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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,410
COMMITMENTS
   4,224    1,813    1,539   28,148   30,990   33,911   34,342      499       68

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -10,450)
    -153   -2,011   -1,009   -9,265   -7,455  -10,427  -10,475      -23       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      5.3      4.5     81.8     90.1     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        5        2       34       42       36       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,509
COMMITMENTS
     133        0        4   14,265   14,405   14,402   14,409      107      100

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -3,028)
      60     -220     -295   -2,769   -2,511   -3,004   -3,026      -24       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     98.3     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       19       23       20       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,516
COMMITMENTS
     622      815      648    9,025    8,887   10,295   10,350    1,221    1,166

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -761)
    -166      107      -86     -369     -682     -621     -661     -140     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      7.1      5.6     78.4     77.2     89.4     89.9     10.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        5       29       28       35       34
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,960
COMMITMENTS
     569      139      544    5,277    5,687    6,390    6,370      570      590

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -2,231)
      93      -46     -297   -1,959   -1,818   -2,163   -2,161      -68      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      2.0      7.8     75.8     81.7     91.8     91.5      8.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        3        6       35       41       44       48
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,492
COMMITMENTS
       0      386       67    1,731    1,514    1,798    1,967      694      525

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -629)
    -106     -104        0     -532     -679     -638     -783        9      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.5      2.7     69.5     60.8     72.2     78.9     27.8     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       15       17       16       19
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,997
COMMITMENTS
      10       46       33    2,450    2,463    2,493    2,542      504      455

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -607)
     -35       -8        0     -670     -610     -705     -618       98       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.5      1.1     81.7     82.2     83.2     84.8     16.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       19       19       21       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,545
COMMITMENTS
     351       25      156    3,538    3,891    4,045    4,072      500      473

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,472)
     -19        0      -29   -1,279   -1,483   -1,327   -1,512     -145       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.6      3.4     77.8     85.6     89.0     89.6     11.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        4       25       28       29       33
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,024
COMMITMENTS
      25        0      150    8,764    8,859    8,939    9,009       85       15

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -2,001)
    -515   -2,821      150   -1,611      670   -1,976   -2,001      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      1.7     97.1     98.2     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       20       16       21       17
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,166
COMMITMENTS
     195      416      728    8,776    8,932    9,699   10,076      467       90

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,016)
     195     -444       89   -1,325     -623   -1,041     -978       25      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      4.1      7.2     86.3     87.9     95.4     99.1      4.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        3       19       23       22       28
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,464
COMMITMENTS
     310      580        0    1,035      721    1,345    1,301      119      163

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -393)
      10      -80        0     -396     -318     -386     -398       -7        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     39.6      0.0     70.7     49.2     91.9     88.9      8.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        0       12       11       17       15
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,436
COMMITMENTS
   2,057    4,236    1,033   24,346   22,167   27,436   27,436        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -5,704)
    -345     -633     -270   -5,089   -4,801   -5,704   -5,704        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     15.4      3.8     88.7     80.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       32       18       33       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      309,683
COMMITMENTS
  35,430   65,950   52,374  187,705  157,798  275,510  276,122   34,173   33,561

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -4,592)
  -6,124   -3,600  -10,025   15,915   10,439     -234   -3,186   -4,358   -1,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     21.3     16.9     60.6     51.0     89.0     89.2     11.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      30       47       49       68       70      133      138
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,499,323
COMMITMENTS
 346,263  408,265  604,838  469,966  444,808  1421066  1457910   78,257   41,413

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -33,818)
    -111      168  -31,210   -1,192    1,224  -32,513  -29,817   -1,306   -4,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     27.2     40.3     31.3     29.7     94.8     97.2      5.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     137       87      161       70       69      284      257
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,428,609
COMMITMENTS
 111,035   41,493  491,147  822,434  894,429  1424616  1427070    3,992    1,539

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -48,677)
   1,882    6,980  -30,341  -20,124  -25,248  -48,583  -48,608      -95      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      2.9     34.4     57.6     62.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      44       29       63       65       58      137      122
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      375,684
COMMITMENTS
 115,201   88,047   93,910  159,711  188,208  368,821  370,165    6,863    5,519

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -5,752)
   4,623   -1,520   -1,962   -6,313   -1,700   -3,651   -5,182   -2,101     -571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7     23.4     25.0     42.5     50.1     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       13       23       31       34       59       58
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       86,695
COMMITMENTS
  25,083   17,369   45,288   15,933   23,741   86,304   86,398      391      296

