```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,950
COMMITMENTS
   2,683      517      306   34,658   37,087   37,647   37,910      303       40

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -6,894)
     580     -305     -544   -6,939   -6,064   -6,903   -6,913        9       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      1.4      0.8     91.3     97.7     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        2        1       31       44       33       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,333
COMMITMENTS
       0        0        0   20,167   20,158   20,167   20,158      166      175

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,931)
       0        0        0   -2,876   -2,889   -2,876   -2,889      -55      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     99.1     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       22       21       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,180
COMMITMENTS
     274      460      578   10,163    9,969   11,015   11,007    1,165    1,173

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,966)
       7     -289      -66   -1,745   -1,525   -1,804   -1,880     -162      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      3.8      4.7     83.4     81.8     90.4     90.4      9.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        5       35       36       40       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,771
COMMITMENTS
     531      113      269    5,426    5,925    6,226    6,307      545      464

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,326)
     -80      -51      -71   -1,044   -1,069   -1,195   -1,191     -131     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      1.7      4.0     80.1     87.5     92.0     93.1      8.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        2        4       42       46       48       52
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,163
COMMITMENTS
     100      594      543    3,962    3,821    4,605    4,958      558      205

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,514)
     -20      -25       -9   -1,378   -1,445   -1,407   -1,479     -107      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     11.5     10.5     76.7     74.0     89.2     96.0     10.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       23       23       25       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,606
COMMITMENTS
      65       50        0    1,968    1,943    2,033    1,993      573      613

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -854)
     -55      -40        0   -1,027     -913   -1,082     -953      228       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.9      0.0     75.5     74.6     78.0     76.5     22.0     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       20       21       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,643
COMMITMENTS
     361        0       54    2,818    3,157    3,233    3,211      410      432

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -590)
     125       -7     -129     -577     -387     -581     -523       -9      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      1.5     77.4     86.7     88.7     88.1     11.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       21       24       24       26
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,277
COMMITMENTS
       0        0        0   10,121   10,247   10,121   10,247      156       30

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,572)
       0        0        0   -1,608   -1,572   -1,608   -1,572       36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     99.7     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       22       18       22       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,574
COMMITMENTS
       0      348      232    6,967    6,810    7,199    7,390      375      184

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -147)
       0      -52       -8      -62      -67      -70     -127      -77      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      3.1     92.0     89.9     95.0     97.6      5.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       15       16       17       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,246
COMMITMENTS
      84    3,878        0   29,096   25,368   29,180   29,246       66        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -3,475)
       0      577     -332   -3,143   -3,720   -3,475   -3,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     13.3      0.0     99.5     86.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       28       19       29       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      333,223
COMMITMENTS
  71,944   39,988   66,492  144,529  200,787  282,966  307,267   50,258   25,956

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      8,927)
   8,419    6,437    5,360  -11,388   -4,282    2,391    7,515    6,535    1,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     12.0     20.0     43.4     60.3     84.9     92.2     15.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      52       27       43       71       81      146      132
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,235,844
COMMITMENTS
 252,968  393,148  462,333  452,093  330,620  1167395  1186101   68,449   49,743

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     57,293)
  -2,722   -7,976   40,905   17,835   20,761   56,018   53,690    1,276    3,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     31.8     37.4     36.6     26.8     94.5     96.0      5.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     115      104      160       67       64      271      251
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,358,659
COMMITMENTS
  84,378   26,296  431,566  838,368  897,997  1354312  1355859    4,346    2,800

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     23,961)
  -1,627   -4,105   17,063    8,699   11,115   24,136   24,074     -175     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      1.9     31.8     61.7     66.1     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      41       29       58       65       58      129      122
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      161,750
COMMITMENTS
  55,954   57,590   24,757   76,480   74,538  157,191  156,885    4,559    4,865

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -4,855)
    -782    5,210   -4,560    1,402   -5,048   -3,940   -4,398     -915     -457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6     35.6     15.3     47.3     46.1     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        8       17       21       22       42       39
