```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,248
COMMITMENTS
   2,106      768      970   36,878   38,500   39,954   40,238      294       10

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:       -523)
     226     -120        0     -749     -403     -523     -523        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.9      2.4     91.6     95.7     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        2        1       38       47       40       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,801
COMMITMENTS
       0        0        0   17,580   17,600   17,580   17,600      221      201

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      3,508)
       0        0        0    3,508    3,481    3,508    3,481        0       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8     98.9     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       21       25       21       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,387
COMMITMENTS
      87      574      614   11,306   10,873   12,007   12,061    1,380    1,326

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        294)
      36       60       16      244      257      296      333       -2      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      4.3      4.6     84.5     81.2     89.7     90.1     10.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        2        5       37       39       42       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,914
COMMITMENTS
     602      159      227    5,341    5,845    6,170    6,231      744      683

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        367)
      32       -5       -7      189      235      214      223      153      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      2.3      3.3     77.2     84.5     89.2     90.1     10.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        3        4       44       44       49       50
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,492
COMMITMENTS
      90      589      582    5,188    5,024    5,860    6,195      632      297

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        178)
      30       20       60       73       98      163      178       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      9.1      9.0     79.9     77.4     90.3     95.4      9.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       24       23       26       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,230
COMMITMENTS
      95       25        0    2,890    2,569    2,985    2,594      245      636

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        181)
      10       10      -10      141      101      141      101       40       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.8      0.0     89.5     79.5     92.4     80.3      7.6     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       24       24       25       25
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,223
COMMITMENTS
     119       22      127    2,548    2,713    2,794    2,862      429      361

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        350)
       5       -5      -12      318      343      311      326       39       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.7      3.9     79.1     84.2     86.7     88.8     13.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        4       24       25       28       29
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,711
COMMITMENTS
       0        0        0    9,591    9,681    9,591    9,681      120       30

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,844)
       0        0        0    1,844    1,834    1,844    1,834        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8     99.7     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       24       18       24       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,596
COMMITMENTS
      84    3,541      332   32,114   28,723   32,530   32,596       66        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        904)
      84      225        0      754      679      838      904       66        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     10.9      1.0     98.5     88.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       28       23       30       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      316,917
COMMITMENTS
  58,128   28,352   56,608  159,796  205,392  274,532  290,351   42,385   26,565

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     11,487)
     831    4,721    1,029    9,453    3,422   11,313    9,171      174    2,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      8.9     17.9     50.4     64.8     86.6     91.6     13.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      39       28       41       71       77      135      128
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,215,622
COMMITMENTS
 247,348  400,431  445,795  457,405  317,072  1150548  1163298   65,074   52,323

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      5,054)
  -9,600  -12,531   24,421   -7,150  -10,040    7,670    1,850   -2,616    3,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     32.9     36.7     37.6     26.1     94.6     95.7      5.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     117      105      150       78       72      277      260
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,386,954
COMMITMENTS
  75,553   26,622  457,642  849,479  900,034  1382674  1384299    4,280    2,655

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     24,020)
  -7,906   -2,141   25,541    6,770    1,004   24,406   24,404     -385     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      1.9     33.0     61.2     64.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      45       32       60       67       62      135      131
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      148,727
COMMITMENTS
  47,902   44,509   30,263   67,136   70,336  145,301  145,108    3,426    3,618

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     12,497)
   1,209   -3,530    3,738    7,297   11,952   12,244   12,160      253      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2     29.9     20.3     45.1     47.3     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        8       14       21       22       41       37
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       52,089
COMMITMENTS
  26,497   17,197   18,122    7,052   16,102   51,671   51,421      418      667

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:       -693)
  -1,141   -2,299      514      -39    1,085     -666     -700      -27        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.9     33.0     34.8     13.5     30.9     99.2     98.7      0.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       13       12       13       17       26       36
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,331,829
COMMITMENTS
 533,374   36,792  642,275  1115423  1629241  2291072  2308308   40,757   23,521

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     20,139)
   4,896     -266   -7,136   24,524   27,424   22,284   20,022   -2,145      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      1.6     27.5     47.8     69.9     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      34       14       42       81       75      130      120
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      886,412
COMMITMENTS
  51,626  157,919  202,005  623,060  519,915  876,691  879,839    9,721    6,573

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     12,040)
   2,156   -3,900   12,982   -3,792    2,855   11,346   11,937      694      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     17.8     22.8     70.3     58.7     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15       24       27       35       35       69       67
