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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,387
COMMITMENTS
   2,004    2,376    2,193   33,891   33,818   38,088   38,387      299        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,984)
    -265      465      188    2,061    1,331    1,984    1,984        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      6.2      5.7     88.3     88.1     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        5        3       31       41       34       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,615
COMMITMENTS
     650        0        4   18,823   19,474   19,477   19,478      138      137

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:       -685)
     315        0     -250     -750     -435     -685     -685        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.0     96.0     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       21       19       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,015
COMMITMENTS
     634      745      542    9,565    9,536   10,741   10,823    1,274    1,192

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        662)
     130       60       35      704      718      869      813     -207     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      6.2      4.5     79.6     79.4     89.4     90.1     10.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        4       33       36       37       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,614
COMMITMENTS
     598        0      275    6,192    6,691    7,065    6,966      549      648

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        505)
      32        0       17      422      417      471      434       34       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      3.6     81.3     87.9     92.8     91.5      7.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        0        5       43       44       48       49
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,918
COMMITMENTS
     100      851      138    3,079    2,575    3,317    3,564      601      354

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        223)
       0       22       25      207       92      232      139       -9       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     21.7      3.5     78.6     65.7     84.7     91.0     15.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        3       22       20       26       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,565
COMMITMENTS
      85      155       60    3,005    2,849    3,150    3,064      415      501

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        345)
      15       80       10      365      269      390      359      -45      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      4.3      1.7     84.3     79.9     88.4     85.9     11.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       25       24       28       27
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,568
COMMITMENTS
     186       29       96    3,599    4,165    3,881    4,290      687      278

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        362)
      -6       20      -10      195      324      179      334      183       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.6      2.1     78.8     91.2     85.0     93.9     15.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       28       30       30       32
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,340
COMMITMENTS
     145        0        5    9,050    9,335    9,200    9,340      140        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        605)
     145      -50     -145      605      800      605      605        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.1     96.9     99.9     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       17       23       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,580
COMMITMENTS
       0    1,384      620    7,611    6,498    8,231    8,502      349       78

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        222)
      -1       44        1      297      185      297      230      -75       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.1      7.2     88.7     75.7     95.9     99.1      4.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        5       18       17       23       22
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,718
COMMITMENTS
     360    4,855    1,337   28,002   23,526   29,699   29,718       19        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        559)
     276      120       75      274      364      625      559      -66        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     16.3      4.5     94.2     79.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       27       20       30       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      337,100
COMMITMENTS
  51,673   41,927   71,252  174,085  191,458  297,009  304,638   40,091   32,463

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     14,104)
  -5,701    1,107    3,044   16,920    6,875   14,264   11,026     -160    3,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     12.4     21.1     51.6     56.8     88.1     90.4     11.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      42       41       51       70       78      138      148
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,308,042
COMMITMENTS
 276,435  398,312  479,220  479,805  381,339  1235459  1258870   72,583   49,172

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     41,716)
  19,351   12,866    7,379   13,080   25,951   39,810   46,197    1,906   -4,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     30.5     36.6     36.7     29.2     94.5     96.2      5.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     112      122      169       77       78      298      281
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,361,829
COMMITMENTS
  96,093   25,192  442,495  819,215  891,424  1357803  1359111    4,026    2,718

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     46,572)
  19,775     -284  -13,834   40,574   60,636   46,515   46,519       56       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      1.8     32.5     60.2     65.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      40       29       56       64       61      128      122
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      240,025
COMMITMENTS
  74,223   65,885   49,586  111,625  118,809  235,434  234,280    4,592    5,745

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     26,674)
   8,178    2,371    5,778   12,953   18,708   26,909   26,857     -235     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9     27.4     20.7     46.5     49.5     98.1     97.6      1.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18        9       20       22       24       50       45
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       53,578
COMMITMENTS
  23,459   15,105   19,404   10,557   18,495   53,421   53,004      157      574

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        413)
     991      725     -632       99      409      458      502      -45      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.8     28.2     36.2     19.7     34.5     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       10       13       13       16       26       35
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,536,002
COMMITMENTS
 669,119   46,290  787,977  1032096  1682010  2489192  2516277   46,810   19,725

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:    102,738)
  26,492  -33,078   29,036   48,426  108,236  103,954  104,194   -1,216   -1,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      1.8     31.1     40.7     66.3     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      37       16       45       75       72      130      120
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      929,862
COMMITMENTS
  16,726  198,397  196,855  706,169  529,256  919,750  924,508   10,112    5,354