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       65,862
COMMITMENTS
  24,973   18,114   26,825   13,459   19,992   65,256   64,931      606      931

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      8,178)
  -2,113     -470    4,985    5,263    3,619    8,135    8,135       43       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9     27.5     40.7     20.4     30.4     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       13       13       14       18       28       37
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,363,059
COMMITMENTS
 610,824   41,578  624,118  1081405  1674855  2316347  2340551   46,712   22,508

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -46,799)
  23,757    3,761   -6,363  -68,246  -41,482  -50,852  -44,084    4,053   -2,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      1.8     26.4     45.8     70.9     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      36       13       43       79       74      130      120
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      905,617
COMMITMENTS
  47,123  182,832  203,004  650,831  514,569  900,958  900,405    4,659    5,212

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     12,379)
  -1,181    5,050    1,459   12,125    5,986   12,403   12,495      -24     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     20.2     22.4     71.9     56.8     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      12       25       26       37       36       68       68
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,405
COMMITMENTS
   1,662      350      498    4,915    6,060    7,075    6,908      330      497

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      4.7      6.7     66.4     81.8     95.5     93.3      4.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        4       12       12       18       16
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,859
COMMITMENTS
   8,673    5,714    9,902   12,779   16,038   31,354   31,654      505      205

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      1,545)
     521   -1,285     -140    1,149    3,460    1,530    2,035       15     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     17.9     31.1     40.1     50.3     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       15       24       15       13       39       40
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,270
COMMITMENTS
   6,160    4,895    2,105    4,425    6,015   12,690   13,015      580      255

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:        715)
     220    1,130      -95      625      355      750    1,390      -35     -675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.4     36.9     15.9     33.3     45.3     95.6     98.1      4.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4       15       15       10       11       26       29
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,855
COMMITMENTS
   1,472      529    1,412   21,715   22,692   24,599   24,632      257      223

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -807)
     -50     -111       45     -897     -770     -901     -836       94       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      2.1      5.7     87.4     91.3     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        6        7       33       36       44       45
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,509
COMMITMENTS
       0      102       13    1,859    1,977    1,872    2,092      637      417

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -392)
       0       12       13     -322     -276     -309     -251      -83     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.1      0.5     74.1     78.8     74.6     83.4     25.4     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       20       18       21       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,825
COMMITMENTS
      87      213       35    1,300    1,364    1,422    1,612      403      213

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -672)
     -15     -227      -96     -551     -254     -662     -577      -10      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     11.7      1.9     71.2     74.7     77.9     88.3     22.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       23       20       26       24
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      104,111
COMMITMENTS
   3,441    1,846    8,090   88,560   91,237  100,091  101,172    4,020    2,939

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -9,894)
    -568     -166   -1,475   -9,231   -9,545  -11,274  -11,186    1,380    1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.8      7.8     85.1     87.6     96.1     97.2      3.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        5       28       29       35       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,148
COMMITMENTS
   2,493      142    1,220   12,257   15,074   15,970   16,436    1,178      712

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,386)
    -306      -36      -80   -1,136   -1,188   -1,522   -1,304      136      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      0.8      7.1     71.5     87.9     93.1     95.8      6.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       17       13       20       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,660
COMMITMENTS
   1,156      440      998    8,680    9,547   10,834   10,985      826      675

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -354)
    -574      -40      296     -166     -458     -444     -202       90     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      3.8      8.6     74.4     81.9     92.9     94.2      7.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       17       18       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       16,915
COMMITMENTS
     402      540      790   14,218   14,571   15,410   15,901    1,505    1,014

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -963)
     -54     -100        0     -743     -821     -797     -921     -166      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.2      4.7     84.1     86.1     91.1     94.0      8.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       25       24       28       26
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,046
COMMITMENTS
     210        0        0   47,836   48,026   48,046   48,026        0       20

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -4,290)