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       30,474
COMMITMENTS
   9,285    9,850    8,162   12,749   12,025   30,196   30,037      278      437

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        440)
    -181       44      833     -260     -320      392      557       48     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     32.3     26.8     41.8     39.5     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12       13       23       12       13       35       38
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,990
COMMITMENTS
   6,060    3,720    2,555    2,705    5,065   11,320   11,340      670      650

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        325)
     245      270      125      -70      -50      300      345       25      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.5     31.0     21.3     22.6     42.2     94.4     94.6      5.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6       11       12        7       10       20       26
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,658
COMMITMENTS
   1,525      776    1,390   19,575   20,255   22,490   22,421      169      237

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      2,429)
      -1      130      140    2,373    2,186    2,512    2,456      -84      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      3.4      6.1     86.4     89.4     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        7        7       33       34       44       44
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,469
COMMITMENTS
       0        0        0    1,656    1,795    1,656    1,795      813      674

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:       -455)
     -60        0      -33     -480     -538     -573     -571      118      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     67.1     72.7     67.1     72.7     32.9     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       19       15       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,047
COMMITMENTS
     105      321      116    1,366    1,241    1,587    1,678      460      369

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        265)
      75      120       10      161      121      246      251       19       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     15.7      5.7     66.7     60.6     77.5     82.0     22.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       19       19       22       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      109,432
COMMITMENTS
   3,431    2,008    9,023   94,715   96,823  107,169  107,855    2,263    1,578

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     -1,855)
    -367      -32     -365   -1,056   -1,705   -1,788   -2,102      -67      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      1.8      8.2     86.6     88.5     97.9     98.6      2.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        5       27       29       33       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,264
COMMITMENTS
   2,622      158    1,320   13,300   15,992   17,242   17,470    1,022      794

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:       -373)
    -363      -50        0      -10     -333     -373     -383       -0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      0.9      7.2     72.8     87.6     94.4     95.7      5.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       18       14       21       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,755
COMMITMENTS
   1,758      480      774    8,722    9,669   11,254   10,923      501      832

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        122)
       0        0        0      120      120      120      120        2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      4.1      6.6     74.2     82.3     95.7     92.9      4.3      7.1

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 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       17,110
COMMITMENTS
     456      880      550   14,433   14,936   15,439   16,366    1,671      744

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      5.1      3.2     84.4     87.3     90.2     95.7      9.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       24       27       26
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,617
COMMITMENTS
     210        0        0   51,407   51,597   51,617   51,597        0       20

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        234)
     128        0        0      106      214      234      214        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:       30)
       1        0        0       20       16       21       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      823,629
COMMITMENTS
       0        0        0  823,629  823,629  823,629  823,629        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     20,263)
       0        0        0   20,263   20,263   20,263   20,263        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       17       18       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,601
COMMITMENTS
   1,020        0        0   60,326   61,494   61,346   61,494      255      107

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        151)
       0        0        0      151      151      151      151        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     97.9     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       16       27       17       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      793,108
COMMITMENTS
       0        0        0  793,108  793,108  793,108  793,108        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      5,534)
       0        0        0    5,534    5,534    5,534    5,534        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:       33)
       0        0        0       18       21       18       21
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,562
COMMITMENTS
   7,550    1,226      215   45,542   52,121   53,307   53,562      255        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,275)
   1,275        0        0        0    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      2.3      0.4     85.0     97.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       22       18       25       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,080,862
COMMITMENTS
  29,076  116,920    5,781  1046005  958,161  1080862  1080862        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     10.8      0.5     96.8     88.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       24       22       27       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,295
COMMITMENTS
       0    3,500        0   35,040   31,540   35,040   35,040      255      255

CHANGES FROM 01/08/13 (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      9.9      0.0     99.3     89.4     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 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,375
COMMITMENTS
       0    6,375        0   34,375   28,000   34,375   34,375        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,275)
       0    1,275        0    1,275        0    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.5      0.0    100.0     81.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       15       14       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,626
COMMITMENTS
       0    2,586        0   22,349   20,040   22,349   22,626      277        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      766        0      766        0     -766        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.4      0.0     98.8     88.6     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        0       17       11       17       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      531,915
COMMITMENTS
