```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,317
COMMITMENTS
   2,828    2,169    1,875   39,288   40,226   43,991   44,270      326       47

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      3,541)
    -251    1,749    1,569    2,176      196    3,494    3,514       47       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      4.9      4.2     88.7     90.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        3        2       32       43       35       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,285
COMMITMENTS
     338        0      750   22,031   22,358   23,119   23,108      166      177

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      1,831)
     338        0      750      743    1,081    1,831    1,831        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      3.2     94.6     96.0     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       21       22       22       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,752
COMMITMENTS
     521      724      682   10,276   10,139   11,479   11,545    1,273    1,207

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        554)
     150       54      232      104      213      486      499       68       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.7      5.3     80.6     79.5     90.0     90.5     10.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        6       34       36       40       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,881
COMMITMENTS
     768      123      257    7,294    7,978    8,319    8,358      562      523

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        599)
      89       -5       90      416      439      595      524        4       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      1.4      2.9     82.1     89.8     93.7     94.1      6.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        2        4       43       47       49       53
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,250
COMMITMENTS
     277      674      491    3,865    3,818    4,633    4,983      617      267

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:         42)
     120      138       60     -270     -228      -90      -30      132       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     12.8      9.4     73.6     72.7     88.2     94.9     11.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        3       22       24       26       28
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,285
COMMITMENTS
     125      150        0    2,665    2,735    2,790    2,885      495      400

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        323)
      60      100        0      271      296      331      396       -8      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      4.6      0.0     81.1     83.3     84.9     87.8     15.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        0       25       27       26       29
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,676
COMMITMENTS
     476        0       72    3,659    4,094    4,207    4,166      469      510

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        572)
      49        0       18      505      501      572      519        0       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.0      1.5     78.3     87.6     90.0     89.1     10.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       29       30       31
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       12,002
COMMITMENTS
       0      533        0   11,851   11,469   11,851   12,002      151        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      1,010)
       0      533        0    1,010      497    1,010    1,030        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0     98.7     95.6     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       22       19       22       20
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,736
COMMITMENTS
      86    1,594      639    7,569    6,331    8,294    8,564      442      172

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        289)
      86    1,108      407     -200   -1,196      293      319       -4      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     18.2      7.3     86.6     72.5     94.9     98.0      5.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        4       16       16       20       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,155
COMMITMENTS
      84    5,433    1,252   31,753   26,470   33,089   33,155       66        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      2,872)
       0    1,105    1,252    1,620      515    2,872    2,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     16.4      3.8     95.8     79.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       27       19       30       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      331,867
COMMITMENTS
  79,614   54,720   61,666  144,490  187,324  285,771  303,711   46,097   28,156

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -15,452)
  -8,103    7,597    4,571   -2,394  -27,578   -5,926  -15,410   -9,526      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     16.5     18.6     43.5     56.4     86.1     91.5     13.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      52       29       46       71       83      149      136
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,228,564
COMMITMENTS
 250,652  383,413  452,800  458,104  338,001  1161556  1174214   67,008   54,350

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -7,986)
 -13,236  -22,741    5,971    7,504   13,542      239   -3,228   -8,225   -4,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     31.2     36.9     37.3     27.5     94.5     95.6      5.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      97      104      143       70       71      250      249
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,297,737
COMMITMENTS
  68,309   24,021  448,595  776,057  820,850  1292961  1293466    4,776    4,271

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:   -109,253)
 -14,599    1,208  -15,461  -79,799  -96,883 -109,859 -111,136      605    1,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.9     34.6     59.8     63.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      37       31       56       57       55      121      115
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      210,188
COMMITMENTS
  62,542   62,480   43,228   95,098   98,071  200,868  203,779    9,320    6,409

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     14,186)
   5,416    4,749    2,148    2,368    6,814    9,932   13,711    4,253      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     29.7     20.6     45.2     46.7     95.6     97.0      4.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       13       22       22       25       47       50
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       49,704
COMMITMENTS
  21,055   13,912   17,840   10,498   17,412   49,393   49,164      311      540

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -12,488)
  -2,149   -2,430   -7,995   -2,198   -1,645  -12,341  -12,069     -147     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4     28.0     35.9     21.1     35.0     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10       11       14       14       16       30       35
