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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,969
COMMITMENTS
   7,235      573      746   29,681   36,650   37,662   37,969      307        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        861)
     158       44        0      706      822      864      866       -3       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      1.5      2.0     78.2     96.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        4        5       36       41       42       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,895
COMMITMENTS
       0      112        0    7,813    7,763    7,813    7,875       82       20

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        748)
       0      -20        0      748      748      748      728        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      0.0     99.0     98.3     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       18       23       18       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,911
COMMITMENTS
     469      200      110    7,655    7,617    8,234    7,927      677      984

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        586)
       5       40        2      609      565      616      607      -30      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      2.2      1.2     85.9     85.5     92.4     89.0      7.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        2       31       31       35       34
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,908
COMMITMENTS
     201       38      168    3,602    3,683    3,971    3,889      937    1,019

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        448)
     -59       38       72      335      272      348      382      100       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.8      3.4     73.4     75.0     80.9     79.2     19.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       23       32       26       34
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,661
COMMITMENTS
     196      181      108    3,724    3,984    4,028    4,273      633      388

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:          7)
     -83        5        9      -11      127      -85      141       92     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      3.9      2.3     79.9     85.5     86.4     91.7     13.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        3       33       32       36       36
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        5,621
COMMITMENTS
      25        0       55    5,301    5,566    5,381    5,621      240        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        512)
       0        0        0      512      512      512      512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      1.0     94.3     99.0     95.7    100.0      4.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       14       14       15       15
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,178
COMMITMENTS
     102      231      189    7,577    7,559    7,868    7,979      310      199

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        171)
       2       52       28      131       91      161      171       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.8      2.3     92.7     92.4     96.2     97.6      3.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        3       27       24       32       31
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,097
COMMITMENTS
     216      390      110    2,576    2,517    2,902    3,017      195       80

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        160)
      20      150        0      140       39      160      189        0      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     12.6      3.6     83.2     81.3     93.7     97.4      6.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        4        2       20       21       25       27
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,645
COMMITMENTS
      45    7,953      150   25,132   17,350   25,327   25,453      318      192

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        733)
      45      215        0      688      518      733      733        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     31.0      0.6     98.0     67.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       29       14       31       16
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,486
COMMITMENTS
     410    1,247       19    3,933    4,036    4,362    5,302    1,124      184

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        627)
     163       60       10      520      597      693      667      -66      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     22.7      0.3     71.7     73.6     79.5     96.6     20.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        2        2       23       18       29       22
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      285,579
COMMITMENTS
  40,713   71,712   40,694  164,302  143,644  245,709  256,050   39,870   29,529

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      7,826)
  -5,481    4,910    2,749   11,113   -3,356    8,381    4,303     -555    3,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     25.1     14.2     57.5     50.3     86.0     89.7     14.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      33       34       45       71       80      133      137
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,275,849
COMMITMENTS
 305,713  368,858  509,223  386,369  370,238  1201305  1248319   74,544   27,530

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:    -32,577)
 -26,328  -71,041   35,592  -40,210    3,729  -30,946  -31,720   -1,631     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     28.9     39.9     30.3     29.0     94.2     97.8      5.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     129       82      125       70       64      268      214
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      446,116
COMMITMENTS
 171,477  123,523   78,105  192,520  241,770  442,102  443,398    4,014    2,718

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      2,549)
    -454   -3,474    1,728    1,019    4,046    2,293    2,300      256      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     27.7     17.5     43.2     54.2     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       10       28       30       32       65       60
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       65,566
COMMITMENTS
   3,332   22,673   12,242   44,192   26,380   59,766   61,295    5,800    4,271

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        764)
    -980   -1,208      925      564      778      509      495      255      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     34.6     18.7     67.4     40.2     91.2     93.5      8.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        8        9       12       12       21       24
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,412,712
COMMITMENTS
 900,388   40,728  577,099  894,693  1757530  2372180  2375357   40,532   37,355

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:    -15,454)
   5,085    1,404  -31,586   10,105   13,982  -16,396  -16,200      942      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3      1.7     23.9     37.1     72.8     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      32       14       39       70       66      115      108
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      828,384
COMMITMENTS
  35,126  241,662  162,114  625,838  419,839  823,078  823,615    5,306    4,769

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:     14,874)
     714  -15,555   19,823   -5,662   11,250   14,875   15,518       -1     -644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     29.2     19.6     75.5     50.7     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      14       27       28       34       32       67       68
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       71,707
COMMITMENTS
  33,839   14,347   14,669   21,878   41,905   70,386   70,921    1,321      786

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:     -2,593)
  -3,424   -1,509     -119      575     -965   -2,968   -2,593      375        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2     20.0     20.5     30.5     58.4     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      20       15       27       13       16       45       46
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       33,122
COMMITMENTS
   8,637   18,874    3,306   20,938    9,967   32,881   32,147      241      975

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        700)
     750      905      220      -30     -170      940      955     -240     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     57.0     10.0     63.2     30.1     99.3     97.1      0.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12       15       13        9        9       28       30
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       36,718
COMMITMENTS
   2,255      906    3,228   30,916   32,294   36,399   36,428      319      290