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -4,317)
  -3,318   -1,019     -769      -99   -2,412   -4,186   -4,200     -132     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     20.0     52.2     18.4     27.4     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       15       23       15       19       38       44
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,812,269
COMMITMENTS
 935,742   51,791  830,232  1010263  1910000  2776237  2792023   36,032   20,246

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:   -109,655)
 -29,278   12,098  -34,107  -48,359  -82,746 -111,744 -104,755    2,089   -4,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3      1.8     29.5     35.9     67.9     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      41       14       50       84       80      141      133
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,006,460
COMMITMENTS
  46,010  200,317  238,934  717,063  562,335  1002007  1001586    4,453    4,874

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:   -141,070)
 -37,796    2,831  -49,755  -53,980  -92,634 -141,531 -139,558      461   -1,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     19.9     23.7     71.2     55.9     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       26       31       40       40       79       78
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,835
COMMITMENTS
   2,585      730      445    3,490    5,335    6,520    6,510      315      325

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -855)
    -160      270     -145     -610   -1,130     -915   -1,005       60      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8     10.7      6.5     51.1     78.1     95.4     95.2      4.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        3       13       12       19       15
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       13,183
COMMITMENTS
   1,597      714    1,830    9,554   10,568   12,981   13,112      202       71

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        380)
    -355      -22       87      642      334      374      399        7      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      5.4     13.9     72.5     80.2     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       14       16       17       18
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       57,136
COMMITMENTS
  14,797   15,688   15,913   25,785   25,061   56,495   56,662      641      474

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        865)
     775    2,767   -1,129    1,050     -875      696      763      169      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     27.5     27.9     45.1     43.9     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15       17       27       19       17       48       47
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       19,226
COMMITMENTS
   6,067    6,815    4,439    8,455    7,522   18,961   18,776      265      450

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,080)
     125      195     -545     -725     -930   -1,145   -1,280       65      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     35.4     23.1     44.0     39.1     98.6     97.7      1.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6       19       20       10       10       31       34
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,142
COMMITMENTS
     110      480       30    1,715    1,551    1,855    2,061      287       81

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -336)
     -30     -240       10     -271     -100     -291     -330      -45       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     22.4      1.4     80.1     72.4     86.6     96.2     13.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       11       10       14       14
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       32,715
COMMITMENTS
   3,463      972    2,510   26,239   28,944   32,212   32,426      503      289

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -5,343)
     166     -307     -361   -5,242   -4,673   -5,438   -5,341       94       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      3.0      7.7     80.2     88.5     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      12        6        9       35       45       51       58
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,421
COMMITMENTS
       0      220      106    1,711    1,515    1,817    1,841      604      580

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -371)
     -35       85      -77     -163     -271     -275     -263      -96     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.1      4.4     70.7     62.6     75.1     76.0     24.9     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        3       21       15       24       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,391
COMMITMENTS
     116      138       13      853      812      982      963      409      428

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -545)
    -138      -39      -20     -243     -417     -401     -476     -144      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      9.9      0.9     61.3     58.4     70.6     69.2     29.4     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       16       15       19       20
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,702
COMMITMENTS
     441      306       50      762    1,206    1,253    1,562      449      140

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -690)
     -64       62       20     -656     -723     -700     -641       10      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     18.0      2.9     44.8     70.9     73.6     91.8     26.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        2       15       18       19       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       83,104
COMMITMENTS
   2,335    1,292    4,849   73,891   74,851   81,075   80,993    2,029    2,111

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -5,302)
    -423     -117      -35   -4,123   -5,105   -4,581   -5,256     -722      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.6      5.8     88.9     90.1     97.6     97.5      2.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        4       28       30       33       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,766
COMMITMENTS
   2,059        0      820    8,989   11,472   11,868   12,292      898      474

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -976)
     161        0     -110     -968     -808     -916     -918      -60      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      0.0      6.4     70.4     89.9     93.0     96.3      7.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       17       14       20       17
 
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE           Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        5,668
COMMITMENTS
       0    1,036        0    4,863    3,781    4,863    4,817      805      851

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -396)
       0      -74        0     -278     -228     -278     -302     -118      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.3      0.0     85.8     66.7     85.8     85.0     14.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       17       13       17       15
 