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,485,928
COMMITMENTS
 631,177   66,673  770,214  1038949  1615003  2440340  2451890   45,588   34,038

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     32,434)
   1,377   16,580   79,498  -47,891  -75,000   32,984   21,078     -550   11,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      2.7     31.0     41.8     65.0     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      41       17       49       83       77      139      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      845,768
COMMITMENTS
  76,559  141,673  184,269  575,593  514,396  836,421  840,338    9,347    5,430

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -96,693)
  32,577  -51,649  -31,753 -101,967  -12,937 -101,143  -96,339    4,450     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     16.8     21.8     68.1     60.8     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       21       28       35       33       69       64
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,750
COMMITMENTS
   1,920      390      365    5,150    6,640    7,435    7,395      315      355

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        410)
      90       40      -55      300      555      335      540       75     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      5.0      4.7     66.5     85.7     95.9     95.4      4.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        3       11       13       16       16
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       36,762
COMMITMENTS
   8,281    9,695   11,044   16,737   15,823   36,062   36,562      700      200

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:         85)
    -311    1,603       99      382   -1,252      170      450      -85     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     26.4     30.0     45.5     43.0     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       17       23       16       16       40       43
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,172
COMMITMENTS
   6,450    5,895    2,397    4,735    5,255   13,582   13,547      590      625

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -1,010)
     -48       87     -242     -820   -1,020   -1,110   -1,175      100      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.5     41.6     16.9     33.4     37.1     95.8     95.6      4.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5       14       15       11        9       27       27
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       33,113
COMMITMENTS
   1,928      627    1,742   29,081   30,496   32,751   32,865      362      248

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      3,260)
     216      267       42    2,932    2,876    3,189    3,185       71       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      1.9      5.3     87.8     92.1     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       9        5        8       34       41       47       51
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,768
COMMITMENTS
      33       12       52    1,878    2,160    1,963    2,224      805      544

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:         76)
      15       12       27      -80        2      -38       41      114       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.4      1.9     67.8     78.0     70.9     80.3     29.1     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       20       20       22
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,181
COMMITMENTS
     128      217       50    1,657    1,639    1,835    1,906      346      275

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        108)
      20        2       10      123       96      153      108      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      9.9      2.3     76.0     75.1     84.1     87.4     15.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        3       27       23       31       27
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,385
COMMITMENTS
      60       51       40    1,029    1,123    1,129    1,214      256      171

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:         94)
       0       12       40       78      -12      118       40      -24       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      3.7      2.9     74.3     81.1     81.5     87.7     18.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       16       17       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      102,568
COMMITMENTS
   5,018    1,816   10,962   83,227   87,068   99,207   99,846    3,361    2,723

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -1,085)
   1,853      -19    2,843   -5,169   -3,668     -474     -844     -611     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      1.8     10.7     81.1     84.9     96.7     97.3      3.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        2        7       29       30       37       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,870
COMMITMENTS
   2,165      860    1,460   11,938   13,708   15,562   16,028    1,308      842

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:       -372)
    -233      718      240     -388   -1,340     -382     -382       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      5.1      8.7     70.8     81.3     92.2     95.0      7.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        4       16       12       20       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,090
COMMITMENTS
   1,276    1,047      998    9,126    9,300   11,400   11,345      690      745

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        320)
     120      607        0      476     -357      596      250     -276       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      8.7      8.3     75.5     76.9     94.3     93.8      5.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       17       16       19       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       16,934
COMMITMENTS
     402    2,479      790   14,096   12,644   15,288   15,913    1,646    1,021

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:       -100)
       0    1,939        0     -100   -2,039     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     14.6      4.7     83.2     74.7     90.3     94.0      9.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       24       24       27       27
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,556
COMMITMENTS
     210        0        0   48,346   48,536   48,556   48,536        0       20

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:         84)
       0        0        0       84       84       84       84        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       30)
       1        0        0       20       17       21       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      808,358
COMMITMENTS
       0        0        0  808,358  808,358  808,358  808,358        0        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       17       20       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,233
COMMITMENTS
