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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,403
COMMITMENTS
   2,269    1,911    2,005   31,830   32,487   36,104   36,403      299        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -7,914)
    -559     -258      130   -7,458   -7,739   -7,887   -7,867      -27      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.2      5.5     87.4     89.2     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        3        3       32       41       36       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,300
COMMITMENTS
     335        0      254   19,573   19,909   20,162   20,163      138      137

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -2,985)
      -3        0     -496   -2,458   -2,449   -2,957   -2,945      -28      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      1.3     96.4     98.1     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       21       18       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,353
COMMITMENTS
     504      685      507    8,861    8,818    9,872   10,010    1,481    1,343

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,399)
     -17      -39     -175   -1,415   -1,321   -1,607   -1,535      208      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      6.0      4.5     78.0     77.7     87.0     88.2     13.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        4       30       33       34       39
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,109
COMMITMENTS
     566        0      258    5,770    6,274    6,594    6,532      515      577

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,772)
    -202     -123        1   -1,524   -1,704   -1,725   -1,826      -47       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.0      3.6     81.2     88.3     92.8     91.9      7.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        0        5       40       43       45       48
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,695
COMMITMENTS
     100      829      113    2,872    2,483    3,085    3,425      610      270

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,555)
    -177      155     -378     -993   -1,335   -1,548   -1,558       -7        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     22.4      3.1     77.7     67.2     83.5     92.7     16.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        3       21       20       25       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,220
COMMITMENTS
      70       75       50    2,640    2,580    2,760    2,705      460      515

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:        -65)
     -55      -75       50      -25     -155      -30     -180      -35      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      2.3      1.6     82.0     80.1     85.7     84.0     14.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       23       22       25       24
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,206
COMMITMENTS
     192        9      106    3,404    3,841    3,702    3,956      504      250

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -470)
    -284        9       34     -255     -253     -505     -210       35     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.2      2.5     80.9     91.3     88.0     94.1     12.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       27       30       29       32
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,735
COMMITMENTS
       0       50      150    8,445    8,535    8,595    8,735      140        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,267)
       0     -483      150   -3,406   -2,934   -3,256   -3,267      -11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      1.7     96.7     97.7     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       21       17       22       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,358
COMMITMENTS
       1    1,340      619    7,314    6,313    7,934    8,272      424       86

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -378)
     -85     -254      -20     -255      -18     -360     -292      -18      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.0      7.4     87.5     75.5     94.9     99.0      5.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        5       17       16       22       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,159
COMMITMENTS
      84    4,735    1,262   27,728   23,162   29,074   29,159       85        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,996)
       0     -698       10   -4,025   -3,308   -4,015   -3,996       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     16.2      4.3     95.1     79.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       26       19       29       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      322,996
COMMITMENTS
  57,373   40,820   68,208  157,164  184,583  282,746  293,612   40,251   29,385

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -8,871)
 -22,241  -13,900    6,542   12,674   -2,741   -3,025  -10,099   -5,846    1,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     12.6     21.1     48.7     57.1     87.5     90.9     12.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      44       35       48       72       81      142      142
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,266,326
COMMITMENTS
 257,084  385,445  471,841  466,725  355,387  1195649  1212673   70,677   53,653

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     37,762)
   6,432    2,033   19,040    8,621   17,386   34,093   38,460    3,669     -698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     30.4     37.3     36.9     28.1     94.4     95.8      5.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     104      113      161       72       73      278      266
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,315,257
COMMITMENTS
  76,318   25,475  456,328  778,641  830,788  1311287  1312591    3,970    2,666

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     17,521)
   8,009    1,454    7,733    2,584    9,938   18,327   19,125     -806   -1,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      1.9     34.7     59.2     63.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      39       30       56       62       59      125      121
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      213,351
COMMITMENTS
  66,044   63,514   43,808   98,672  100,100  208,524  207,423    4,827    5,928

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      3,163)
   3,502    1,035      580    3,574    2,029    7,656    3,644   -4,493     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     29.8     20.5     46.2     46.9     97.7     97.2      2.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14       12       22       22       23       49       46
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       53,165
COMMITMENTS
  22,468   14,380   20,036   10,458   18,086   52,962   52,502      203      663

