```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,578
COMMITMENTS
   3,149      517      306   34,844   37,744   38,299   38,567      279       11

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        628)
     466        0        0      186      657      652      657      -24      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      1.3      0.8     90.3     97.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        2        1       32       45       34       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,154
COMMITMENTS
       0        0        0   20,988   20,977   20,988   20,977      166      177

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        821)
       0        0        0      821      819      821      819        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     99.2     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       22       21       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,150
COMMITMENTS
     337      585      507   10,151    9,942   10,995   11,034    1,155    1,116

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        -30)
      63      125      -71      -12      -27      -20       27      -10      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      4.8      4.2     83.5     81.8     90.5     90.8      9.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        5       36       37       41       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,964
COMMITMENTS
     598      138      247    6,580    7,132    7,425    7,517      539      447

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      1,193)
      67       25      -22    1,154    1,207    1,199    1,210       -6      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      1.7      3.1     82.6     89.6     93.2     94.4      6.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        3        4       44       47       50       53
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,133
COMMITMENTS
     100      519      478    4,020    3,951    4,598    4,948      535      185

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        -30)
       0      -75      -65       58      130       -7      -10      -23      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     10.1      9.3     78.3     77.0     89.6     96.4     10.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       23       24       26       27
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,652
COMMITMENTS
      65       50        0    2,037    2,002    2,102    2,052      550      600

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:         46)
       0        0        0       69       59       69       59      -23      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.9      0.0     76.8     75.5     79.3     77.4     20.7     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       20       21       21       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,758
COMMITMENTS
     363        0       54    2,901    3,270    3,318    3,324      440      434

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        115)
       2        0        0       83      113       85      113       30        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      0.0      1.4     77.2     87.0     88.3     88.5     11.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       21       24       24       26
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,054
COMMITMENTS
       0        0        0   10,903   11,014   10,903   11,014      151       40

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        777)
       0        0        0      782      767      782      767       -5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6     99.6     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       23       18       23       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,974
COMMITMENTS
       0      453      232    7,350    7,108    7,582    7,793      392      181

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        400)
       0      105        0      383      298      383      403       17       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.7      2.9     92.2     89.1     95.1     97.7      4.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       17       17       19       20
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,161
COMMITMENTS
      84    4,383        0   29,011   24,778   29,095   29,161       66        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        -85)
       0      505        0      -85     -590      -85      -85        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     15.0      0.0     99.5     85.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       28       19       29       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      349,921
COMMITMENTS
  80,775   44,021   64,702  153,611  217,374  299,088  326,098   50,833   23,823

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     16,698)
   8,830    4,034   -1,790    9,082   16,587   16,122   18,831      575   -2,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     12.6     18.5     43.9     62.1     85.5     93.2     14.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      57       28       48       78       88      163      143
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,230,631
COMMITMENTS
 265,481  401,032  442,320  451,785  331,733  1159585  1175085   71,046   55,546

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     -5,213)
  12,512    7,885  -20,013     -309    1,112   -7,809  -11,015    2,597    5,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     32.6     35.9     36.7     27.0     94.2     95.5      5.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     111      105      162       70       68      274      260
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,373,967
COMMITMENTS
  93,812   32,628  432,213  843,768  906,387  1369794  1371229    4,174    2,738

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     15,308)
   9,434    6,333      647    5,400    8,390   15,481   15,370     -173      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      2.4     31.5     61.4     66.0     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      46       27       61       65       59      132      126
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      181,979
COMMITMENTS
  59,683   61,563   33,119   83,914   81,561  176,716  176,242    5,263    5,737

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     20,229)
   3,729    3,973    8,361    7,434    7,023   19,525   19,357      704      872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8     33.8     18.2     46.1     44.8     97.1     96.8      2.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       11       18       22       23       43       43
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       64,355
COMMITMENTS
  23,315   17,539   27,220   13,198   18,615   63,733   63,373      622      981

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     -1,508)
  -1,658     -576      395     -261   -1,377   -1,523   -1,558       16       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2     27.3     42.3     20.5     28.9     99.0     98.5      1.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8       13       13       15       18       29       38
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,391,498
COMMITMENTS
 612,910   44,073  650,012  1082695  1675205  2345617  2369290   45,881   22,208

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     28,439)
   2,086    2,495   25,894    1,290      350   29,270   28,739     -831     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      1.8     27.2     45.3     70.0     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      36       14       44       79       74      130      122
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      926,110
COMMITMENTS
  46,350  192,987  208,699  661,853  519,240  916,902  920,926    9,208    5,184

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     20,493)
    -773   10,155    5,695   11,022    4,671   15,944   20,521    4,549      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     20.8     22.5     71.5     56.1     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      11       27       27       36       35       68       68
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,160
COMMITMENTS
   1,635      350      492    4,790    5,890    6,917    6,732      243      428

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:       -245)
     -27        0       -6     -125     -170     -158     -176      -87      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      4.9      6.9     66.9     82.3     96.6     94.0      3.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        1        4       11       11       17       15
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       34,299