       0        0        0   -4,290   -4,290   -4,290   -4,290        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 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      800,486
COMMITMENTS
       0        0        0  800,486  800,486  800,486  800,486        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -44,327)
       0        0        0  -44,327  -44,327  -44,327  -44,327        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 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,467
COMMITMENTS
     954        0        0   59,258   60,382   60,212   60,382      255       85

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,414)
     -66        0        0   -2,348   -2,392   -2,414   -2,392        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     98.0     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       17       26       18       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      813,442
COMMITMENTS
       0        0        0  813,442  813,442  813,442  813,442        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -4,552)
       0        0        0   -4,552   -4,552   -4,552   -4,552        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:       32)
       0        0        0       18       20       18       20
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,584
COMMITMENTS
   7,000    1,116      215   48,114   54,253   55,329   55,584      255        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      1,962)
    -550     -110        0    2,512    2,072    1,962    1,962        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      2.0      0.4     86.6     97.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       23       18       26       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,216,240
COMMITMENTS
  25,156  156,120    5,781  1185303  1054339  1216240  1216240        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    114,090)
  -3,920   39,200        0  118,010   74,890  114,090  114,090        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     12.8      0.5     97.5     86.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       23       21       26       24
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,787
COMMITMENTS
       0    3,390        0   32,554   29,164   32,554   32,554      233      233

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,508)
       0     -110        0   -2,486   -2,376   -2,486   -2,486      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.3      0.0     99.3     88.9     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        9       15       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,145
COMMITMENTS
       0    6,155        0   33,145   26,990   33,145   33,145        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,310)
       0     -220        0   -1,310   -1,090   -1,310   -1,310        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 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,352
COMMITMENTS
   3,125        0    3,450   13,777   16,902   20,352   20,352        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -779)
    -585        0      145     -339     -924     -779     -779        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      0.0     17.0     67.7     83.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2        9       13       11       15
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,965
COMMITMENTS
      60        0        0   13,266   13,179   13,326   13,179    1,639    1,786

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -594)
     -66        0        0     -528     -506     -594     -506        0      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     88.6     88.1     89.0     88.1     11.0     11.9

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 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,059
COMMITMENTS
       0    1,485        0   21,826   20,574   21,826   22,059      233        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:         72)
       0     -462        0      116      534      116       72      -44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      0.0     98.9     93.3     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        0       17       14       17       17
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      495,067
COMMITMENTS
     504    9,595   23,480  471,083  461,992  495,067  495,067        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -36,848)
  -1,176   -1,960        0  -35,672  -34,888  -36,848  -36,848        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.9      4.7     95.2     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14        9       15       11
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      899,874
COMMITMENTS
       0   99,640   23,320  876,554  776,914  899,874  899,874        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -30,992)
       0   -3,920        0  -30,992  -27,072  -30,992  -30,992        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1      2.6     97.4     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       15       20       16       21
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      542,336
COMMITMENTS
 137,099  109,386   23,414  381,823  409,536  542,336  542,336        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     24,696)
  47,040   51,352   -4,312  -18,032  -22,344   24,696   24,696        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     20.2      4.3     70.4     75.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       15       17       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      217,247
COMMITMENTS
       0    9,159        0  217,247  208,088  217,247  217,247        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -11,760)
       0     -392        0  -11,760  -11,368  -11,760  -11,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.0    100.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       15       12       15       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,527
COMMITMENTS
      92       49       52    4,383    4,426    4,527    4,527        0       -0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:        -10)
     -11        8        1       -0      -19      -10      -10       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.1      1.1     96.8     97.8    100.0    100.0      0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       18       19       20       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,550
COMMITMENTS