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      3,461)
   1,413      468    2,196      -40      673    3,569    3,337     -108      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3     27.0     37.7     19.7     34.0     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10       10       13       14       17       28       36
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,433,264
COMMITMENTS
 642,627   79,368  758,941  983,670  1573774  2385238  2412083   48,026   21,181

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -52,664)
  11,450   12,695  -11,273  -55,279  -41,229  -55,102  -39,807    2,438  -12,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      3.3     31.2     40.4     64.7     98.0     99.1      2.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      37       17       45       73       71      127      121
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      882,729
COMMITMENTS
  52,829  146,951  203,062  616,968  526,411  872,859  876,424    9,870    6,305

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     36,961)
 -23,730    5,278   18,793   41,375   12,015   36,438   36,086      523      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     16.6     23.0     69.9     59.6     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14       23       30       36       33       71       66
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,565
COMMITMENTS
   1,905      390      330    5,080    6,525    7,315    7,245      250      320

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -185)
     -15        0      -35      -70     -115     -120     -150      -65      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      5.2      4.4     67.2     86.3     96.7     95.8      3.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        2       11       13       16       15
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       40,980
COMMITMENTS
  10,009   11,188   11,159   19,272   18,103   40,440   40,450      540      530

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      4,218)
   1,728    1,493      115    2,535    2,280    4,378    3,888     -160      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     27.3     27.2     47.0     44.2     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       17       26       16       15       43       43
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,697
COMMITMENTS
   6,485    6,220    2,582    6,185    6,280   15,252   15,082      445      615

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      1,525)
      35      325      185    1,450    1,025    1,670    1,535     -145      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3     39.6     16.4     39.4     40.0     97.2     96.1      2.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5       18       19       12       10       32       32
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       29,115
COMMITMENTS
   1,987      776    1,800   25,010   26,325   28,797   28,902      317      213

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,998)
      59      150       59   -4,071   -4,171   -3,954   -3,963      -45      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      2.7      6.2     85.9     90.4     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9        7       10       34       39       49       52
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,542
COMMITMENTS
     126      154       61      867    1,023    1,054    1,238      488      304

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -639)
      -2      -63       11     -790     -616     -781     -668      142       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     10.0      4.0     56.2     66.3     68.4     80.3     31.6     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        4       18       16       23       21
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,101
COMMITMENTS
      33       25       10      834      918      877      953      224      148

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -284)
     -27      -26      -30     -195     -205     -252     -261      -32      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      2.3      0.9     75.7     83.4     79.7     86.6     20.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       15       15       17       16
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       96,866
COMMITMENTS
   4,248    1,782   10,026   79,763   82,447   94,037   94,255    2,829    2,611

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -5,702)
    -770      -33     -937   -3,464   -4,621   -5,170   -5,591     -532     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      1.8     10.4     82.3     85.1     97.1     97.3      2.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        1        7       29       30       37       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,888
COMMITMENTS
   2,312      610    1,414   11,041   13,078   14,766   15,102    1,122      786

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -982)
     147     -250      -46     -897     -630     -796     -926     -186      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      3.8      8.9     69.5     82.3     92.9     95.1      7.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        4       17       12       21       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,442
COMMITMENTS
   1,252      962      964    8,538    8,804   10,754   10,730      688      712

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -648)
     -24      -85      -34     -588     -496     -646     -615       -2      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      8.4      8.4     74.6     76.9     94.0     93.8      6.0      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 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       16,230
COMMITMENTS
     348    2,252      790   13,273   12,209   14,411   15,251    1,819      979

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -704)
     -54     -227        0     -823     -435     -877     -662      173      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     13.9      4.9     81.8     75.2     88.8     94.0     11.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       23       23       26       26
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,476
COMMITMENTS
     170        0        0   44,306   44,456   44,476   44,456        0       20