   1,974        0        0   59,004   61,148   60,978   61,148      255       85

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        638)
   1,020        0        0     -382      638      638      638        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      0.0     96.4     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       16       26       18       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      827,542
COMMITMENTS
  18,580        0        0  808,962  827,542  827,542  827,542        0        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     11,730)
  18,580        0        0   -6,850   11,730   11,730   11,730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      0.0     97.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       18       20       19       20
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,263
COMMITMENTS
   6,895    1,116      320   47,793   53,827   55,008   55,263      255        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:       -321)
    -105        0      105     -321     -426     -321     -321        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      2.0      0.6     86.5     97.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       22       18       25       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,220,115
COMMITMENTS
  25,156  238,464   24,437  1170522  957,214  1220115  1220115        0        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:          0)
       0   82,344   18,656  -18,656 -101,000        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     19.5      2.0     95.9     78.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        2       22       20       26       24
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,895
COMMITMENTS
   1,165    3,390        0   31,497   29,272   32,662   32,662      233      233

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        108)
   1,165        0        0   -1,057      108      108      108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     10.3      0.0     95.8     89.0     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       14        9       15       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,080
COMMITMENTS
       0    6,155        0   33,080   26,925   33,080   33,080        0        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.6      0.0    100.0     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       14       14       15
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,672
COMMITMENTS
   3,230        0    3,450   13,992   17,222   20,672   20,672        0        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        320)
     105        0        0      215      320      320      320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      0.0     16.7     67.7     83.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2        9       15       11       17
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,495
COMMITMENTS
      60        0        0   14,541   12,924   14,601   12,924    1,894    3,571

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      1,530)
       0        0        0    1,275     -255    1,275     -255      255    1,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     88.2     78.4     88.5     78.4     11.5     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       15       19       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,818
COMMITMENTS
   2,211    1,527        0   24,374   25,291   26,585   26,818      233        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      3,827)
   2,211        0        0    1,616    3,827    3,827    3,827        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      5.7      0.0     90.9     94.3     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        0       18       14       19       17
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,039
COMMITMENTS
      60      470       40   17,706   17,147   17,806   17,657      233      382

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      2.6      0.2     98.2     95.1     98.7     97.9      1.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       13       11       15       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      518,467
COMMITMENTS
     504   23,635   23,480  494,483  471,352  518,467  518,467        0        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:          0)
       0   14,040        0        0  -14,040        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.6      4.5     95.4     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       15       10       16       13
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      933,659
COMMITMENTS
       0  122,960   23,320  910,339  787,379  933,659  933,659        0        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     14,423)
       0   23,320        0   14,423   -8,897   14,423   14,423        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.2      2.5     97.5     84.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       16       20       17       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      561,698
COMMITMENTS
 137,099  109,386   23,414  401,185  428,898  561,698  561,698        0        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      2,849)
       0        0        0    2,849    2,849    2,849    2,849        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     19.5      4.2     71.4     76.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       15       15       18       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      254,350
COMMITMENTS
   8,576   37,391        0  245,774  216,959  254,350  254,350        0        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     36,289)
   8,576   28,232        0   27,713    8,057   36,289   36,289        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     14.7      0.0     96.6     85.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        0       18       13       19       16
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,511
COMMITMENTS
      84       71      155    4,257    4,276    4,496    4,502       15        9

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:         17)
      -9       25      105      -79     -120       17       10       -0        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.6      3.4     94.4     94.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       17       18       20       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,239
COMMITMENTS
     438        0        0   28,277   29,002   28,715   29,002      524      237

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        814)
       0        0        0    1,100      814    1,100      814     -286        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     96.7     99.2     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        0        0       36       35       37       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,010
COMMITMENTS
   1,690        0        0    5,251    6,658    6,941    6,658       69      352

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        -15)
