884    945,633    961,395  1,255,121  2,296,570  2,310,638:    90,792     76,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    38,824:   -10,020     13,498     37,143     15,269     -3,828     42,392     46,812:    -3,568     -7,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        4.6       39.6       40.3       52.6       96.2       96.8:       3.8        3.2
Old  :     100.0:      16.3        4.6       39.6       40.3       52.6       96.2       96.8:       3.8        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:       165        107        223         99        107        369        351:
Old  :       405:       165        107        223         99        107        369        351:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       14.6       24.3       24.4        8.6        8.6       13.4       13.8
Old  :                 15.2       14.6       24.3       24.4        8.6        8.6       13.4       13.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                             Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   108,968:       261     19,119     32,002     76,075     56,429    108,338    107,550:       630      1,418
Old  :   108,968:       261     19,119     32,002     76,075     56,429    108,338    107,550:       630      1,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    -1,568:       108       -198       -930       -653       -143     -1,475     -1,271:       -93       -298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2       17.5       29.4       69.8       51.8       99.4       98.7:       0.6        1.3
Old  :     100.0:       0.2       17.5       29.4       69.8       51.8       99.4       98.7:       0.6        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2         11         11         17         19         28         32:
Old  :        34:         2         11         11         17         19         28         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       48.4       67.8       72.7       27.4       21.6       32.8       29.3
Old  :                 41.2       48.4       67.8       72.7       27.4       21.6       32.8       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   176,702:    71,606     12,370          6     63,977    113,925    135,589    126,301:    41,113     50,401
Old  :   176,702:    71,606     12,370          6     63,977    113,925    135,589    126,301:    41,113     50,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     2,696:       594       -150          0      1,914      1,682      2,508      1,532:       188      1,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5        7.0        0.0       36.2       64.5       76.7       71.5:      23.3       28.5
Old  :     100.0:      40.5        7.0        0.0       36.2       64.5       76.7       71.5:      23.3       28.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         6          3          1         16         17         23         20:
Old  :        28:         6          3          1         16         17         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       35.2       62.1       53.0       44.4       34.9       57.4       50.1
Old  :                 44.6       35.2       62.1       53.0       44.4       34.9       57.4       50.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    33,850:     7,350      2,590      5,065     19,716     24,438     32,132     32,093:     1,719      1,757
Old  :    33,850:     7,350      2,590      5,065     19,716     24,438     32,132     32,093:     1,719      1,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :      -149:       -40        253        124       -282       -678       -197       -301:        49        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        7.7       15.0       58.2       72.2       94.9       94.8:       5.1        5.2
Old  :     100.0:      21.7        7.7       15.0       58.2       72.2       94.9       94.8:       5.1        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        10          4          9         15         15         27         27:
Old  :        32:        10          4          9         15         15         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       51.5       66.6       73.2       21.7       21.4       27.7       31.3
Old  :                 48.2       51.5       66.6       73.2       21.7       21.4       27.7       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   272,584:    19,829      5,103     41,694    203,853    217,924    265,376    264,721:     7,208      7,863
Old  :   272,584:    19,829      5,103     41,694    203,853    217,924    265,376    264,721:     7,208      7,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    -5,716:     1,893     -1,556     -1,469     -6,069     -2,797     -5,645     -5,822:       -71        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        1.9       15.3       74.8       79.9       97.4       97.1:       2.6        2.9
Old  :     100.0:       7.3        1.9       15.3       74.8       79.9       97.4       97.1:       2.6        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         9          3         12         28         28         40         40:
Old  :        40:         9          3         12         28         28         40         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       30.0       57.4       49.4       14.8       11.0       18.8       17.6
Old  :                 35.7       30.0       57.4       49.4       14.8       11.0       18.8       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    74,854:     7,807      2,862     11,542     52,510     53,226     71,859     67,630:     2,995      7,224
Old  :    74,854:     7,807      2,862     11,542     52,510     53,226     71,859     67,630:     2,995      7,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    -2,744:    -1,300       -797        661     -1,903     -2,555     -2,542     -2,691:      -202        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        3.8       15.4       70.1       71.1       96.0       90.3:       4.0        9.7