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     47,133)
 -36,103   51,446   -6,207   89,201    2,845   46,891   48,084      242     -951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     21.3     21.2     75.9     56.9     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       22       27       38       35       70       65
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,975
COMMITMENTS
   2,255      390      390    5,125    6,840    7,770    7,620      205      355

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        410)
     350        0       60       45      315      455      375      -45       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      4.9      4.9     64.3     85.8     97.4     95.5      2.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        3       11       14       16       17
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       44,071
COMMITMENTS
  10,149   10,977   12,908   20,544   19,686   43,601   43,571      470      500

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      3,091)
     140     -211    1,749    1,272    1,583    3,161    3,121      -70      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     24.9     29.3     46.6     44.7     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       16       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 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,757
COMMITMENTS
   6,070    6,355    3,157    7,110    6,690   16,337   16,202      420      555

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,060)
    -415      135      575      925      410    1,085    1,120      -25      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2     37.9     18.8     42.4     39.9     97.5     96.7      2.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5       17       20       12       10       33       31
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       30,322
COMMITMENTS
   2,382      912    2,247   25,390   26,990   30,019   30,149      303      173

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,207)
     396      136      446      379      665    1,221    1,247      -14      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      3.0      7.4     83.7     89.0     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      14        4       10       33       41       49       53
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,611
COMMITMENTS
      53        2       41    1,725    1,995    1,819    2,038      792      573

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:       -157)
      20      -10      -11     -153     -165     -144     -186      -13       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.1      1.6     66.1     76.4     69.7     78.1     30.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       17       18       19       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,689
COMMITMENTS
     182      154       71    1,033    1,207    1,286    1,432      403      257

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        147)
      56        0       10      166      184      232      194      -85      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      9.1      4.2     61.2     71.5     76.1     84.8     23.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        4       20       21       25       26
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,325
COMMITMENTS
      60       25       10    1,041    1,180    1,111    1,215      214      110

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        224)
      27        0        0      207      262      234      262      -10      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.9      0.8     78.6     89.1     83.8     91.7     16.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       17       20       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       96,348
COMMITMENTS
   2,391    1,786    6,646   84,561   85,355   93,597   93,786    2,751    2,562

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:       -518)
  -1,858        3   -3,380    4,798    2,908     -440     -469      -78      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.9      6.9     87.8     88.6     97.1     97.3      2.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        6       29       30       36       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,821
COMMITMENTS
   2,273        0    1,174   11,282   13,811   14,729   14,985    1,092      836

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        -67)
     -38     -610     -240      241      733      -37     -117      -30       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      0.0      7.4     71.3     87.3     93.1     94.7      6.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       18       13       21       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| 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      400      964    8,538    9,534   10,754   10,898      688      544

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0     -562        0        0      730        0      168        0     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      3.5      8.4     74.6     83.3     94.0     95.2      6.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       17       19       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| 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      440      790   13,273   14,021   14,411   15,251    1,819      979

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0   -1,812        0        0    1,812        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.7      4.9     81.8     86.4     88.8     94.0     11.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       23       23       26       25
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,677
COMMITMENTS
     170        0        0   44,507   44,677   44,677   44,677        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        201)
       0        0        0      201      221      201      221        0      -20

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:       29)
       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 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      762,006
COMMITMENTS
       0        0        0  762,006  762,006  762,006  762,006        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      2,576)
       0        0        0    2,576    2,576    2,576    2,576        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 AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| 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 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 03/12/13          |
--------------------------------------------------------------| 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
     874        0        0   56,284   57,348   57,158   57,348      255       65

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
    -780        0        0      780        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     98.0     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       14       24       15       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| 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
       0        0        0  767,350  767,350  767,350  767,350        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
 -14,004        0        0   14,004        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       17       19       17       19
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| 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 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 03/12/13          |
--------------------------------------------------------------| 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  149,080    5,781  1144930  1017486  1172347  1172347        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0  -80,584  -18,656   18,656   99,240        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     12.7      0.5     97.7     86.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       22       22       25       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| 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
       0    3,290        0   30,302   27,012   30,302   30,302      213      213

