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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,768
COMMITMENTS
   2,189      768      850   37,435   39,129   40,474   40,747      294       21

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        520)
      83        0     -120      557      629      520      509        0       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.9      2.1     91.8     96.0     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        2        1       37       47       39       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,975
COMMITMENTS
       0        0        0   20,754   20,763   20,754   20,763      221      212

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      3,174)
       0        0        0    3,174    3,163    3,174    3,163        0       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9     99.0     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       22       25       22       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,385
COMMITMENTS
     175      669      578   11,247   10,790   12,000   12,037    1,385    1,348

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:         -2)
      88       95      -36      -59      -83       -7      -24        5       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.0      4.3     84.0     80.6     89.7     89.9     10.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        2        5       38       39       43       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,337
COMMITMENTS
     650      159      362    5,715    6,254    6,727    6,775      610      562

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        423)
      48        0      135      374      409      557      544     -134     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      2.2      4.9     77.9     85.2     91.7     92.3      8.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        3        5       45       48       51       55
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,667
COMMITMENTS
      90      584      582    5,340    5,186    6,012    6,352      655      315

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        175)
       0       -5        0      152      162      152      157       23       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.8      8.7     80.1     77.8     90.2     95.3      9.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       25       23       27       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,365
COMMITMENTS
     120       95        0    2,941    2,635    3,061    2,730      304      635

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        135)
      25       70        0       51       66       76      136       59       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      2.8      0.0     87.4     78.3     91.0     81.1      9.0     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        0       24       23       25       25
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,600
COMMITMENTS
     125       17      162    2,909    3,056    3,196    3,235      404      365

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        377)
       6       -5       35      361      343      402      373      -25        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.5      4.5     80.8     84.9     88.8     89.9     11.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        4       27       29       31       33
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,061
COMMITMENTS
       0        0        0    9,941   10,031    9,941   10,031      120       30

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     99.7     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       24       18       24       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,788
COMMITMENTS
      84    3,601      332   32,306   28,855   32,722   32,788       66        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        192)
       0       60        0      192      132      192      192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     11.0      1.0     98.5     88.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       28       23       30       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      304,486
COMMITMENTS
  58,422   32,791   50,507  152,360  195,059  261,289  278,357   43,197   26,129

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      6,185)
     167    2,961    5,444   -1,419   -2,914    4,192    5,491    1,993      694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     10.8     16.6     50.0     64.1     85.8     91.4     14.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      40       29       40       71       75      134      126
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,174,981
COMMITMENTS
 242,985  392,431  428,983  444,231  310,550  1116199  1131964   58,782   43,017

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        201)
    -971   -3,822   12,991   -9,825   -3,421    2,195    5,748   -1,994   -5,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     33.4     36.5     37.8     26.4     95.0     96.3      5.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     106       96      134       78       69      269      229
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      156,932
COMMITMENTS
  53,373   48,454   31,055   67,804   74,371  152,232  153,880    4,700    3,052

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      9,080)
   5,914    3,945      830      668    4,087    7,412    8,862    1,668      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     30.9     19.8     43.2     47.4     97.0     98.1      3.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14        8       15       22       23       43       39
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,348,650
COMMITMENTS
 571,805   34,415  617,352  1117853  1672678  2307010  2324445   41,640   24,205

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     16,821)
  38,431   -2,377  -24,923    2,430   43,437   15,938   16,137      883      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      1.5     26.3     47.6     71.2     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      37       12       43       82       77      133      123
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      934,443
COMMITMENTS
  56,931  180,154  211,098  657,176  536,657  925,205  927,909    9,238    6,534

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     48,031)
   5,305   22,235    9,093   34,116   16,742   48,514   48,070     -483      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     19.3     22.6     70.3     57.4     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       25       29       34       34       70       68
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       32,136
COMMITMENTS
   8,850    9,955    9,369   13,519   12,405   31,738   31,729      398      407

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,662)
    -435      105    1,207      770      380    1,542    1,692      120      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     31.0     29.2     42.1     38.6     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       15       22       14       12       38       36
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,990
COMMITMENTS
   6,095    4,055    2,915    3,430    5,480   12,440   12,450      550      540

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,000)
      35      335      360      725      415    1,120    1,110     -120     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     31.2     22.4     26.4     42.2     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6       12       14        8       10       23       27
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,912
COMMITMENTS
   1,531      882    1,256   19,903   20,628   22,690   22,766      222      146

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        915)
       6      115      -90      882      940      798      965      117      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      3.8      5.5     86.9     90.0     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        5        5       28       35       37       42
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,571
COMMITMENTS
       0       90        0    1,783    1,869    1,783    1,959      788      612

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        129)
       0       90        0      127      101      127      191        2      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.0     69.4     72.7     69.4     76.2     30.6     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       17       20       17       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,251
COMMITMENTS
     107      402      126    1,535    1,346    1,768    1,874      483      377