Old  :     100.0:      10.4        3.8       15.4       70.1       71.1       96.0       90.3:       4.0        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          4          7         15         14         25         22:
Old  :        27:         4          4          7         15         14         25         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       45.0       64.0       67.9       20.1       16.8       27.2       21.6
Old  :                 35.2       45.0       64.0       67.9       20.1       16.8       27.2       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                          Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    54,797:     5,278      2,938      9,231     38,276     39,669     52,785     51,838:     2,012      2,959
Old  :    54,797:     5,278      2,938      9,231     38,276     39,669     52,785     51,838:     2,012      2,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       367:      -401      1,090     -1,090      1,968        300        477        300:      -110         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        5.4       16.8       69.9       72.4       96.3       94.6:       3.7        5.4
Old  :     100.0:       9.6        5.4       16.8       69.9       72.4       96.3       94.6:       3.7        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          3          4         14         12         19         18:
Old  :        21:         2          3          4         14         12         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       44.3       67.2       69.9       19.1       21.6       24.7       24.1
Old  :                 40.5       44.3       67.2       69.9       19.1       21.6       24.7       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                 Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    59,034:     6,944     16,131     19,614     28,173     19,223     54,731     54,969:     4,302      4,065
Old  :    59,034:     6,944     16,131     19,614     28,173     19,223     54,731     54,969:     4,302      4,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     8,464:       587      4,437      3,584      3,765        882      7,936      8,903:       528       -439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       27.3       33.2       47.7       32.6       92.7       93.1:       7.3        6.9
Old  :     100.0:      11.8       27.3       33.2       47.7       32.6       92.7       93.1:       7.3        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         9          7         15         14         15         31         30:
Old  :        32:         9          7         15         14         15         31         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       47.0       59.9       64.9       23.0       27.1       28.4       30.1
Old  :                 40.0       47.0       59.9       64.9       23.0       27.1       28.4       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765X
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     6,738:     2,000      1,245        219      4,063      4,936      6,282      6,400:       456        338
Old  :     6,738:     2,000      1,245        219      4,063      4,936      6,282      6,400:       456        338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       -94:       -36        192       -205        268        -20         27        -34:      -121        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       18.5        3.3       60.3       73.3       93.2       95.0:       6.8        5.0
Old  :     100.0:      29.7       18.5        3.3       60.3       73.3       93.2       95.0:       6.8        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         6          7          3         14         13         21         22:
Old  :        27:         6          7          3         14         13         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       42.1       67.3       66.2       28.8       27.0       40.6       38.8
Old  :                 40.5       42.1       67.3       66.2       28.8       27.0       40.6       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    75,935:     5,347        190      1,899     58,980     65,556     66,226     67,645:     9,709      8,290
Old  :    75,935:     5,347        190      1,899     58,980     65,556     66,226     67,645:     9,709      8,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    -3,952:      -712         57       -149     -2,515     -3,765     -3,377     -3,857:      -576        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        0.2        2.5       77.7       86.3       87.2       89.1:      12.8       10.9
Old  :     100.0:       7.0        0.2        2.5       77.7       86.3       87.2       89.1:      12.8       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          1          5         16         18         21         23:
Old  :        23:         4          1          5         16         18         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       40.9       62.3       61.1       14.2       18.4       22.3       25.4
Old  :                 39.0       40.9       62.3       61.1       14.2       18.4       22.3       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    19,096:     2,581      9,164      4,095     10,555      5,529     17,231     18,789:     1,864        307
Old  :    19,096:     2,581      9,164      4,095     10,555      5,529     17,231     18,789:     1,864        307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       48.0       21.4       55.3       29.0       90.2       98.4:       9.8        1.6
Old  :     100.0:      13.5       48.0       21.4       55.3       29.0       90.2       98.4:       9.8        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          4          4         13          9         20         15:
Old  :        22:         5          4          4         13          9         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       82.5       70.1       95.2       35.8       56.1       43.8       57.0
Old  :                 44.1       82.5       70.1       95.2       35.8       56.1       43.8       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    38,640:    27,899      2,396      1,188      5,068     32,320     34,154     35,904:     4,486      2,736