       0        0        0      -15      -15      -15      -15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      0.0      0.0     74.9     95.0     99.0     95.0      1.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       14       16       16       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,000
COMMITMENTS
       0      925       55   10,439    9,376   10,494   10,356      506      644

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      1,061)
       0      105       15      866      881      881    1,001      180       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      0.5     94.9     85.2     95.4     94.1      4.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        5        1       25       16       26       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,446
COMMITMENTS
   1,120      648      237    7,685    8,129    9,042    9,014      404      432

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        492)
     402      397      110      -50      -15      462      492       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      6.9      2.5     81.4     86.1     95.7     95.4      4.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        3       18       17       22       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,387,362
COMMITMENTS
 389,542  109,884  945,633  961,395  1255121  2296570  2310638   90,792   76,724

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     38,824)
 -10,020   13,498   37,143   15,269   -3,828   42,392   46,812   -3,568   -7,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      4.6     39.6     40.3     52.6     96.2     96.8      3.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
     165      107      223       99      107      369      351
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      108,968
COMMITMENTS
     261   19,119   32,002   76,075   56,429  108,338  107,550      630    1,418

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -1,568)
     108     -198     -930     -653     -143   -1,475   -1,271      -93     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     17.5     29.4     69.8     51.8     99.4     98.7      0.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       11       11       17       19       28       32
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      176,702
COMMITMENTS
  71,606   12,370        6   63,977  113,925  135,589  126,301   41,113   50,401

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      2,696)
     594     -150        0    1,914    1,682    2,508    1,532      188    1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.5      7.0      0.0     36.2     64.5     76.7     71.5     23.3     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        3        1       16       17       23       20
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,850
COMMITMENTS
   7,350    2,590    5,065   19,716   24,438   32,132   32,093    1,719    1,757

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:       -149)
     -40      253      124     -282     -678     -197     -301       49      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      7.7     15.0     58.2     72.2     94.9     94.8      5.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        4        9       15       15       27       27
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      272,584
COMMITMENTS
  19,829    5,103   41,694  203,853  217,924  265,376  264,721    7,208    7,863

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -5,716)
   1,893   -1,556   -1,469   -6,069   -2,797   -5,645   -5,822      -71      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      1.9     15.3     74.8     79.9     97.4     97.1      2.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        3       12       28       28       40       40
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       74,854
COMMITMENTS
   7,807    2,862   11,542   52,510   53,226   71,859   67,630    2,995    7,224

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -2,744)
  -1,300     -797      661   -1,903   -2,555   -2,542   -2,691     -202      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      3.8     15.4     70.1     71.1     96.0     90.3      4.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        4        7       15       14       25       22
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,797
COMMITMENTS
   5,278    2,938    9,231   38,276   39,669   52,785   51,838    2,012    2,959

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        367)
    -401    1,090   -1,090    1,968      300      477      300     -110       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      5.4     16.8     69.9     72.4     96.3     94.6      3.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        4       14       12       19       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,034
COMMITMENTS
   6,944   16,131   19,614   28,173   19,223   54,731   54,969    4,302    4,065

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      8,464)
     587    4,437    3,584    3,765      882    7,936    8,903      528     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     27.3     33.2     47.7     32.6     92.7     93.1      7.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        7       15       14       15       31       30
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,738
COMMITMENTS
   2,000    1,245      219    4,063    4,936    6,282    6,400      456      338

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        -94)
     -36      192     -205      268      -20       27      -34     -121      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     18.5      3.3     60.3     73.3     93.2     95.0      6.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        7        3       14       13       21       22
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       75,935
COMMITMENTS
   5,347      190    1,899   58,980   65,556   66,226   67,645    9,709    8,290

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -3,952)
    -712       57     -149   -2,515   -3,765   -3,377   -3,857     -576      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.2      2.5     77.7     86.3     87.2     89.1     12.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        5       16       18       21       23
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,096
COMMITMENTS
   2,581    9,164    4,095   10,555    5,529   17,231   18,789    1,864      307

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     48.0     21.4     55.3     29.0     90.2     98.4      9.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        4       13        9       20       15
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       38,640
COMMITMENTS
  27,899    2,396    1,188    5,068   32,320   34,154   35,904    4,486    2,736

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -10,595)
  -2,565   -1,026   -1,981   -6,329   -8,774  -10,875  -11,780      281    1,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.2      6.2      3.1     13.1     83.6     88.4     92.9     11.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
     101       27       14       25       39      132       75
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       73,221
COMMITMENTS
  46,137    2,918    3,620   15,032   64,248   64,789   70,786    8,432    2,435