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE        Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       10,171
COMMITMENTS
   1,376      826    1,036    7,091    7,863    9,503    9,725      668      446

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -639)
      14      118     -192     -457     -533     -635     -607       -4      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      8.1     10.2     69.7     77.3     93.4     95.6      6.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       18       17       20       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       15,789
COMMITMENTS
     210      524    1,366   12,404   12,973   13,980   14,863    1,809      926

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -867)
     -30        4      -24     -784     -836     -838     -856      -29      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      3.3      8.7     78.6     82.2     88.5     94.1     11.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       21       22       24       24
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,467
COMMITMENTS
      40        0        0   36,427   36,467   36,467   36,467        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -3,595)
     -44        0        0   -3,551   -3,595   -3,595   -3,595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       19       15       20       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      644,746
COMMITMENTS
       0        0        0  644,746  644,746  644,746  644,746        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -41,944)
       0        0        0  -41,944  -41,944  -41,944  -41,944        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       14       21       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,007
COMMITMENTS
       0        0        0   46,497   47,007   46,497   47,007      510        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -3,870)
       0        0        0   -4,125   -3,848   -4,125   -3,848      255      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       17       13       17
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      705,812
COMMITMENTS
       0        0        0  705,812  705,812  705,812  705,812        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -58,800)
       0        0        0  -58,800  -58,800  -58,800  -58,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       17       14       17       14
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,860
COMMITMENTS
   7,425    1,445        0   44,500   58,415   51,925   59,860    7,935        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      8,298)
   2,120     -110   -1,280     -222    9,688      618    8,298    7,680        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      2.4      0.0     74.3     97.6     86.7    100.0     13.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        0       23       19       24       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,334,116
COMMITMENTS
 145,966  367,310    5,781  1182369  961,025  1334116  1334116        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    104,374)
 138,352  130,120        0  -33,978  -25,746  104,374  104,374        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     27.5      0.4     88.6     72.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       25       23       27       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,478
COMMITMENTS
       0    3,286        0   24,458   20,705   24,458   23,991       20      487

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -3,977)
       0     -110        0   -3,997   -3,823   -3,997   -3,933       20      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.4      0.0     99.9     84.6     99.9     98.0      0.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       13        9       13       11
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,275
COMMITMENTS
     126    8,851        0   37,894   29,424   38,020   38,275      255        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      3,139)
       0    2,596        0    3,139      543    3,139    3,139        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     23.1      0.0     99.0     76.9     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       15       16       16       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,256
COMMITMENTS
   4,311    7,687    5,144   28,801   25,425   38,256   38,256        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      5,434)
    -301    7,687      -73    5,918   -2,180    5,544    5,434     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     20.1     13.4     75.3     66.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        4       16       14       20       18
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,037
COMMITMENTS
       0      940      592   22,636   22,206   23,228   23,738      809      299

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        -36)
       0       88      -88       52      -36      -36      -36        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      2.5     94.2     92.4     96.6     98.8      3.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       16       16       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,125
COMMITMENTS
       0    1,040        0   32,977   32,085   32,977   33,125      148        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -2,657)
       0      -10        0   -2,635   -2,647   -2,635   -2,657      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      0.0     99.6     96.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       21       20       21       21
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      438,725
COMMITMENTS
  28,625        0   29,032  381,068  409,693  438,725  438,725        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -39,592)
  -3,920        0        0  -35,672  -39,592  -39,592  -39,592        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      6.6     86.9     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       15       14       17       16
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      889,282
COMMITMENTS
       0   69,753   23,320  865,962  796,209  889,282  889,282        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -36,689)
       0  -12,902        0  -36,689  -23,787  -36,689  -36,689        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.8      2.6     97.4     89.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       18       20       19       21
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,022,799
COMMITMENTS
 314,543  341,462    4,738  703,518  676,599  1022799  1022799        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    102,208)
 127,376  142,664   -2,744  -22,424  -37,712  102,208  102,208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8     33.4      0.5     68.8     66.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        1       16       15       21       16
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      269,270
COMMITMENTS
  48,516        0        0  220,754  269,270  269,270  269,270        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     22,544)
  42,488        0   -9,360  -10,584   31,904   22,544   22,544        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      0.0      0.0     82.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       14       13       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      324,932
COMMITMENTS
       0   48,615        0  324,932  276,317  324,932  324,932        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -20,288)
       0  -12,152        0  -20,288   -8,136  -20,288  -20,288        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.0      0.0    100.0     85.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       18       20       18       22
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      399,352
COMMITMENTS
       0   13,840        0  399,352  385,512  399,352  399,352        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     47,280)
       0        0        0   47,280   47,280   47,280   47,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      0.0    100.0     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       12       14       13
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,856
COMMITMENTS
     176        0      147    4,524    4,697    4,847    4,844        8       12