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -4,080)
     -40        0        0   -4,040   -4,080   -4,080   -4,080        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:       28)
       1        0        0       18       17       19       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      759,430
COMMITMENTS
       0        0        0  759,430  759,430  759,430  759,430        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -48,928)
       0        0        0  -48,928  -48,928  -48,928  -48,928        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:       26)
       0        0        0       18       17       18       17
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,156
COMMITMENTS
   2,427   18,764        0   21,516    4,923   23,943   23,687      213      469

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     77.7      0.0     89.1     20.4     99.1     98.1      0.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       12        9       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,413
COMMITMENTS
   1,654        0        0   55,504   57,348   57,158   57,348      255       65

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,820)
    -320        0        0   -3,500   -3,800   -3,820   -3,800        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      0.0     96.7     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       13       24       15       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      767,350
COMMITMENTS
  14,004        0        0  753,346  767,350  767,350  767,350        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -60,192)
  -4,576        0        0  -55,616  -60,192  -60,192  -60,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.0     98.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       17       19       18       19
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,723
COMMITMENTS
   6,395    1,016      320   45,753   51,387   52,468   52,723      255        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -2,540)
    -500     -100        0   -2,040   -2,440   -2,540   -2,540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      1.9      0.6     86.8     97.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       22       17       25       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,172,347
COMMITMENTS
  21,636  229,664   24,437  1126274  918,246  1172347  1172347        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -47,768)
  -3,520   -8,800        0  -44,248  -38,968  -47,768  -47,768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     19.6      2.1     96.1     78.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        2       21       21       25       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       30,515
COMMITMENTS
   1,065    3,290        0   29,237   27,012   30,302   30,302      213      213

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -2,380)
    -100     -100        0   -2,260   -2,260   -2,360   -2,360      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     10.8      0.0     95.8     88.5     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0       13        8       14       11
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,140
COMMITMENTS
       0    5,955        0   32,140   26,185   32,140   32,140        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -940)
       0     -200        0     -940     -740     -940     -940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.5      0.0    100.0     81.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       13       14       14
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,152
COMMITMENTS
   2,830        0    3,450   13,872   16,702   20,152   20,152        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -520)
    -400        0        0     -120     -520     -520     -520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      0.0     17.1     68.8     82.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       10       15       12       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       25,924
COMMITMENTS
   2,211    1,107        0   23,500   24,817   25,711   25,924      213        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -894)
       0     -420        0     -874     -474     -874     -894      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      4.3      0.0     90.6     95.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       17       14       18       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      483,619
COMMITMENTS
       0   24,187   21,168  462,451  438,264  483,619  483,619        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -34,848)
    -504      552   -2,312  -32,032  -33,088  -34,848  -34,848        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.0      4.4     95.6     90.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       15        9       16       12
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      915,396
COMMITMENTS
       0  119,440   23,320  892,076  772,636  915,396  915,396        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -18,263)
       0   -3,520        0  -18,263  -14,743  -18,263  -18,263        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.0      2.5     97.5     84.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       16       19       17       21
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      549,774
COMMITMENTS
 136,395  113,258   19,542  393,837  416,974  549,774  549,774        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -11,924)
    -704    3,872   -3,872   -7,348  -11,924  -11,924  -11,924        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     20.6      3.6     71.6     75.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       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 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      244,065
COMMITMENTS
   7,872   37,314        0  236,193  206,751  244,065  244,065        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -10,285)
    -704      -77        0   -9,581  -10,208  -10,285  -10,285        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     15.3      0.0     96.8     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       18       12       19       14
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,582
COMMITMENTS
      95       73      159    4,258    4,336    4,512    4,569       70       12

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:         71)
      11        2        5        1       60       16       67       55        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.6      3.5     92.9     94.7     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        4       17       18       21       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,647
COMMITMENTS
     351        0        0   24,863   25,439   25,214   25,439      433      208

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,592)
     -87        0        0   -3,414   -3,563   -3,501   -3,563      -91      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     96.9     99.2     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       35       33       36       33
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,859
COMMITMENTS
     305      535       15   10,225    9,719   10,545   10,269      314      590