Old  :    38,640:    27,899      2,396      1,188      5,068     32,320     34,154     35,904:     4,486      2,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -10,595:    -2,565     -1,026     -1,981     -6,329     -8,774    -10,875    -11,780:       281      1,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2        6.2        3.1       13.1       83.6       88.4       92.9:      11.6        7.1
Old  :     100.0:      72.2        6.2        3.1       13.1       83.6       88.4       92.9:      11.6        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:       101         27         14         25         39        132         75:
Old  :       177:       101         27         14         25         39        132         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       37.9       37.9       56.5       23.8       37.2       37.9       53.6
Old  :                 23.8       37.9       37.9       56.5       23.8       37.2       37.9       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    73,221:    46,137      2,918      3,620     15,032     64,248     64,789     70,786:     8,432      2,435
Old  :    73,221:    46,137      2,918      3,620     15,032     64,248     64,789     70,786:     8,432      2,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -11,106:    -8,385       -618       -262     -2,182    -10,664    -10,829    -11,544:      -277        438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.0        4.0        4.9       20.5       87.7       88.5       96.7:      11.5        3.3
Old  :     100.0:      63.0        4.0        4.9       20.5       87.7       88.5       96.7:      11.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:       111         21         27         32         41        156         82:
Old  :       190:       111         21         27         32         41        156         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       40.8       27.1       58.0       15.8       39.5       24.8       55.3
Old  :                 16.6       40.8       27.1       58.0       15.8       39.5       24.8       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   348,266:   126,012     35,092     43,824    149,196    255,397    319,032    334,314:    29,233     13,952
Old  :   348,266:   126,012     35,092     43,824    149,196    255,397    319,032    334,314:    29,233     13,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    -7,469:    -2,028        184     -5,064         82     -2,482     -7,011     -7,363:      -458       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       10.1       12.6       42.8       73.3       91.6       96.0:       8.4        4.0
Old  :     100.0:      36.2       10.1       12.6       42.8       73.3       91.6       96.0:       8.4        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        86         32         55         85         95        203        159:
Old  :       233:        86         32         55         85         95        203        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       18.1       23.3       30.6       10.7       14.6       17.2       23.4
Old  :                 13.1       18.1       23.3       30.6       10.7       14.6       17.2       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE                                           Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1000 U.S. Barrels)                                                        :
     :          :                                                                            :
All  :    13,591:         0          0          0     13,194     12,464     13,194     12,464:       397      1,127
Old  :    13,591:         0          0          0     13,194     12,464     13,194     12,464:       397      1,127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     1,031:         0          0          0        957        839        957        839:        74        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       97.1       91.7       97.1       91.7:       2.9        8.3
Old  :     100.0:       0.0        0.0        0.0       97.1       91.7       97.1       91.7:       2.9        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         19         17         19         17:
Old  :        23:         0          0          0         19         17         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       45.4       79.6       69.4       46.1       33.5       55.5       46.6
Old  :                 60.9       45.4       79.6       69.4       46.1       33.5       55.5       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE                                           Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    24,146:    12,696          0        615      8,359     20,568     21,670     21,183:     2,476      2,963
Old  :    24,146:    12,696          0        615      8,359     20,568     21,670     21,183:     2,476      2,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     1,742:       891          0        213        190      1,115      1,294      1,328:       448        414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6        0.0        2.5       34.6       85.2       89.7       87.7:      10.3       12.3
Old  :     100.0:      52.6        0.0        2.5       34.6       85.2       89.7       87.7:      10.3       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          0          1          9         16         12         17:
Old  :        21:         3          0          1          9         16         12         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.2       50.4       86.7       69.1       70.2       49.5       73.8       63.2
Old  :                 75.2       50.4       86.7       69.1       70.2       49.5       73.8       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                                                    Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20 SHORT TONS)                                               :
     :          :                                                                            :