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
  -1,065        0        0    1,065        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.8      0.0     99.3     88.5     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       14        8       14       11
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,184
COMMITMENTS
       0    5,955        0   32,184   26,229   32,184   32,184        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       44       44       44        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:       24)
       0        1        0       15       14       15       15
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| 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 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,947
COMMITMENTS
       0    1,107        0   24,734   23,840   24,734   24,947      213        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:       -977)
  -2,211        0        0    1,234     -977     -977     -977        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0     99.1     95.6     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       14       17       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| 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   10,147   21,168  462,451  452,304  483,619  483,619        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0  -14,040        0        0   14,040        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      4.4     95.6     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       15       10       16       12
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      917,236
COMMITMENTS
       0   96,120   23,320  893,916  797,796  917,236  917,236        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,840)
       0  -23,320        0    1,840   25,160    1,840    1,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.5      2.5     97.5     87.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       16       21       17       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| 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 03/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      243,684
COMMITMENTS
       0   37,314        0  243,684  206,370  243,684  243,684        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:       -381)
  -7,872        0        0    7,491     -381     -381     -381        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.3      0.0    100.0     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       18       11       18       13
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,614
COMMITMENTS
      79       70       70    4,456    4,463    4,605    4,603        9       11

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:         32)
     -16       -4      -89      199      127       94       34      -61       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.5      1.5     96.6     96.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       18       19       21       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,025
COMMITMENTS
     351        0        0   25,241   25,817   25,592   25,817      433      208

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        378)
       0        0        0      378      378      378      378        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     97.0     99.2     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       36       33       37       33
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,456
COMMITMENTS
     425      520       30   10,657   10,322   11,112   10,872      344      584

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        597)
     120      -15       15      432      603      567      603       30       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      4.5      0.3     93.0     90.1     97.0     94.9      3.0      5.1

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 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,578
COMMITMENTS
   1,392      361      249    7,552    8,566    9,193    9,176      385      402

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        228)
     120        0        0      108      243      228      243        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      3.8      2.6     78.8     89.4     96.0     95.8      4.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       21       18       25       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,450,196
COMMITMENTS
 385,676  118,963  994,628  976,591  1238425  2356896  2352016   93,300   98,180

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      6,575)
  -2,620    3,437   22,243   -9,685  -17,108    9,939    8,572   -3,363   -1,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      4.9     40.6     39.9     50.5     96.2     96.0      3.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     166      114      231       94      102      371      356
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      103,860
COMMITMENTS
   3,252    9,994   31,410   68,742   61,163  103,405  102,567      455    1,292

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     -5,190)
   3,135  -13,437    1,498   -9,798    6,775   -5,165   -5,164      -25      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      9.6     30.2     66.2     58.9     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        5       10       16       20       27       30
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,330
COMMITMENTS
  64,760   12,150      250   66,355  113,670  131,365  126,070   41,965   47,260

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,811)
     679       87       -6      786    4,720    1,459    4,801      352   -2,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      7.0      0.1     38.3     65.6     75.8     72.7     24.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        2       17       19       24       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,961
COMMITMENTS
   6,932    1,325    5,270   17,607   23,241   29,809   29,836    1,152    1,124

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     -1,487)
    -117   -1,160     -179   -1,008      142   -1,305   -1,198     -182     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      4.3     17.0     56.9     75.1     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        4       11       15       15       29       27
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      249,870
COMMITMENTS
  18,006    3,861   37,100  189,894  201,381  245,000  242,343    4,869    7,527

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        738)
  -1,459      264      216    1,906      235      663      715       75       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      1.5     14.8     76.0     80.6     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 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       74,384
COMMITMENTS
   8,124    2,397   10,987   50,997   51,907   70,108   65,291    4,276    9,093

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        583)
     407        0     -392      -26     -307      -11     -699      594    1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      3.2     14.8     68.6     69.8     94.3     87.8      5.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        6       13       12       22       18
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,483
COMMITMENTS
   4,810    7,838    7,610   44,095   39,848   56,515   55,296    1,968    3,187

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,723)
    -101    1,500     -300    2,124      348    1,723    1,548        0      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     13.4     13.0     75.4     68.1     96.6     94.6      3.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        5        4       14       12       19       19
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,817
COMMITMENTS
   6,758   15,135   19,866   25,881   17,740   52,505   52,741    5,312    5,076

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:          9)
   1,621    1,156   -1,333     -428     -792     -140     -970      149      978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     26.2     34.4     44.8     30.7     90.8     91.2      9.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        9       16       14       15       31       31
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,528
COMMITMENTS
   1,615      869        0    3,614    4,495    5,229    5,363      300      165

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     -2,308)
    -652   -1,103     -473   -1,181     -574   -2,307   -2,150       -2     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2     15.7      0.0     65.4     81.3     94.6     97.0      5.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        5        0       13       13       19       18
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,917
COMMITMENTS
   3,940      171    1,627   54,769   59,380   60,337   61,178    8,580    7,739