   1,680   11,555   23,480  506,755  496,880  531,915  531,915        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      2.2      4.4     95.3     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14        9       15       11
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      862,714
COMMITMENTS
       0  103,560   23,320  839,394  735,834  862,714  862,714        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     19,432)
       0   11,760        0   19,432    7,672   19,432   19,432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.0      2.7     97.3     85.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       14       18       15       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      470,840
COMMITMENTS
  90,059   34,634   27,726  353,055  408,480  470,840  470,840        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     12,691)
  11,760        0        0      931   12,691   12,691   12,691        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      7.4      5.9     75.0     86.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       16       17       17
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      228,600
COMMITMENTS
       0    9,551        0  228,600  219,049  228,600  228,600        0        0

CHANGES FROM 01/08/13 (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      4.2      0.0    100.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        0       14       12       14       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,482
COMMITMENTS
      95       49       43    4,344    4,389    4,482    4,482        0       -0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:         95)
     -10        6        2      104       87       95       95       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.1      1.0     96.9     97.9    100.0    100.0      0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       17       19       19       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,124
COMMITMENTS
     680        0       63   28,782   29,649   29,525   29,712      599      412

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        967)
    -275        0        0    1,197      997      922      997       45      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      0.2     95.5     98.4     98.0     98.6      2.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        1       33       34       35       35
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,370
COMMITMENTS
      13    1,055       45    6,949    5,814    7,007    6,914      363      456

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      2,113)
       0      150        0    2,048    1,963    2,048    2,113       65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     14.3      0.6     94.3     78.9     95.1     93.8      4.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        1       20       18       21       23
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,075
COMMITMENTS
     630       62       60    7,923    8,478    8,613    8,600      462      475

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        198)
    -100       15        0      288      183      188      198       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.7      0.7     87.3     93.4     94.9     94.8      5.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       15       17       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,209,399
COMMITMENTS
 367,223   97,100  804,509  945,107  1222758  2116840  2124367   92,559   85,032

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     38,378)
   7,605   -2,321   26,823   -1,905   17,447   32,523   41,949    5,855   -3,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      4.4     36.4     42.8     55.3     95.8     96.2      4.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     160       98      213       96      103      350      341
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       97,813
COMMITMENTS
   2,561   14,787   22,981   70,199   56,743   95,741   94,511    2,072    3,301

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      9,279)
     740      381    3,966    4,499    5,033    9,206    9,381       73     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     15.1     23.5     71.8     58.0     97.9     96.6      2.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        7        7       18       19       26       28
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      169,789
COMMITMENTS
  58,211   14,372    3,612   59,799  101,446  121,622  119,430   48,167   50,359

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      3,020)
   2,715      263       91     -213    1,977    2,593    2,331      427      689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      8.5      2.1     35.2     59.7     71.6     70.3     28.4     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        4        4       13       16       20       22
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,652
COMMITMENTS
   8,425    1,339    5,171   19,775   26,802   33,372   33,313    2,279    2,338

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        280)
      50      -30      293     -149     -264      194       -1       86      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      3.8     14.5     55.5     75.2     93.6     93.4      6.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      11        2        8       15       15       27       24
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      287,844
COMMITMENTS
  18,380    3,672   49,760  211,842  226,177  279,982  279,609    7,862    8,235

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,561)
     162       45    1,102      -11     -315    1,253      832      307      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      1.3     17.3     73.6     78.6     97.3     97.1      2.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        3       12       28       28       40       40
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       71,791
COMMITMENTS
   8,355    4,042    7,818   52,310   52,429   68,483   64,289    3,308    7,502

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      2,257)
     493    1,489    1,566      123     -796    2,182    2,259       75       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      5.6     10.9     72.9     73.0     95.4     89.6      4.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        4        7       15       14       25       22
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,527
COMMITMENTS
   4,033    2,073    8,670   37,658   39,239   50,361   49,982    2,166    2,545

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,685)
     635        0     -200    1,085    1,332    1,520    1,132      165      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      3.9     16.5     71.7     74.7     95.9     95.2      4.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        4       14       13       20       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,140
COMMITMENTS
   6,523    8,367   11,563   15,061   12,870   33,147   32,800    2,993    3,340

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,196)
     927      594      712   -1,026     -149      613    1,158      584       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     23.2     32.0     41.7     35.6     91.7     90.8      8.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        7       12       13       14       26       28
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,425
COMMITMENTS
   1,552      828       11    3,300    3,958    4,863    4,798      562      627

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        820)
      57      168       -2      782      546      838      712      -18      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     15.3      0.2     60.8     73.0     89.6     88.4     10.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        5        1       13       13       20       18