All  :    12,879:     5,764      4,878      2,179      4,747      5,071     12,690     12,128:       189        751
Old  :    12,879:     5,764      4,878      2,179      4,747      5,071     12,690     12,128:       189        751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     2,509:     1,035        160        462      1,012      1,137      2,509      1,759:         0        750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8       37.9       16.9       36.9       39.4       98.5       94.2:       1.5        5.8
Old  :     100.0:      44.8       37.9       16.9       36.9       39.4       98.5       94.2:       1.5        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          4          4          7          9         16         15:
Old  :        22:         7          4          4          7          9         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       67.4       87.0       84.7       53.7       55.7       71.4       70.2
Old  :                 61.0       67.4       87.0       84.7       53.7       55.7       71.4       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-26265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     8,093:     2,644        465        135      5,284      7,438      8,063      8,038:        30         55
Old  :     8,093:     2,644        465        135      5,284      7,438      8,063      8,038:        30         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       -42:     2,282        -30          0     -2,324        -42        -42        -72:         0         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        5.7        1.7       65.3       91.9       99.6       99.3:       0.4        0.7
Old  :     100.0:      32.7        5.7        1.7       65.3       91.9       99.6       99.3:       0.4        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          1          1          9         13         14         14:
Old  :        20:         4          1          1          9         13         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       76.8       92.6       92.9       64.6       68.0       73.9       75.2
Old  :                 73.6       76.8       92.6       92.9       64.6       68.0       73.9       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     7,542:       356      2,601        187      6,854      4,353      7,397      7,141:       145        401
Old  :     7,542:       356      2,601        187      6,854      4,353      7,397      7,141:       145        401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :        18:         0        195          0         18       -177         18         18:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       34.5        2.5       90.9       57.7       98.1       94.7:       1.9        5.3
Old  :     100.0:       4.7       34.5        2.5       90.9       57.7       98.1       94.7:       1.9        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          3          2         25         23         27         28:
Old  :        34:         2          3          2         25         23         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       57.1       62.5       72.7       34.6       46.0       51.2       54.7
Old  :                 40.8       57.1       62.5       72.7       34.6       46.0       51.2       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    48,935:     7,751      1,750        814     39,699     46,299     48,264     48,863:       671         72
Old  :    48,935:     7,751      1,750        814     39,699     46,299     48,264     48,863:       671         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     1,343:     6,241       -650        564     -5,430      1,377      1,375      1,291:       -32         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        3.6        1.7       81.1       94.6       98.6       99.9:       1.4        0.1
Old  :     100.0:      15.8        3.6        1.7       81.1       94.6       98.6       99.9:       1.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         6          4          3         36         35         42         42:
Old  :        58:         6          4          3         36         35         42         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       42.8       69.1       64.9       33.3       33.4       43.0       46.2
Old  :                 52.8       42.8       69.1       64.9       33.3       33.4       43.0       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    11,019:       300      1,700        250     10,273      9,009     10,823     10,959:       196         60
Old  :    11,019:       300      1,700        250     10,273      9,009     10,823     10,959:       196         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     1,025:         0      1,700         50        975       -725      1,025      1,025:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       15.4        2.3       93.2       81.8       98.2       99.5:       1.8        0.5
Old  :     100.0:       2.7       15.4        2.3       93.2       81.8       98.2       99.5:       1.8        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          2         16         12         19         14:
Old  :        23:         2          1          2         16         12         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.5       84.6       85.5       94.3       36.9       54.4       46.9       56.2
Old  :                 71.5       84.6       85.5       94.3       36.9       54.4       46.9       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    22,666:     1,009        100      1,318     20,239     21,248     22,566     22,666:       100          0
Old  :    22,666:     1,009        100      1,318     20,239     21,248     22,566     22,666:       100          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       673:       232          0      1,318       -877       -645        673        673:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        0.4        5.8       89.3       93.7       99.6      100.0:       0.4        0.0
