```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,776
COMMITMENTS
   3,079      420      306   37,112   40,030   40,497   40,756      279       20

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      2,198)
     -70      -97        0    2,268    2,286    2,198    2,189        0        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      1.0      0.8     91.0     98.2     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        1       34       44       36       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,454
COMMITMENTS
       0        0        0   21,288   21,277   21,288   21,277      166      177

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     99.2     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       23       21       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,198
COMMITMENTS
     371      670      450   10,172    9,926   10,993   11,046    1,205    1,152

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:         48)
      34       85      -57       21      -16       -2       12       50       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      5.5      3.7     83.4     81.4     90.1     90.6      9.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        5       36       37       41       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,282
COMMITMENTS
     679      128      167    6,878    7,539    7,724    7,834      558      448

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        318)
      81      -10      -80      298      407      299      317       19        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      1.5      2.0     83.0     91.0     93.3     94.6      6.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        3        3       43       48       48       53
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,208
COMMITMENTS
     157      536      431    4,135    4,046    4,723    5,013      485      195

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:         75)
      57       17      -47      115       95      125       65      -50       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     10.3      8.3     79.4     77.7     90.7     96.3      9.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       24       25       27       28
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,962
COMMITMENTS
      65       50        0    2,394    2,439    2,459    2,489      503      473

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        310)
       0        0        0      357      437      357      437      -47     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      1.7      0.0     80.8     82.3     83.0     84.0     17.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       24       25       25       26
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,104
COMMITMENTS
     427        0       54    3,154    3,593    3,635    3,647      469      457

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        346)
      64        0        0      253      323      317      323       29       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      0.0      1.3     76.9     87.5     88.6     88.9     11.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       21       26       24       28
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,992
COMMITMENTS
       0        0        0   10,841   10,972   10,841   10,972      151       20

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        -62)
       0        0        0      -62      -42      -62      -42        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6     99.8     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       21       18       21       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,447
COMMITMENTS
       0      486      232    7,769    7,527    8,001    8,245      446      202

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        473)
       0       33        0      419      419      419      452       54       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.8      2.7     92.0     89.1     94.7     97.6      5.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       17       17       19       20
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,283
COMMITMENTS
      84    4,328        0   30,133   25,955   30,217   30,283       66        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      1,122)
       0      -55        0    1,122    1,177    1,122    1,122        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     14.3      0.0     99.5     85.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       28       20       29       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      347,319
COMMITMENTS
  87,717   47,123   57,095  146,885  214,902  291,697  319,120   55,622   28,199

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     -2,602)
   6,943    3,102   -7,607   -6,726   -2,472   -7,391   -6,978    4,789    4,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     13.6     16.4     42.3     61.9     84.0     91.9     16.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      61       26       43       75       83      159      136
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,236,550
COMMITMENTS
 263,888  406,153  446,829  450,600  324,459  1161317  1177442   75,233   59,109

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      5,919)
  -1,593    5,121    4,509   -1,185   -7,274    1,732    2,357    4,187    3,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     32.8     36.1     36.4     26.2     93.9     95.2      6.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     107      118      164       74       69      282      265
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,406,990
COMMITMENTS
  82,908   22,814  464,056  855,856  917,732  1402820  1404602    4,170    2,388

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     33,023)
 -10,905   -9,815   31,843   12,088   11,345   33,026   33,373       -3     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      1.6     33.0     60.8     65.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      42       32       62       66       60      134      128
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      196,002
COMMITMENTS
  57,126   57,731   41,080   92,730   91,257  190,936  190,068    5,066    5,934

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     14,023)
  -2,557   -3,832    7,961    8,816    9,697   14,220   13,826     -197      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     29.5     21.0     47.3     46.6     97.4     97.0      2.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11       12       19       22       23       44       44
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       62,192
COMMITMENTS
  23,204   16,342   25,834   12,696   19,057   61,735   61,234      457      959

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     -2,162)
    -111   -1,196   -1,386     -502      443   -1,998   -2,140     -165      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     26.3     41.5     20.4     30.6     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7       14       14       15       18       30       38
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,453,494
COMMITMENTS
 629,800   50,093  690,716  1086840  1690003  2407356  2430812   46,138   22,682

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     61,996)
  16,890    6,020   40,704    4,145   14,798   61,739   61,522      257      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      2.0     28.2     44.3     68.9     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      37       16       45       78       74      130      124
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      942,461
COMMITMENTS
  43,982  193,322  216,022  677,560  527,333  937,564  936,677    4,897    5,784

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     16,351)
  -2,368      335    7,323   15,707    8,093   20,662   15,751   -4,311      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     20.5     22.9     71.9     56.0     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13       29       30       37       36       72       73
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,340
COMMITMENTS
   1,830      350      420    4,850    6,085    7,100    6,855      240      485

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        180)