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       77,134
COMMITMENTS
   4,994      279    2,136   59,876   65,775   67,006   68,190   10,128    8,945

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        -32)
   1,083       20      -50     -808       96      225       66     -257      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.4      2.8     77.6     85.3     86.9     88.4     13.1     11.6

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 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       34,682
COMMITMENTS
  22,135    3,474    1,924    7,799   28,449   31,858   33,848    2,824      834

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      3,879)
   1,890      463      265    1,313    3,393    3,469    4,121      410     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.8     10.0      5.5     22.5     82.0     91.9     97.6      8.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      92       28       18       34       40      138       81
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       73,418
COMMITMENTS
  47,452    3,273    2,037   16,829   65,776   66,319   71,087    7,099    2,331

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      6,854)
   1,963   -3,778      588    3,748   10,389    6,299    7,198      555     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.6      4.5      2.8     22.9     89.6     90.3     96.8      9.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
     113       18       18       32       36      149       69
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      330,232
COMMITMENTS
 106,103   28,000   42,571  152,523  245,726  301,196  316,297   29,036   13,935

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     23,662)
  -1,016   -1,119   -3,020   25,700   26,278   21,664   22,139    1,998    1,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      8.5     12.9     46.2     74.4     91.2     95.8      8.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      83       19       46       79       90      180      145
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       10,350
COMMITMENTS
     200        0        0    9,321    9,707    9,521    9,707      829      643

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        922)
     200        0     -200    1,250    1,613    1,250    1,413     -328     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.0     90.1     93.8     92.0     93.8      8.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       16       17       16
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,559
COMMITMENTS
     542      465      135    7,852    7,934    8,529    8,534       30       25

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:         -4)
       5        0        0       -9       -9       -4       -9        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      5.4      1.6     91.7     92.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       13       15       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,023
COMMITMENTS
     439    1,547      137    6,447    4,985    7,023    6,669        0      354

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        463)
       0      280        0      463      183      463      463        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     22.0      2.0     91.8     71.0    100.0     95.0      0.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       29       22       32       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,664
COMMITMENTS
     937    1,500      100   40,848   40,934   41,885   42,534      779      130

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      4,492)
       0      550        0    4,362    3,842    4,362    4,392      130      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      3.5      0.2     95.7     95.9     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        1       34       34       39       38
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,522
COMMITMENTS
     825        0        0    7,587    8,522    8,412    8,522      110        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        949)
     -75        0        0    1,024      949      949      949        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      0.0      0.0     89.0    100.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       15        9       17        9
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,227
COMMITMENTS
     503      400        0   16,406   16,752   16,909   17,152      318       75

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,102)
       0        0        0    1,027    1,027    1,027    1,027       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      2.3      0.0     95.2     97.2     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        0       21       24       23       26
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,144
COMMITMENTS
   1,400    8,329       25   13,669    6,740   15,094   15,094       50       50

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,025)
      50      500        0      975      525    1,025    1,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     55.0      0.2     90.3     44.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        5        1       28       16       33       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,459
COMMITMENTS
   1,918    2,428        0    5,541    5,031    7,459    7,459        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        -15)
     -80      500        0       95     -515       15      -15      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     32.6      0.0     74.3     67.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        9       13       12       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,663
COMMITMENTS
   3,230    4,455   11,239   42,073   40,864   56,542   56,558      121      105

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,073)
     611     -456      256      206    1,273    1,073    1,073        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      7.9     19.8     74.3     72.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       9        7        7       41       41       52       53
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,540
COMMITMENTS
     396      150        0    5,691    5,913    6,087    6,063      453      477

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        740)
    -125      150      -50      678      622      503      722      237       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      2.3      0.0     87.0     90.4     93.1     92.7      6.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12       13       13       14
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,277
COMMITMENTS
     857    1,325      626   12,662   11,996   14,145   13,947      132      330

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        931)
      50      677      -42      923      323      931      958        0      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      9.3      4.4     88.7     84.0     99.1     97.7      0.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        6        2       25       26       28       33
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,066
COMMITMENTS
   1,467        0      472   20,841   21,659   22,780   22,131    2,286    2,935

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,940)
    -486        0       25    3,129    2,367    2,668    2,392     -728     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      1.9     83.1     86.4     90.9     88.3      9.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       19       25       20       26
```

----

Updated January 18, 2013