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,052)
     127      -12      -56    1,325    1,067    1,396      999     -343       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.2      2.4     79.5     86.2     87.6     88.8     12.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        5       17       18       22       23
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,978
COMMITMENTS
   3,045    9,318    7,425   13,428    8,708   23,898   25,452    2,080      527

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      5,872)
     583    1,590    2,013    2,665    2,046    5,261    5,649      611      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     35.9     28.6     51.7     33.5     92.0     98.0      8.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        6        4       14       10       21       16
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       44,576
COMMITMENTS
  30,331    2,682    3,341    7,809   37,582   41,482   43,606    3,094      970

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      6,283)
   3,587     -163    1,270    1,433    5,548    6,289    6,654       -6     -371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.0      6.0      7.5     17.5     84.3     93.1     97.8      6.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
     105       29       16       25       38      141       78
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       71,323
COMMITMENTS
  44,477    4,957    3,081   15,469   60,765   63,027   68,802    8,296    2,521

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        495)
     379      999      482     -872   -1,093      -11      388      506      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.4      7.0      4.3     21.7     85.2     88.4     96.5     11.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
     116       19       23       32       40      155       79
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      337,312
COMMITMENTS
 110,094   29,384   45,572  152,829  247,154  308,495  322,110   28,817   15,202

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      1,906)
  -7,041   -1,234     -668    9,253    2,552    1,544      650      362    1,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6      8.7     13.5     45.3     73.3     91.5     95.5      8.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      75       34       52       80       96      184      157
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,533
COMMITMENTS
   8,755        0      540    8,047   16,239   17,342   16,779    2,191    2,754

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     -4,613)
  -3,941        0      -75     -312   -4,329   -4,328   -4,404     -285     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8      0.0      2.8     41.2     83.1     88.8     85.9     11.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       10       18       12       19
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       11,994
COMMITMENTS
   4,603    5,145    2,162    5,059    4,687   11,824   11,994      170        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        825)
     347      510       53      425      262      825      825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4     42.9     18.0     42.2     39.1     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        5        7        8       15       15
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,556
COMMITMENTS
   2,569      472      215    5,741    7,839    8,526    8,526       30       30

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        577)
       0        3       -3      580      577      577      577       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      5.5      2.5     67.1     91.6     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 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,775
COMMITMENTS
     217    2,564       93    5,304    2,772    5,614    5,429      161      346

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        133)
       0      100        0      133       33      133      133        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     44.4      1.6     91.8     48.0     97.2     94.0      2.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        2       21       18       23       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,649
COMMITMENTS
   4,082    4,345      814   41,101   41,428   45,997   46,587      652       62

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      4,531)
     -75    1,996     -150    4,756    2,817    4,531    4,663        0     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      9.3      1.7     88.1     88.8     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        6        3       35       32       41       41
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,104
COMMITMENTS
   1,490    3,477      300   22,084   20,327   23,874   24,104      230        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      2,251)
       0    2,600     -191    2,307     -158    2,116    2,251      135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     14.4      1.2     91.6     84.3     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        1       24       20       29       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,484
COMMITMENTS
   2,025    6,279       25   11,434    7,180   13,484   13,484        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        280)
      25      -25        0      255      305      280      280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     46.6      0.2     84.8     53.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        2        1       32       16       41       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,300
COMMITMENTS
   1,120    1,403      195    4,925    4,702    6,240    6,300       60        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:         40)
     -46        0        0       86       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     22.3      3.1     78.2     74.6     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        2       10       12       15       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,078
COMMITMENTS
   2,231    6,862    5,944   35,751   31,179   43,926   43,985      152       93

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        209)
     116      -13     -497      526      719      145      209       64        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     15.6     13.5     81.1     70.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8        9       12       41       39       56       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,042
COMMITMENTS
     465      289        0    6,177    6,354    6,642    6,643      400      399

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:         31)
       0        0        0       31       31       31       31        0        0

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 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,330
COMMITMENTS
   1,677      604      429   11,074   12,067   13,180   13,100      150      230

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        532)
      62     -756       31      468    1,257      561      532      -29        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      4.5      3.2     83.1     90.5     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        6        5       28       29       36       38
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,768
COMMITMENTS
   4,505      709    1,081   27,701   29,626   33,287   31,416    2,481    4,352

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:        948)
    -296        0      275      673      611      652      886      296       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      2.0      3.0     77.4     82.8     93.1     87.8      6.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        2       19       24       24       27
```

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Updated March 15, 2013