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      5,674)
     601      174      512    4,583    4,924    5,696    5,610      -22       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      2.5      8.8     84.2     88.0     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       7        8        7       43       43       54       54
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,060
COMMITMENTS
     106      230      175    2,450    2,479    2,731    2,884      329      176

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        433)
     -35        0       45      443      475      453      520      -20      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      7.5      5.7     80.1     81.0     89.2     94.2     10.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        2       23       26       26       32
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,987
COMMITMENTS
     816    1,928       90   18,994   17,790   19,900   19,808    1,087    1,179

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        440)
       0        0        0      440      488      440      488        0      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      9.2      0.4     90.5     84.8     94.8     94.4      5.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       21       20       24       22
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       23,935
COMMITMENTS
     955      955        0   22,469   22,980   23,424   23,935      511        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        833)
       0        0        0      833      833      833      833        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      4.0      0.0     93.9     96.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       14       12       15       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      511,927
COMMITMENTS
   4,680    4,680        0  507,247  507,247  511,927  511,927        0        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      1,576)
       0        0        0    1,576    1,576    1,576    1,576        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.9      0.0     99.1     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       16       12       17       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,223
COMMITMENTS
       0        0        0   46,968   47,223   46,968   47,223      255        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        588)
       0        0        0      588      610      588      610        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       14       18       14       18
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      774,666
COMMITMENTS
   7,040        0        0  767,626  774,666  774,666  774,666        0        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:     11,404)
       0        0        0   11,404   11,404   11,404   11,404        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     99.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       17       20       18       20
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      105,129
COMMITMENTS
   8,290    1,020    2,705   93,880  101,404  104,875  105,129      254        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      4,341)
     100        0     -100    4,341    4,441    4,341    4,341        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      1.0      2.6     89.3     96.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       24       22       26       24
 
 
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE         Code-064A59
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,892,344
COMMITMENTS
       0  198,515   29,026  1863318  1664803  1892344  1892344        0        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:    150,571)
       0        0        0  150,571  150,571  150,571  150,571        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.5      1.5     98.5     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        2       27       25       29       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,480
COMMITMENTS
     105    9,382    1,280   25,095   15,563   26,480   26,225        0      255

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     35.4      4.8     94.8     58.8    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       15       10       17       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,761
COMMITMENTS
     126    4,364    1,280   57,355   53,117   58,761   58,761        0        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      1,165)
       0      100        0    1,165    1,065    1,165    1,165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      7.4      2.2     97.6     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       17       13       19       14
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,368
COMMITMENTS
   5,576        0    2,594   51,198   56,774   59,368   59,368        0        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      1,427)
   1,467        0      -40        0    1,467    1,427    1,427        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      0.0      4.4     86.2     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       21       16       23       18
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,995
COMMITMENTS
   2,537        0    2,048   45,155   47,692   49,740   49,740      255      255

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      4.1     90.3     95.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       17       19       18       20
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,752
COMMITMENTS
     105        0        0   54,647   54,752   54,752   54,752        0        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       23       18       24       18
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      355,492
COMMITMENTS
  38,525   19,600   23,480  293,487  312,412  355,492  355,492        0        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      6,936)
       0        0        0    6,936    6,936    6,936    6,936        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      5.5      6.6     82.6     87.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       14       14       15       16
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      813,344
COMMITMENTS
   1,216        0   46,800  765,328  766,544  813,344  813,344        0        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      1,408)
       0        0        0    1,408    1,408    1,408    1,408        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      5.8     94.1     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       17       16       18       17
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,286,364
COMMITMENTS
 234,624        0   47,040  1004700  1239324  1286364  1286364        0        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:     76,221)
  29,181        0        0   47,040   76,221   76,221   76,221        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      0.0      3.7     78.1     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       19       13       21       14
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      716,629
COMMITMENTS
 207,208        0        0  509,421  716,629  716,629  716,629        0        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:     32,648)
  46,640        0        0  -13,992   32,648   32,648   32,648        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      0.0      0.0     71.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       15       17       15
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      621,662
COMMITMENTS
       0    9,800        0  621,662  611,862  621,662  621,662        0        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:     10,539)
       0        0        0   10,539   10,539   10,539   10,539        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.0    100.0     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       16       17       16       18
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,621
COMMITMENTS
     452      171      164   17,797   17,971   18,413   18,306      208      315

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        668)
      25        0     -480    1,124    1,109      669      629       -1       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.9      0.9     95.6     96.5     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        2       32       33       37       36
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,760
COMMITMENTS
      89      701      115   12,489   11,613   12,693   12,429       67      331

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        163)
       0       11       47      145       94      192      152      -29       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      5.5      0.9     97.9     91.0     99.5     97.4      0.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        2       30       25       32       29
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,511
COMMITMENTS
      25      314      107    4,079    3,729    4,211    4,150      300      361