Old  :     100.0:       4.5        0.4        5.8       89.3       93.7       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          1          1         25         21         29         23:
Old  :        35:         4          1          1         25         21         29         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       69.9       67.1       86.0       31.2       45.0       41.9       51.4
Old  :                 45.3       69.9       67.1       86.0       31.2       45.0       41.9       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    15,464:     2,150      7,829        175     13,089      7,410     15,414     15,414:        50         50
Old  :    15,464:     2,150      7,829        175     13,089      7,410     15,414     15,414:        50         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       150:       875        100         25       -750         25        150        150:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       50.6        1.1       84.6       47.9       99.7       99.7:       0.3        0.3
Old  :     100.0:      13.9       50.6        1.1       84.6       47.9       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         7          3          3         33         19         41         25:
Old  :        47:         7          3          3         33         19         41         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       75.0       67.3       88.0       47.4       73.9       62.9       81.8
Old  :                 51.3       75.0       67.3       88.0       47.4       73.9       62.9       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     7,779:     1,776      2,313        160      5,783      5,306      7,719      7,779:        60          0
Old  :     7,779:     1,776      2,313        160      5,783      5,306      7,719      7,779:        60          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       -35:       -29         50         85        -91       -170        -35        -35:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       29.7        2.1       74.3       68.2       99.2      100.0:       0.8        0.0
Old  :     100.0:      22.8       29.7        2.1       74.3       68.2       99.2      100.0:       0.8        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          2          2          8         14         13         17:
Old  :        23:         4          2          2          8         14         13         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.0       81.4       95.4       92.2       71.3       67.3       76.6       74.1
Old  :                 82.0       81.4       95.4       92.2       71.3       67.3       76.6       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    47,682:     3,647      5,998      7,085     36,839     34,506     47,571     47,589:       111         93
Old  :    47,682:     3,647      5,998      7,085     36,839     34,506     47,571     47,589:       111         93
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     2,639:     1,343      1,654      1,991       -682     -1,045      2,652      2,600:       -13         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       12.6       14.9       77.3       72.4       99.8       99.8:       0.2        0.2
Old  :     100.0:       7.6       12.6       14.9       77.3       72.4       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         7          8         11         41         41         53         56:
Old  :        62:         7          8         11         41         41         53         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       35.7       55.2       52.5       25.6       24.6       36.7       34.6
Old  :                 33.6       35.7       55.2       52.5       25.6       24.6       36.7       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    14,332:     1,640      1,679        487     12,134     11,898     14,261     14,064:        71        268
Old  :    14,332:     1,640      1,679        487     12,134     11,898     14,261     14,064:        71        268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       357:        85          0         83        189        274        357        357:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       11.7        3.4       84.7       83.0       99.5       98.1:       0.5        1.9
Old  :     100.0:      11.4       11.7        3.4       84.7       83.0       99.5       98.1:       0.5        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         5          5          3         27         29         33         36:
Old  :        42:         5          5          3         27         29         33         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       37.9       66.9       61.3       42.7       30.8       52.6       45.1
Old  :                 52.1       37.9       66.9       61.3       42.7       30.8       52.6       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE                                                  Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    38,936:     6,588        726        480     29,091     32,801     36,159     34,007:     2,777      4,929
Old  :    38,936:     6,588        726        480     29,091     32,801     36,159     34,007:     2,777      4,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     4,187:     3,097        126        480        634      3,040      4,211      3,646:       -24        541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        1.9        1.2       74.7       84.2       92.9       87.3:       7.1       12.7
Old  :     100.0:      16.9        1.9        1.2       74.7       84.2       92.9       87.3:       7.1       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          1          2         18         23         21         26:
Old  :        30:         3          1          2         18         23         21         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       43.1       73.6       60.0       45.5       42.4       61.0       55.6
Old  :                 51.7       43.1       73.6       60.0       45.5       42.4       61.0       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 1, 2013