     195        0      -72       60      195      183      123       -3       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      4.8      5.7     66.1     82.9     96.7     93.4      3.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        3       11       12       16       15
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       36,677
COMMITMENTS
   8,592    8,092   10,945   16,355   17,075   35,892   36,112      785      565

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      2,378)
      10      512      491    1,697      895    2,198    1,898      180      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     22.1     29.8     44.6     46.6     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       18       24       15       14       40       40
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,182
COMMITMENTS
   6,498    5,808    2,639    5,555    6,275   14,692   14,722      490      460

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      1,152)
     328      813      199      600      110    1,127    1,122       25       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.8     38.3     17.4     36.6     41.3     96.8     97.0      3.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6       14       17       11       10       29       29
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       29,853
COMMITMENTS
   1,712      360    1,699   26,150   27,620   29,562   29,680      291      173

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      1,390)
     192      -52      123    1,046    1,354    1,361    1,425       29      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      1.2      5.7     87.6     92.5     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        5        8       32       39       44       49
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,692
COMMITMENTS
      18        0       25    1,958    2,158    2,001    2,183      691      509

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        151)
      18      -12       12      117      162      147      162        4      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.9     72.7     80.2     74.3     81.1     25.7     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       21       20       22
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,073
COMMITMENTS
     108      215       40    1,534    1,543    1,682    1,798      391      275

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:         33)
      45        2        5       86      -44      136      -37     -103       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     10.4      1.9     74.0     74.4     81.1     86.7     18.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        3       26       22       30       26
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,291
COMMITMENTS
      60       39        0      951    1,135    1,011    1,174      280      117

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:         16)
       0        3        0      -20       23      -20       26       36      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      3.0      0.0     73.7     87.9     78.3     90.9     21.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       16       15       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      103,653
COMMITMENTS
   3,165    1,834    8,120   88,396   90,735   99,681  100,690    3,972    2,964

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:       -532)
    -230      -12      -46     -153     -444     -429     -502     -103      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      1.8      7.8     85.3     87.5     96.2     97.1      3.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        6       28       29       35       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,242
COMMITMENTS
   2,398      142    1,220   12,326   15,048   15,944   16,410    1,298      832

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:          4)
      21        0        0      -17        4        4        4       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      0.8      7.1     71.5     87.3     92.5     95.2      7.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       17       13       20       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,770
COMMITMENTS
   1,156      440      998    8,650    9,657   10,804   11,095      966      675

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      -20      120      -20      120      140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      3.7      8.5     73.5     82.0     91.8     94.3      8.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       17       18       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       17,034
COMMITMENTS
     402      540      790   14,196   14,683   15,388   16,013    1,646    1,021

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.2      4.6     83.3     86.2     90.3     94.0      9.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       25       24       28       26
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,472
COMMITMENTS
     210        0        0   48,262   48,452   48,472   48,452        0       20

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       17       21       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      808,358
COMMITMENTS
       0        0        0  808,358  808,358  808,358  808,358        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       17       20       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,595
COMMITMENTS
     954        0        0   59,386   60,510   60,340   60,510      255       85

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        128)
       0        0        0      128      128      128      128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     98.0     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       17       26       18       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      815,812
COMMITMENTS
       0        0        0  815,812  815,812  815,812  815,812        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      2,370)
       0        0        0    2,370    2,370    2,370    2,370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       18       20       18       20
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,584
COMMITMENTS
   7,000    1,116      215   48,114   54,253   55,329   55,584      255        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      2.0      0.4     86.6     97.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       23       18       26       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,220,115
COMMITMENTS
  25,156  156,120    5,781  1189178  1058214  1220115  1220115        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     12.8      0.5     97.5     86.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       23       21       26       24
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,787
COMMITMENTS
       0    3,390        0   32,554   29,164   32,554   32,554      233      233

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.3      0.0     99.3     88.9     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        9       15       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,080
COMMITMENTS
       0    6,155        0   33,080   26,925   33,080   33,080        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.6      0.0    100.0     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       14       14       15
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,352
COMMITMENTS
   3,125        0    3,450   13,777   16,902   20,352   20,352        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      0.0     17.0     67.7     83.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2        9       13       11       15
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,965
COMMITMENTS
      60        0        0   13,266   13,179   13,326   13,179    1,639    1,786

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     88.6     88.1     89.0     88.1     11.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       15       19       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,991
COMMITMENTS
       0    1,527        0   22,758   21,464   22,758   22,991      233        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:         42)