     438        0        0   26,294   27,349   26,732   27,349      818      201

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -4,372)
    -132        0      -63   -4,190   -4,138   -4,385   -4,201       13     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     95.4     99.3     97.0     99.3      3.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       35       36       36       36
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,723
COMMITMENTS
       0      680        0    7,271    6,389    7,271    7,069      452      654

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -219)
     -28     -400      -30     -290      -12     -348     -442      129      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.8      0.0     94.1     82.7     94.1     91.5      5.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        0       24       16       24       19
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,264
COMMITMENTS
     598      251      127    7,120    7,454    7,845    7,832      419      432

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -967)
     -45        0      -10     -827     -843     -882     -853      -85     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      3.0      1.5     86.2     90.2     94.9     94.8      5.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       17       17       19       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,355,000
COMMITMENTS
 396,877   88,358  893,932  971,188  1290472  2261998  2272762   93,003   82,239

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     61,816)
   1,043    1,560   20,004   37,303   44,713   58,350   66,278    3,466   -4,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      3.8     38.0     41.2     54.8     96.1     96.5      3.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     174      110      231       97      103      382      352
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      124,341
COMMITMENTS
     144   26,575   34,528   88,665   61,557  123,336  122,659    1,005    1,681

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     15,084)
  -1,998    7,523    5,108   12,220    2,947   15,331   15,578     -247     -494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     21.4     27.8     71.3     49.5     99.2     98.6      0.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       10        8       19       22       29       32
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      166,295
COMMITMENTS
  66,706   11,974        6   60,344  103,294  127,056  115,274   39,239   51,021

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -10,928)
   3,488   -2,750   -3,477   -5,078   -5,261   -5,067  -11,488   -5,861      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.1      7.2      0.0     36.3     62.1     76.4     69.3     23.6     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        1       15       17       22       20
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,992
COMMITMENTS
   8,271    1,768    5,141   19,787   26,560   33,199   33,468    1,793    1,524

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:         -2)
    -167      -40      105       41     -192      -22     -127       20      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      5.1     14.7     56.5     75.9     94.9     95.6      5.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        3        8       15       16       27       26
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      278,712
COMMITMENTS
  18,177    6,690   43,824  209,406  220,390  271,407  270,903    7,305    7,809

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -20,517)
   1,829    1,043   -9,458  -11,905  -11,786  -19,534  -20,201     -984     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      2.4     15.7     75.1     79.1     97.4     97.2      2.6      2.8

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 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       74,341
COMMITMENTS
   8,043    3,792   11,583   51,415   50,844   71,041   66,219    3,300    8,122

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      1,536)
    -361    1,398    1,049      316   -1,414    1,004    1,033      532      503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      5.1     15.6     69.2     68.4     95.6     89.1      4.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        8       14       13       25       21
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,156
COMMITMENTS
   5,528    2,748    9,609   39,130   41,356   54,267   53,713    1,889    2,443

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      2,287)
    -192      425      732    2,026    1,080    2,566    2,237     -279       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      4.9     17.1     69.7     73.6     96.6     95.6      3.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        3       15       13       20       19
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,173
COMMITMENTS
   8,872   11,742   11,829   18,717   15,884   39,418   39,455    3,754    3,718

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -497)
     623      698     -590     -685     -990     -652     -882      155      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     27.2     27.4     43.4     36.8     91.3     91.4      8.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        8       15       13       14       31       30
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,210
COMMITMENTS
   1,510      640      120    3,536    4,449    5,165    5,208    1,045    1,002

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:        232)
     -59     -225     -173      144      359      -88      -39      320      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     10.3      1.9     56.9     71.6     83.2     83.9     16.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        5        2       14       14       21       20
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       76,650
COMMITMENTS
   5,162      164    2,008   59,273   65,969   66,443   68,141   10,208    8,509

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,563)
     137      -36     -195   -2,553   -2,173   -2,611   -2,403       48     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.2      2.6     77.3     86.1     86.7     88.9     13.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        5       16       18       21       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       46,501
COMMITMENTS
  29,730    3,996    2,781   10,540   38,474   43,051   45,251    3,450    1,250