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        204)
       2       81       10      169      105      181      196       23        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     17.9      5.6     68.2     59.8     78.5     83.3     21.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       20       19       23       24
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,286
COMMITMENTS
     104       50        5      976    1,173    1,085    1,228      201       58

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      3.9      0.4     75.9     91.2     84.4     95.5     15.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       11       17       13       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       56,296
COMMITMENTS
   3,320    2,027    1,824   49,473   51,054   54,617   54,905    1,679    1,391

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        256)
       0        0        0      256      256      256      256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      3.6      3.2     87.9     90.7     97.0     97.5      3.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        3       24       28       29       31
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,991
COMMITMENTS
   1,506      158    1,320    9,143   10,719   11,969   12,197    1,022      794

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:         48)
       0        0        0       48       48       48       48        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      1.2     10.2     70.4     82.5     92.1     93.9      7.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       17       14       20       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,774
COMMITMENTS
   1,970      480      582    8,726    9,885   11,278   10,947      496      827

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:         24)
     212        0     -192        4      216       24       24        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      4.1      4.9     74.1     84.0     95.8     93.0      4.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       17       18       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       17,110
COMMITMENTS
     456      880      550   14,433   14,864   15,439   16,294    1,671      816

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -72        0      -72        0       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.1      3.2     84.4     86.9     90.2     95.2      9.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       24       27       26
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,405
COMMITMENTS
     210        0        0   52,195   52,385   52,405   52,385        0       20

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        788)
       0        0        0      788      788      788      788        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       21       17       22       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      840,957
COMMITMENTS
       0        0        0  840,957  840,957  840,957  840,957        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     17,328)
       0        0        0   17,328   17,328   17,328   17,328        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       17       19       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,821
COMMITMENTS
   1,020        0        0   61,546   62,714   62,566   62,714      255      107

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,220)
       0        0        0    1,220    1,220    1,220    1,220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     98.0     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       16       27       17       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      815,882
COMMITMENTS
       0        0        0  815,882  815,882  815,882  815,882        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     22,774)
       0        0        0   22,774   22,774   22,774   22,774        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       18       21       18       21
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,562
COMMITMENTS
   7,550    1,226      215   45,542   52,121   53,307   53,562      255        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      2.3      0.4     85.0     97.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       22       18       25       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,080,862
COMMITMENTS
  29,076  116,920    5,781  1046005  958,161  1080862  1080862        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     10.8      0.5     96.8     88.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       24       22       27       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,295
COMMITMENTS
       0    3,500        0   35,040   31,540   35,040   35,040      255      255

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.9      0.0     99.3     89.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        9       15       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,375
COMMITMENTS
       0    6,375        0   34,375   28,000   34,375   34,375        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.5      0.0    100.0     81.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       15       14       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,626
COMMITMENTS
       0    2,586        0   22,349   20,040   22,349   22,626      277        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.4      0.0     98.8     88.6     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        0       17       11       17       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      531,915
COMMITMENTS
   1,680   11,555   23,480  506,755  496,880  531,915  531,915        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.2      4.4     95.3     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14        9       15       11
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      879,650
COMMITMENTS
       0  103,560   23,320  856,330  752,770  879,650  879,650        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     16,936)
       0        0        0   16,936   16,936   16,936   16,936        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.8      2.7     97.3     85.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       18       16       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      470,840
COMMITMENTS
  90,059   34,634   27,726  353,055  408,480  470,840  470,840        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      7.4      5.9     75.0     86.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       16       17       17
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      229,007
COMMITMENTS
       0    9,551        0  229,007  219,456  229,007  229,007        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        407)
       0        0        0      407      407      407      407        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.0    100.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       15       12       15       15
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,547
COMMITMENTS
     570        0       63   29,370   30,114   30,003   30,177      544      370

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        423)
    -110        0        0      588      465      478      465      -55      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.2     96.1     98.6     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        1       36       35       38       36
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,467
COMMITMENTS
      13    1,080       45    7,071    5,911    7,129    7,036      338      431

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:         97)
       0       25        0      122       97      122      122      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     14.5      0.6     94.7     79.2     95.5     94.2      4.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        1       22       18       23       23
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,105
COMMITMENTS
     630       62       60    7,956    8,498    8,646    8,620      459      485

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       33       20       33       20       -3       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.7      0.7     87.4     93.3     95.0     94.7      5.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       15       17       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,491,867
COMMITMENTS
 366,484  120,381  508,149  536,150  788,559  1410783  1417089   81,084   74,778

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     -3,282)
  12,354   -6,998   14,912  -28,580  -15,787   -1,314   -7,873   -1,968    4,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      8.1     34.1     35.9     52.9     94.6     95.0      5.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     114       80      145       83       98      275      270
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,015
COMMITMENTS
  61,118   14,390    3,507   64,521  107,684  129,146  125,581   44,869   48,434

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      4,226)
   2,907       18     -105    4,722    6,238    7,524    6,151   -3,298   -1,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1      8.3      2.0     37.1     61.9     74.2     72.2     25.8     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        3       14       17       21       22
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       69,616
COMMITMENTS
   8,539    2,394    8,763   49,107   50,663   66,409   61,820    3,207    7,796