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -104)
      24      -16       -9     -121      -76     -106     -101        2       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      3.0     93.2     96.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       18       19       21       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,417
COMMITMENTS
     933        0      120   24,724   25,881   25,777   26,001      640      416

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        302)
      91        0      -85      248      377      254      292       48       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.5     93.6     98.0     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        0        1       39       38       42       39
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,706
COMMITMENTS
   2,365        0        0    5,241    7,556    7,606    7,556      100      150

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        375)
     545        0        0     -200      316      345      316       30       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7      0.0      0.0     68.0     98.1     98.7     98.1      1.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       20       16       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,447
COMMITMENTS
     310      818        4    9,810    9,230   10,124   10,052      323      395

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,512)
     -35     -110        0   -1,437   -1,288   -1,472   -1,398      -40     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      7.8      0.0     93.9     88.4     96.9     96.2      3.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       23       21       25       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,757
COMMITMENTS
   1,010       38      277    7,095    8,122    8,382    8,437      375      320

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,064)
    -277       15     -113     -638     -925   -1,028   -1,023      -36      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      0.4      3.2     81.0     92.7     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       17       19       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,455,320
COMMITMENTS
 392,183  104,907  944,248  1024626  1302673  2361057  2351829   94,263  103,491

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      4,537)
  -1,687   -3,453   15,529   -7,097  -14,416    6,746   -2,340   -2,208    6,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      4.3     38.5     41.7     53.1     96.2     95.8      3.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     153      100      202       96      110      340      336
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      104,155
COMMITMENTS
   7,383   25,379   23,713   72,104   53,518  103,200  102,610      955    1,545

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     13,009)
   2,414    4,069    5,481    5,003    3,495   12,899   13,046      111      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     24.4     22.8     69.2     51.4     99.1     98.5      0.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        9       10       17       16       28       29
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      158,242
COMMITMENTS
  61,213   12,351      427   56,892   97,713  118,532  110,491   39,710   47,751

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -12,570)
  -4,705   -1,027      130   -6,491  -11,487  -11,066  -12,384   -1,504     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7      7.8      0.3     36.0     61.7     74.9     69.8     25.1     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        4        3       16       18       24       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,790
COMMITMENTS
   5,464    1,753    2,933   16,155   20,388   24,552   25,075    1,238      715

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -270)
     -49       41      -60     -127     -279     -236     -299      -35       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      6.8     11.4     62.6     79.1     95.2     97.2      4.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        4        8       16       15       26       25
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      219,136
COMMITMENTS
  22,089      243   29,100  160,307  180,793  211,497  210,136    7,639    9,000

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -13,514)
   1,184     -125   -3,106  -11,109   -9,875  -13,031  -13,106     -483     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.1     13.3     73.2     82.5     96.5     95.9      3.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        1       10       29       29       39       39
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,291
COMMITMENTS
   9,949    2,406    1,797   46,532   50,727   58,278   54,930    2,013    5,361

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -523)
    -219        0     -479      175      -44     -523     -523        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      4.0      3.0     77.2     84.1     96.7     91.1      3.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        5       16       15       27       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,096
COMMITMENTS
  11,609   15,813   25,879   37,296   33,245   74,785   74,938    4,312    4,158

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      4,023)
     905     -279    2,849       13    1,519    3,766    4,088      257      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     20.0     32.7     47.2     42.0     94.5     94.7      5.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12        7       19       17       14       36       35
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,782
COMMITMENTS
   2,502    1,418       12    2,962    4,197    5,477    5,627      306      155

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        694)
     112      487       -1      510      237      621      723       73      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.3     24.5      0.2     51.2     72.6     94.7     97.3      5.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        6        1       11       12       20       18
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       66,992
COMMITMENTS
   1,848    2,703    2,800   53,168   53,586   57,815   59,088    9,177    7,904