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      4,462)
   1,442      416      554    2,384    3,167    4,380    4,136       82      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.9      8.6      6.0     22.7     82.7     92.6     97.3      7.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
     106       30       18       32       41      150       82
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       83,909
COMMITMENTS
  56,939    4,913    3,498   14,906   73,511   75,343   81,922    8,566    1,987

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      7,348)
   3,090    1,026      993    2,436    5,170    6,519    7,190      829      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.9      5.9      4.2     17.8     87.6     89.8     97.6     10.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
     124       26       18       33       40      164       78
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      332,352
COMMITMENTS
 121,832   27,789   39,054  141,925  253,651  302,811  320,495   29,541   11,857

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      2,524)
   5,368   -3,800   -2,016       70   10,505    3,422    4,689     -898   -2,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7      8.4     11.8     42.7     76.3     91.1     96.4      8.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      82       31       45       80       89      192      142
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,870
COMMITMENTS
  10,975        0      402    8,181   18,179   19,558   18,581    1,312    2,289

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,591)
  -2,190        0        0       64   -2,073   -2,126   -2,073     -465     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.6      0.0      1.9     39.2     87.1     93.7     89.0      6.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       10       16       13       18
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,223
COMMITMENTS
     442      465      135    7,616    7,598    8,193    8,198       30       25

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -349)
    -120        0        0     -229     -329     -349     -329       -0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      5.7      1.6     92.6     92.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       13       15       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,258
COMMITMENTS
     156    2,172      187    6,761    4,516    7,104    6,875      154      383

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,441)
    -283      101     -150   -1,054   -1,403   -1,487   -1,452       46       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     29.9      2.6     93.2     62.2     97.9     94.7      2.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        2       23       21       25       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,830
COMMITMENTS
   1,010    1,775      375   36,748   36,647   38,133   38,797      697       33

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -9,145)
    -127       50       25   -9,226   -9,207   -9,328   -9,132      183      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      4.6      1.0     94.6     94.4     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        2        3       34       34       40       39
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,140
COMMITMENTS
     525        0        0    7,523    8,140    8,048    8,140       92        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,051)
    -450        0        0   -1,583   -2,051   -2,033   -2,051      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      0.0     92.4    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       15        8       17        8
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,348
COMMITMENTS
     702      100        0   17,546   18,248   18,248   18,348      100        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,368)
     199     -300        0   -1,562   -1,068   -1,363   -1,368       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.5      0.0     95.6     99.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       22       19       25       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,139
COMMITMENTS
   1,250    7,979      175   13,664    6,935   15,089   15,089       50       50

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,010)
    -150   -1,050      175   -1,035     -135   -1,010   -1,010        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     52.7      1.2     90.3     45.8     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        3        3       33       16       40       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,199
COMMITMENTS
   1,765    2,218       75    5,359    4,906    7,199    7,199        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -295)
      67     -190       75     -437     -180     -295     -295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     30.8      1.0     74.4     68.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1        7       14       12       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,042
COMMITMENTS
   1,727    4,345    7,575   38,559   36,011   47,861   47,931      181      111

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -8,725)
  -3,445      165   -2,313   -2,942   -6,564   -8,700   -8,712      -25      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      9.0     15.8     80.3     75.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        6        9       38       40       48       53
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,322
COMMITMENTS
   1,060    1,864      372   11,846   10,818   13,278   13,054       44      268

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,804)
     248       41     -279   -2,751   -2,546   -2,782   -2,784      -22      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     14.0      2.8     88.9     81.2     99.7     98.0      0.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        1       26       29       30       35
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,748
COMMITMENTS
   1,630        0       98   26,900   26,942   28,628   27,040    2,120    3,708

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,175)
    -521        0       52   -1,149   -3,006   -1,618   -2,954      443    1,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      0.3     87.5     87.6     93.1     87.9      6.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       17       25       18       26
```

----

Updated February 8, 2013