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -11,106)
  -8,385     -618     -262   -2,182  -10,664  -10,829  -11,544     -277      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.0      4.0      4.9     20.5     87.7     88.5     96.7     11.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
     111       21       27       32       41      156       82
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      348,266
COMMITMENTS
 126,012   35,092   43,824  149,196  255,397  319,032  334,314   29,233   13,952

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -7,469)
  -2,028      184   -5,064       82   -2,482   -7,011   -7,363     -458     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2     10.1     12.6     42.8     73.3     91.6     96.0      8.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      86       32       55       85       95      203      159
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       13,591
COMMITMENTS
       0        0        0   13,194   12,464   13,194   12,464      397    1,127

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      1,031)
       0        0        0      957      839      957      839       74      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.1     91.7     97.1     91.7      2.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       17       19       17
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,146
COMMITMENTS
  12,696        0      615    8,359   20,568   21,670   21,183    2,476    2,963

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      1,742)
     891        0      213      190    1,115    1,294    1,328      448      414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.6      0.0      2.5     34.6     85.2     89.7     87.7     10.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        1        9       16       12       17
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       12,879
COMMITMENTS
   5,764    4,878    2,179    4,747    5,071   12,690   12,128      189      751

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      2,509)
   1,035      160      462    1,012    1,137    2,509    1,759        0      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8     37.9     16.9     36.9     39.4     98.5     94.2      1.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        4        7        9       16       15
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,093
COMMITMENTS
   2,644      465      135    5,284    7,438    8,063    8,038       30       55

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        -42)
   2,282      -30        0   -2,324      -42      -42      -72        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7      5.7      1.7     65.3     91.9     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1        9       13       14       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,542
COMMITMENTS
     356    2,601      187    6,854    4,353    7,397    7,141      145      401

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:         18)
       0      195        0       18     -177       18       18        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     34.5      2.5     90.9     57.7     98.1     94.7      1.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        2       25       23       27       28
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       48,935
COMMITMENTS
   7,751    1,750      814   39,699   46,299   48,264   48,863      671       72

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      1,343)
   6,241     -650      564   -5,430    1,377    1,375    1,291      -32       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      3.6      1.7     81.1     94.6     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        4        3       36       35       42       42
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,019
COMMITMENTS
     300    1,700      250   10,273    9,009   10,823   10,959      196       60

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      1,025)
       0    1,700       50      975     -725    1,025    1,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     15.4      2.3     93.2     81.8     98.2     99.5      1.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       12       19       14
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,666
COMMITMENTS
   1,009      100    1,318   20,239   21,248   22,566   22,666      100        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        673)
     232        0    1,318     -877     -645      673      673        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.4      5.8     89.3     93.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        1       25       21       29       23
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,464
COMMITMENTS
   2,150    7,829      175   13,089    7,410   15,414   15,414       50       50

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        150)
     875      100       25     -750       25      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     50.6      1.1     84.6     47.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        3        3       33       19       41       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,779
COMMITMENTS
   1,776    2,313      160    5,783    5,306    7,719    7,779       60        0

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        -35)
     -29       50       85      -91     -170      -35      -35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     29.7      2.1     74.3     68.2     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        2        8       14       13       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,682
COMMITMENTS
   3,647    5,998    7,085   36,839   34,506   47,571   47,589      111       93

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      2,639)
   1,343    1,654    1,991     -682   -1,045    2,652    2,600      -13       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     12.6     14.9     77.3     72.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        8       11       41       41       53       56
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,332
COMMITMENTS
   1,640    1,679      487   12,134   11,898   14,261   14,064       71      268

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        357)
      85        0       83      189      274      357      357        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     11.7      3.4     84.7     83.0     99.5     98.1      0.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        5        3       27       29       33       36
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,936
COMMITMENTS
   6,588      726      480   29,091   32,801   36,159   34,007    2,777    4,929

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      4,187)
   3,097      126      480      634    3,040    4,211    3,646      -24      541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      1.9      1.2     74.7     84.2     92.9     87.3      7.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        2       18       23       21       26
```

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Updated March 1, 2013