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     -2,175)
     184   -1,648      945   -3,203   -1,766   -2,074   -2,469     -101      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      3.4     12.6     70.5     72.8     95.4     88.8      4.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        7       15       14       25       21
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,261
COMMITMENTS
   4,283    2,323    8,520   37,382   38,913   50,185   49,756    2,076    2,505

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:       -266)
     250      250     -150     -276     -326     -176     -226      -90      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      4.4     16.3     71.5     74.5     96.0     95.2      4.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        3       14       12       19       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,325
COMMITMENTS
   6,755    9,279   10,743   12,100    9,232   29,598   29,254    2,727    3,071

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,972)
     786    1,108    1,195     -130     -424    1,851    1,879      121       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     28.7     33.2     37.4     28.6     91.6     90.5      8.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        6       10       12       12       24       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       31,940
COMMITMENTS
  23,620    3,533    1,041    4,055   26,552   28,716   31,126    3,224      814

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,996)
   2,055       95       74     -535    1,846    1,594    2,015      402      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.0     11.1      3.3     12.7     83.1     89.9     97.5     10.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      97       30       13       23       37      131       76
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,784
COMMITMENTS
  49,440    3,980      265    7,564   58,562   57,269   62,807    7,515    1,977

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,518)
   2,893      352       59   -1,889    1,461    1,063    1,872      455     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.3      6.1      0.4     11.7     90.4     88.4     96.9     11.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
     111       17        8       24       33      139       55
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      323,839
COMMITMENTS
 109,828   30,809   37,985  146,800  242,306  294,613  311,100   29,226   12,739

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      2,431)
   2,934    2,109    1,592   -3,369     -837    1,157    2,864    1,274     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      9.5     11.7     45.3     74.8     91.0     96.1      9.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      86       23       46       80       89      187      145
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       11,073
COMMITMENTS
     200        0        0   10,370   10,580   10,570   10,580      503      493

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        723)
       0        0        0    1,049      873    1,049      873     -326     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.0     93.7     95.5     95.5     95.5      4.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       17       16       18       16
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,237
COMMITMENTS
     542      465      135    7,530    7,612    8,207    8,212       30       25

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      5.6      1.6     91.4     92.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1        9       13       14       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,777
COMMITMENTS
     389    1,764      187    7,111    5,472    7,687    7,423       90      354

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        754)
     -50      217       50      664      487      664      754       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     22.7      2.4     91.4     70.4     98.8     95.4      1.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        2       30       25       33       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       43,492
COMMITMENTS
   1,037    1,600      100   41,841   41,750   42,978   43,450      514       42

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        828)
     100      100        0      993      816    1,093      916     -265      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.7      0.2     96.2     96.0     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        3        1       37       36       42       40
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,672
COMMITMENTS
     975        0        0    8,587    9,672    9,562    9,672      110        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,150)
     150        0        0    1,000    1,150    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      0.0      0.0     88.8    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       16       10       18       10
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,414
COMMITMENTS
     503      400        0   16,806   17,014   17,309   17,414      105        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        187)
       0        0        0      400      262      400      262     -213      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      2.3      0.0     96.5     97.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        0       22       24       24       26
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,569
COMMITMENTS
   1,400    8,529       25   14,094    6,965   15,519   15,519       50       50

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        425)
       0      200        0      425      225      425      425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     54.8      0.2     90.5     44.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        5        1       29       19       34       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,634
COMMITMENTS
   1,868    2,428        0    5,766    5,206    7,634    7,634        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        175)
     -50        0        0      225      175      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     31.8      0.0     75.5     68.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0        9       14       12       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,779
COMMITMENTS
   3,986    4,325   11,087   42,567   42,262   57,640   57,674      139      105

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,116)
     756     -130     -152      494    1,398    1,098    1,116       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      7.5     19.2     73.7     73.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8        7        9       42       41       54       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,855
COMMITMENTS
     396      225        0    6,006    6,153    6,402    6,378      453      477

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        315)
       0       75        0      315      240      315      315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      3.3      0.0     87.6     89.8     93.4     93.0      6.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12       13       13       14
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,951
COMMITMENTS
   1,139        0      160    2,652    3,531    3,951    3,691        0      260

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      0.0      4.0     67.1     89.4    100.0     93.4      0.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        2       13        9       17       11
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,107
COMMITMENTS
     787    1,200      651   13,603   12,968   15,041   14,819       66      288

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        830)
     -70     -125       25      941      972      896      872      -66      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      7.9      4.3     90.0     85.8     99.6     98.1      0.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        6        2       27       29       30       36
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,431
COMMITMENTS
   1,963        0      102   20,959   23,679   23,024   23,781    3,407    2,650

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,365)
     496        0     -370      118    2,020      244    1,650    1,121     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.0      0.4     79.3     89.6     87.1     90.0     12.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       26       19       27
```

----

Updated January 25, 2013