       0       42        0       42        0       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.6      0.0     99.0     93.4     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        0       18       15       18       18
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      518,467
COMMITMENTS
     504    9,595   23,480  494,483  485,392  518,467  518,467        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.9      4.5     95.4     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        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 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      919,236
COMMITMENTS
       0   99,640   23,320  895,916  796,276  919,236  919,236        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     13,432)
       0        0        0   13,432   13,432   13,432   13,432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.8      2.5     97.5     86.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       15       20       16       21
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      558,849
COMMITMENTS
 137,099  109,386   23,414  398,336  426,049  558,849  558,849        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     16,513)
       0        0        0   16,513   16,513   16,513   16,513        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     19.6      4.2     71.3     76.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       15       17       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      218,061
COMMITMENTS
       0    9,159        0  218,061  208,902  218,061  218,061        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        814)
       0        0        0      814      814      814      814        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.0    100.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        0       16       13       16       16
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,494
COMMITMENTS
      93       46       50    4,336    4,396    4,479    4,492       15        2

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        -24)
      -3        2       -0      -36      -28      -40      -26       15        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.0      1.1     96.5     97.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       17       18       19       20
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,425
COMMITMENTS
     438        0        0   27,177   28,188   27,615   28,188      810      237

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:         98)
       0        0        0       76       98       76       98       22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     95.6     99.2     97.2     99.2      2.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       34       35       35       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,025
COMMITMENTS
   1,690        0        0    5,266    6,673    6,956    6,673       69      352

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      0.0      0.0     75.0     95.0     99.0     95.0      1.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       13       16       15       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,939
COMMITMENTS
       0      820       40    9,573    8,495    9,613    9,355      326      584

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        887)
       0        0        0      887      887      887      887        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.3      0.4     96.3     85.5     96.7     94.1      3.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        1       24       16       25       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,954
COMMITMENTS
     718      251      127    7,735    8,144    8,580    8,522      374      432

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      255      300      255        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      2.8      1.4     86.4     91.0     95.8     95.2      4.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       18       17       20       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,348,538
COMMITMENTS
 399,562   96,386  908,490  946,126  1258949  2254178  2263826   94,360   84,712

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:    -72,724)
  -4,400    6,770  -33,394  -31,475  -39,962  -69,269  -66,585   -3,455   -6,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      4.1     38.7     40.3     53.6     96.0     96.4      4.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     166       84      203       98      104      353      323
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      110,536
COMMITMENTS
     153   19,316   32,932   76,728   56,572  109,813  108,821      723    1,716

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:    -18,775)
      16  -12,061   -1,085  -17,497   -5,602  -18,566  -18,748     -209      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     17.5     29.8     69.4     51.2     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2       10       10       17       19       27       31
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,006
COMMITMENTS
  71,012   12,520        6   62,063  112,243  133,081  124,769   40,925   49,237

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      4,924)
   2,057      204        0      983    3,386    3,040    3,590    1,884    1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8      7.2      0.0     35.7     64.5     76.5     71.7     23.5     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        3        1       16       17       23       20
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,999
COMMITMENTS
   7,390    2,337    4,941   19,998   25,116   32,329   32,395    1,670    1,604

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:       -694)
    -791      128      -83      323     -816     -551     -771     -142       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      6.9     14.5     58.8     73.9     95.1     95.3      4.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        8        9       15       15       27       28
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      278,300
COMMITMENTS
  17,936    6,660   43,163  209,922  220,721  271,021  270,543    7,279    7,756

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     -3,489)
     387     -294     -771   -2,916   -2,356   -3,300   -3,422     -189      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.4     15.5     75.4     79.3     97.4     97.2      2.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        3       12       28       28       40       40
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       77,598
COMMITMENTS
   9,107    3,659   10,881   54,413   55,781   74,401   70,321    3,197    7,277

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        339)
     802      500     -300      -38      264      464      464     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      4.7     14.0     70.1     71.9     95.9     90.6      4.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        6       14       13       24       20
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,430
COMMITMENTS
   5,679    1,848   10,321   36,308   39,369   52,308   51,538    2,122    2,892

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     -2,710)
    -181     -350      382   -2,945   -2,846   -2,744   -2,814       34      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      3.4     19.0     66.7     72.3     96.1     94.7      3.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       14       12       18       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,570
COMMITMENTS
   6,357   11,694   16,030   24,408   18,342   46,795   46,066    3,774    4,504

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        423)
    -355      107      407      679     -288      731      226     -308      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     23.1     31.7     48.3     36.3     92.5     91.1      7.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        7       14       13       14       30       28
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,832
COMMITMENTS
   2,037    1,053      424    3,794    4,956    6,255    6,434      576      398

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        320)