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -141)
     305     -390      -40     -214      343       51      -87     -192      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      4.9      0.1     94.2     89.5     97.1     94.6      2.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        1       20       14       22       17
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,350
COMMITMENTS
   1,272      361      249    7,444    8,323    8,965    8,933      385      417

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:        -96)
     152     -287       12     -241      194      -77      -81      -19      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      3.9      2.7     79.6     89.0     95.9     95.5      4.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       22       19       26       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,443,621
COMMITMENTS
 388,296  115,526  972,385  986,276  1255533  2346957  2343444   96,664  100,176

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     56,259)
  -1,246    5,642   26,752   24,881      413   50,387   32,806    5,872   23,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      4.7     39.8     40.4     51.4     96.0     95.9      4.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     163      111      226       93      102      363      351
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      109,050
COMMITMENTS
     118   23,431   29,912   78,540   54,388  108,570  107,731      480    1,319

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:         82)
    -144    4,312   -2,090    2,465   -2,042      232      181     -150      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     21.5     27.4     72.0     49.9     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1       11       11       17       20       28       32
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      171,519
COMMITMENTS
  64,081   12,063      256   65,569  108,950  129,906  121,269   41,613   50,250

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -5,183)
  -7,525     -307      250    1,592   -4,975   -5,683   -5,032      500     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      7.0      0.1     38.2     63.5     75.7     70.7     24.3     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        2       17       18       24       22
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,448
COMMITMENTS
   7,050    2,486    5,449   18,615   23,099   31,113   31,034    1,334    1,414

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,402)
    -301     -104      384   -1,101   -1,339   -1,018   -1,060     -384     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      7.7     16.8     57.4     71.2     95.9     95.6      4.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        4       10       15       15       28       28
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      249,132
COMMITMENTS
  19,465    3,597   36,884  187,988  201,147  244,337  241,628    4,795    7,504

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -23,452)
    -364   -1,507   -4,809  -15,866  -16,777  -21,039  -23,093   -2,413     -359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      1.4     14.8     75.5     80.7     98.1     97.0      1.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        3       12       29       29       41       41
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,801
COMMITMENTS
   7,717    2,397   11,379   51,023   52,214   70,119   65,990    3,682    7,811

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,053)
     -90     -465     -163   -1,487   -1,012   -1,740   -1,640      687      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      3.2     15.4     69.1     70.7     95.0     89.4      5.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        6       14       13       23       19
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,760
COMMITMENTS
   4,911    6,338    7,910   41,971   39,500   54,792   53,748    1,968    3,012

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      1,963)
    -367    3,400   -1,321    3,695     -169    2,007    1,910      -44       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     11.2     13.9     73.9     69.6     96.5     94.7      3.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        4       14       12       19       19
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,808
COMMITMENTS
   5,137   13,979   21,200   26,309   18,532   52,645   53,710    5,163    4,098

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,225)
  -1,807   -2,152    1,586   -1,865     -692   -2,086   -1,258      861       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     24.2     36.7     45.5     32.1     91.1     92.9      8.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        7       16       15       16       33       32
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,837
COMMITMENTS
   2,267    1,972      473    4,795    5,068    7,535    7,514      301      323

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      1,099)
     267      728      254      732      132    1,253    1,114     -154      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     25.2      6.0     61.2     64.7     96.2     95.9      3.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        8        4       14       13       24       23
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,864
COMMITMENTS
   3,814      184    1,683   53,444   58,312   58,941   60,179    8,923    7,685

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -8,071)
  -1,534       -6     -216   -5,535   -7,244   -7,285   -7,466     -786     -605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.3      2.5     78.8     85.9     86.9     88.7     13.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        5       16       17       21       22
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,107
COMMITMENTS
   2,462    7,729    5,412   10,763    6,663   18,637   19,803    1,470      304

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      1,011)
    -119   -1,436    1,316      208    1,133    1,406    1,014     -395       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     38.4     26.9     53.5     33.1     92.7     98.5      7.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        4       13       10       20       16
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       38,292
COMMITMENTS
  26,744    2,846    2,071    6,376   32,035   35,192   36,952    3,100    1,340