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -5,025)
      42     -296     -215   -4,300   -4,108   -4,473   -4,619     -552     -406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      4.0      4.2     79.4     80.0     86.3     88.2     13.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        4       19       20       24       24
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,059
COMMITMENTS
  11,304   13,501   12,686   16,905   14,320   40,895   40,507      164      553

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        150)
     151     -211     -157      159      426      153       58       -3       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     32.9     30.9     41.2     34.9     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        8        9       18       17       32       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       43,289
COMMITMENTS
  25,991    3,424    3,979   10,966   35,070   40,936   42,474    2,353      815

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,770)
     967      -10     -611   -2,066     -968   -1,711   -1,589      -59     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.0      7.9      9.2     25.3     81.0     94.6     98.1      5.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      84       37       14       30       41      124       87
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       67,490
COMMITMENTS
  41,640   15,498    2,811   18,644   45,345   63,096   63,654    4,394    3,836

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -688)
     545   -1,701     -115   -1,256      903     -825     -913      137      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.7     23.0      4.2     27.6     67.2     93.5     94.3      6.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      85       44       24       33       35      129       96
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      271,225
COMMITMENTS
  71,570   26,857   45,647  134,261  183,220  251,478  255,725   19,747   15,500

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -14,742)
  -8,986   -9,220    1,418   -5,507   -6,255  -13,074  -14,057   -1,668     -686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      9.9     16.8     49.5     67.6     92.7     94.3      7.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      52       40       52       77       89      162      153
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,715
COMMITMENTS
   4,983    9,488    1,217    8,374    4,010   14,574   14,715      141        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -895)
    -726     -431      298     -450     -612     -878     -745      -17     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     64.5      8.3     56.9     27.3     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        6        5        6        5       16       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,426
COMMITMENTS
     431    1,467      638    6,300    5,027    7,369    7,132       57      294

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -893)
      14     -696      -22     -864     -147     -872     -865      -21      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     19.8      8.6     84.8     67.7     99.2     96.0      0.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        3       28       27       33       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       63,065
COMMITMENTS
     115    3,720    3,348   58,742   55,975   62,205   63,043      860       22

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -9,512)
  -9,463     -861   -1,593    1,522   -7,048   -9,534   -9,502       22      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      5.9      5.3     93.1     88.8     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        5        3       35       29       39       35
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,530
COMMITMENTS
   3,716    1,355      115    5,603    8,060    9,434    9,530       96        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,026)
  -1,190      -95     -615      785     -316   -1,020   -1,026       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0     14.2      1.2     58.8     84.6     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        2       15       10       19       13
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,673
COMMITMENTS
   1,693    1,567      813   49,149   49,293   51,655   51,673       18        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -2,987)
  -2,980   -1,634     -475      468     -878   -2,987   -2,987        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      3.0      1.6     95.1     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        1       28       19       33       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,649
COMMITMENTS
   1,250    4,694      175   11,224    7,480   12,649   12,349        0      300

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,575)
    -325     -400     -100   -1,150   -1,075   -1,575   -1,575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     37.1      1.4     88.7     59.1    100.0     97.6      0.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        3        3       27       20       33       26
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,321
COMMITMENTS
   3,205    8,129    1,897   30,691   26,247   35,793   36,273      528       48

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -5,346)
    -668    1,043   -1,639   -3,052   -4,750   -5,359   -5,346       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     22.4      5.2     84.5     72.3     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        8        8       39       40       47       55
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,036
COMMITMENTS
   1,515    1,798      528   11,948   11,710   13,991   14,036       45        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,145)
    -466      399       51     -697   -1,279   -1,112     -829      -33     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     12.8      3.8     85.1     83.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        6        3       23       31       30       39
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,501
COMMITMENTS
   4,125    1,356      895   10,355   13,250   15,375   15,501      126        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,152)
     -15     -373        0   -1,119     -779   -1,134   -1,152      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      8.7      5.8     66.8     85.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       13        9       18       14
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,922
COMMITMENTS
   2,183    1,445      785   18,564   19,001   21,532   21,231    3,390    3,691

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -4,914)
    -877      -40       73   -3,678   -4,241   -4,482   -4,208     -432     -706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      5.8      3.1     74.5     76.2     86.4     85.2     13.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        4       17       22       22       26
```

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Updated June 7, 2013