     247      435      -17      165       11      395      429      -76     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     15.4      6.2     55.5     72.5     91.6     94.2      8.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        7        3       14       13       21       22
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,887
COMMITMENTS
   6,060      133    2,048   61,495   69,322   69,603   71,503   10,285    8,385

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      1,527)
     432        1      -12    1,188    1,591    1,608    1,580      -82      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.2      2.6     77.0     86.8     87.1     89.5     12.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        5       16       18       21       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       49,235
COMMITMENTS
  30,464    3,422    3,169   11,397   41,094   45,030   47,685    4,206    1,551

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:         14)
     436      -72        5     -990     -337     -549     -404      563      418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.9      7.0      6.4     23.1     83.5     91.5     96.9      8.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
     106       29       17       33       41      148       82
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       84,327
COMMITMENTS
  54,522    3,536    3,882   17,214   74,912   75,618   82,330    8,709    1,997

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     -2,859)
  -2,572     -981     -415      155   -1,389   -2,833   -2,785      -26      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.7      4.2      4.6     20.4     88.8     89.7     97.6     10.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
     128       25       20       34       41      171       80
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      355,734
COMMITMENTS
 128,040   34,909   48,888  149,114  257,879  326,043  341,676   29,691   14,058

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     17,519)
   2,533    3,191    8,704    6,282    4,528   17,519   16,423       -1    1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0      9.8     13.7     41.9     72.5     91.7     96.0      8.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      88       32       62       85       97      207      167
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       12,560
COMMITMENTS
       0        0        0   12,237   11,625   12,237   11,625      323      935

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        670)
       0        0        0      770      385      770      385     -100      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.4     92.6     97.4     92.6      2.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       17       18       17
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,404
COMMITMENTS
  11,805        0      402    8,169   19,453   20,376   19,855    2,028    2,549

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      1,534)
     830        0        0      -12    1,274      818    1,274      716      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.7      0.0      1.8     36.5     86.8     90.9     88.6      9.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2        9       16       12       18
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       10,370
COMMITMENTS
   4,729    4,718    1,717    3,735    3,934   10,181   10,369      189        1

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      1,433)
   1,354    1,475      -15       94      173    1,433    1,633        0     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6     45.5     16.6     36.0     37.9     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        6        4        7        8       15       15
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,135
COMMITMENTS
     362      495      135    7,608    7,480    8,105    8,110       30       25

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        -84)
     -80       30        0       -4     -114      -84      -84        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      6.1      1.7     93.5     91.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        1       10       13       14       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,524
COMMITMENTS
     356    2,406      187    6,836    4,530    7,379    7,123      145      401

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        186)
     100      195        0       86      -36      186      159        0       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     32.0      2.5     90.9     60.2     98.1     94.7      1.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        2       23       20       25       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       47,592
COMMITMENTS
   1,510    2,400      250   45,129   44,922   46,889   47,572      703       20

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      3,127)
     150      200        0    3,002    2,927    3,152    3,127      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      5.0      0.5     94.8     94.4     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        4        1       36       36       41       41
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,994
COMMITMENTS
     300        0      200    9,298    9,734    9,798    9,934      196       60

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        560)
    -175        0      150      575      410      550      560       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      2.0     93.0     97.4     98.0     99.4      2.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       17       12       19       13
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,993
COMMITMENTS
     777      100        0   21,116   21,893   21,893   21,993      100        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      1,483)
       0        0        0    1,483    1,483    1,483    1,483        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.5      0.0     96.0     99.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       23       21       26       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,314
COMMITMENTS
   1,275    7,729      150   13,839    7,385   15,264   15,264       50       50

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        125)
      25        0      -25      125      150      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     50.5      1.0     90.4     48.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        3        3       33       18       40       24
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,814
COMMITMENTS
   1,805    2,263       75    5,874    5,476    7,754    7,814       60        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     29.0      1.0     75.2     70.1     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1        8       14       13       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,043
COMMITMENTS
   2,304    4,344    5,094   37,521   35,551   44,919   44,989      124       54

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     -1,058)
     150      100   -1,350      199      249   -1,001   -1,001      -57      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      9.6     11.3     83.3     78.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        7        9       41       42       51       56
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,975
COMMITMENTS
   1,555    1,679      404   11,945   11,624   13,904   13,707       71      268

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        462)
     120     -185       32      283      620      435      467       27       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     12.0      2.9     85.5     83.2     99.5     98.1      0.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        5        2       28       29       34       35
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,749
COMMITMENTS
   3,491      600        0   28,457   29,761   31,948   30,361    2,801    4,388

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      2,656)
   1,319      600      -75    1,366    1,639    2,610    2,164       46      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      1.7      0.0     81.9     85.6     91.9     87.4      8.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       18       24       20       25
```

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Updated February 22, 2013