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:         80)
       0        0       30       50       50       80       80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      7.0      2.4     90.4     82.7     93.3     92.0      6.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       16       15       18       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,623,027
COMMITMENTS
 463,186  135,835  512,159  560,092  897,400  1535437  1545394   87,590   77,633

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      3,231)
   8,357   12,017    6,114  -11,236  -19,251    3,235   -1,120       -4    4,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      8.4     31.6     34.5     55.3     94.6     95.2      5.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     119       74      138       84       96      270      260
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      154,132
COMMITMENTS
  57,162   14,495      596   54,699   98,248  112,457  113,339   41,675   40,793

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      2,060)
    -402    1,610       31    2,140      479    1,769    2,120      291      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      9.4      0.4     35.5     63.7     73.0     73.5     27.0     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        3       13       16       19       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,294
COMMITMENTS
  15,608   16,166   22,377   19,216   17,494   57,201   56,037    5,093    6,257

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:         13)
     392     -527   -3,072    1,225    1,778   -1,455   -1,821    1,468    1,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     26.0     35.9     30.8     28.1     91.8     90.0      8.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        9       14       13       12       27       27
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,281
COMMITMENTS
       0        0        0   17,251   17,248   17,251   17,248       30       33

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        388)
       0        0        0      388      388      388      388        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       15       19       15
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       38,643
COMMITMENTS
  24,766    4,406    1,225   10,483   32,144   36,474   37,775    2,169      868

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:       -130)
     633     -456       48     -949      383     -268      -25      138     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1     11.4      3.2     27.1     83.2     94.4     97.8      5.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      84       35       13       32       28      126       72
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       58,636
COMMITMENTS
  40,851    8,471      218   11,670   47,213   52,739   55,902    5,897    2,734

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:       -925)
     890   -4,295     -399   -1,652    4,572   -1,161     -122      236     -803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.7     14.4      0.4     19.9     80.5     89.9     95.3     10.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      93       32        7       27       31      122       69
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      251,840
COMMITMENTS
  85,465   35,055   27,968  117,139  172,170  230,572  235,193   21,268   16,647

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:     16,095)
  -2,323    6,689    1,528   18,492    4,952   17,697   13,169   -1,602    2,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     13.9     11.1     46.5     68.4     91.6     93.4      8.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      51       38       48       73       88      153      153
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,185
COMMITMENTS
   3,806      200      435    4,589    6,302    8,830    6,937    2,355    4,248

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        733)
     -83        0      132      442      303      491      435      242      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      1.8      3.9     41.0     56.3     78.9     62.0     21.1     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        4        7        8       14       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,409
COMMITMENTS
   1,011      685      250    6,016    6,340    7,277    7,275      132      134

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:       -189)
       0       14     -100      -89     -103     -189     -189        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      9.2      3.4     81.2     85.6     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        3       27       24       32       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       63,321
COMMITMENTS
   6,636    2,304        0   56,047   60,624   62,683   62,928      638      393

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      2,500)
     -30      150        0    2,500    2,350    2,470    2,500       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      3.6      0.0     88.5     95.7     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        4        0       30       35       34       39
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,711
COMMITMENTS
   3,955        0      215    8,451   12,447   12,621   12,662       90       49

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      1,529)
     900      -25       65      651    1,516    1,616    1,556      -87      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      0.0      1.7     66.5     97.9     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        3       11       13       16       16
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,510
COMMITMENTS
     969    6,390        0   44,526   39,120   45,495   45,510       15        0

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      1,643)
     525        0        0    1,118    1,643    1,643    1,643        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     14.0      0.0     97.8     86.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        0       26       23       28       26
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,190
COMMITMENTS
     300      765       25    7,715    7,175    8,040    7,965      150      225

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      9.3      0.3     94.2     87.6     98.2     97.3      1.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       20       15       23       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,982
COMMITMENTS
   2,242    4,219    1,071   21,360   19,241   24,673   24,531      309      451

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:         72)
     -50       12       14      101       46       65       72        7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     16.9      4.3     85.5     77.0     98.8     98.2      1.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        8        3       32       28       40       37
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,752
COMMITMENTS
     855      917      449   10,375   10,153   11,679   11,519       73      233

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        885)
     159      205      -87      824      767      896      885      -11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      7.8      3.8     88.3     86.4     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        3       25       27       31       32
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,162
COMMITMENTS
     659      370      220    1,198    1,484    2,077    2,074       85       88

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:        210)
      70      -10       20      130      190      220      200      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     17.1     10.2     55.4     68.6     96.1     95.9      3.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        7        6       21       20       33       29
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,239
COMMITMENTS
   4,020      300    1,392   16,275   20,067   21,687   21,759      552      480

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      1.3      6.3     73.2     90.2     97.5     97.8      2.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        4       13       12       18       16
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 01/14/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,272
COMMITMENTS
   1,741      532      350   21,493   22,690   23,584   23,572    3,688    3,700

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      2,989)
     116     -192     -105    3,669    3,762    3,680    3,465     -691     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      2.0      1.3     78.8     83.2     86.5     86.4     13.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       17       20       18       22
```

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Updated January 17, 2014