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -348)
  -1,154      449      883    1,309     -285    1,038    1,048   -1,386   -1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.8      7.4      5.4     16.7     83.7     91.9     96.5      8.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      99       27       12       26       38      131       72
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       70,828
COMMITMENTS
  44,098    3,958    2,598   16,341   61,858   63,038   68,414    7,790    2,414

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -2,393)
  -2,039    1,040   -1,022    1,309   -2,390   -1,751   -2,372     -642      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.3      5.6      3.7     23.1     87.3     89.0     96.6     11.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
     117       20       23       33       38      158       79
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      335,406
COMMITMENTS
 117,135   30,618   46,240  143,576  244,602  306,951  321,460   28,455   13,946

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -12,860)
  -8,877   -4,474    2,416   -5,620  -10,795  -12,081  -12,854     -778       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      9.1     13.8     42.8     72.9     91.5     95.8      8.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      81       33       55       80       95      194      156
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       11,169
COMMITMENTS
   4,256    4,635    2,109    4,634    4,425   10,999   11,169      170        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,710)
  -1,508     -243      -70     -113     -646   -1,691     -959      -19     -751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     41.5     18.9     41.5     39.6     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        4        7        8       15       14
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,978
COMMITMENTS
   2,569      468      219    5,161    7,261    7,948    7,948       30       30

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -114)
     -75        3       84     -123     -176     -114      -89       -0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      5.9      2.7     64.7     91.0     99.6     99.6      0.4      0.4

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 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,642
COMMITMENTS
     217    2,464       93    5,171    2,739    5,481    5,296      161      346

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,900)
    -139     -137      -94   -1,683   -1,614   -1,916   -1,845       16      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     43.7      1.6     91.7     48.5     97.1     93.9      2.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        2       21       19       23       24
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,118
COMMITMENTS
   4,157    2,349      964   36,345   38,611   41,466   41,924      652      194

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -6,817)
  -3,594      599      150   -3,354   -7,688   -6,798   -6,939      -19      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      5.6      2.3     86.3     91.7     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        6        3       38       32       43       41
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,853
COMMITMENTS
   1,490      877      491   19,777   20,485   21,758   21,853       95        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:       -813)
     481      777     -827     -462     -763     -808     -813       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      4.0      2.2     90.5     93.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        1       24       19       29       21
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,204
COMMITMENTS
   2,000    6,304       25   11,179    6,875   13,204   13,204        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -2,260)
    -150   -1,525     -150   -1,910     -535   -2,210   -2,210      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     47.7      0.2     84.7     52.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        3        1       31       15       40       18
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,260
COMMITMENTS
   1,166    1,403      195    4,839    4,662    6,200    6,260       60        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,519)
    -610     -910       35     -944     -644   -1,519   -1,519        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     22.4      3.1     77.3     74.5     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        2        9       12       14       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,869
COMMITMENTS
   2,115    6,875    6,441   35,225   30,460   43,781   43,776       88       93

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -3,813)
  -1,532      877     -644   -1,614   -4,046   -3,790   -3,813      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     15.7     14.7     80.3     69.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        8       12       41       40       55       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,011
COMMITMENTS
     465      289        0    6,146    6,323    6,611    6,612      400      399

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      4.1      0.0     87.7     90.2     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0       12       12       14       14
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,798
COMMITMENTS
   1,615    1,360      398   10,606   10,810   12,619   12,568      179      230

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,534)
     -25     -319      -89   -1,528   -1,088   -1,642   -1,496      108      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     10.6      3.1     82.9     84.5     98.6     98.2      1.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        6        5       28       27       35       35
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,820
COMMITMENTS
   4,801      709      806   27,028   29,015   32,635   30,530    2,185    4,290

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -4,116)
  -1,787      -17      326   -2,063   -3,786   -3,524   -3,477     -592     -639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      2.0      2.3     77.6     83.3     93.7     87.7      6.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        2       19       23       24       26
```

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Updated March 8, 2013