COMMITMENTS
   8,582    7,580   10,454   14,658   16,180   33,694   34,214      605       85

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      2,440)
     -91    1,866      552    1,879      142    2,340    2,560      100     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     22.1     30.5     42.7     47.2     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       19       25       15       15       40       43
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,030
COMMITMENTS
   6,170    4,995    2,440    4,955    6,165   13,565   13,600      465      430

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        760)
      10      100      335      530      150      875      585     -115      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.0     35.6     17.4     35.3     43.9     96.7     96.9      3.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5       15       17       11       10       29       29
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,463
COMMITMENTS
   1,520      412    1,577   25,103   26,266   28,200   28,255      262      208

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      3,608)
      48     -117      165    3,389    3,575    3,602    3,622        6      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.4      5.5     88.2     92.3     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        6        8       34       40       46       51
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,541
COMMITMENTS
       0       12       13    1,841    1,996    1,854    2,021      687      520

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:         32)
       0      -90        0      -18       19      -18      -71       50      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.5     72.4     78.6     73.0     79.5     27.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       18       18       19       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,040
COMMITMENTS
      63      213       35    1,448    1,587    1,546    1,835      494      205

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        215)
     -24        0        0      148      223      124      223       91       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     10.4      1.7     71.0     77.8     75.8     90.0     24.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        2       25       23       27       27
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,275
COMMITMENTS
      60       36        0      971    1,112    1,031    1,148      244      127

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        -93)
     -40      -19        0      -64     -125     -104     -144       11       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      2.8      0.0     76.2     87.2     80.9     90.0     19.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       14       15       15       16
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      104,185
COMMITMENTS
   3,395    1,847    8,166   88,549   91,179  100,110  101,192    4,075    2,993

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:         74)
     -46        1       76      -11      -57       19       20       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.8      7.8     85.0     87.5     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        5       28       29       34       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,239
COMMITMENTS
   2,377      142    1,220   12,343   15,045   15,941   16,407    1,298      832

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:         90)
    -116        0        0       86      -30      -30      -30      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      0.8      7.1     71.6     87.3     92.5     95.2      7.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       17       13       20       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,650
COMMITMENTS
   1,156      440      998    8,670    9,537   10,824   10,975      826      675

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0      -10      -10      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      3.8      8.6     74.4     81.9     92.9     94.2      7.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       17       18       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       17,034
COMMITMENTS
     402      540      790   14,196   14,683   15,388   16,013    1,646    1,021

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        119)
       0        0        0      -22      112      -22      112      141        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.2      4.6     83.3     86.2     90.3     94.0      9.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       25       24       28       26
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,472
COMMITMENTS
     210        0        0   48,262   48,452   48,472   48,452        0       20

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        426)
       0        0        0      426      426      426      426        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       17       21       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      808,358
COMMITMENTS
       0        0        0  808,358  808,358  808,358  808,358        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      7,872)
       0        0        0    7,872    7,872    7,872    7,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       17       20       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,467
COMMITMENTS
     954        0        0   59,258   60,382   60,212   60,382      255       85

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     98.0     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       17       26       18       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      813,442
COMMITMENTS
       0        0        0  813,442  813,442  813,442  813,442        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       18       20       18       20
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,584
COMMITMENTS
   7,000    1,116      215   48,114   54,253   55,329   55,584      255        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      2.0      0.4     86.6     97.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       23       18       26       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,220,115
COMMITMENTS
  25,156  156,120    5,781  1189178  1058214  1220115  1220115        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      3,875)
       0        0        0    3,875    3,875    3,875    3,875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     12.8      0.5     97.5     86.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       23       21       26       24
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,787
COMMITMENTS
       0    3,390        0   32,554   29,164   32,554   32,554      233      233

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.3      0.0     99.3     88.9     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        9       15       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,080
COMMITMENTS
       0    6,155        0   33,080   26,925   33,080   33,080        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        -65)
       0        0        0      -65      -65      -65      -65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.6      0.0    100.0     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       14       14       15
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,352
COMMITMENTS
   3,125        0    3,450   13,777   16,902   20,352   20,352        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      0.0     17.0     67.7     83.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2        9       13       11       15
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,965
COMMITMENTS
      60        0        0   13,266   13,179   13,326   13,179    1,639    1,786

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     88.6     88.1     89.0     88.1     11.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       15       19       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,949
COMMITMENTS
       0    1,485        0   22,716   21,464   22,716   22,949      233        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        890)
       0        0        0      890      890      890      890        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      0.0     99.0     93.5     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        0       18       15       18       18
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      518,467
COMMITMENTS
     504    9,595   23,480  494,483  485,392  518,467  518,467        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     23,400)
       0        0        0   23,400   23,400   23,400   23,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.9      4.5     95.4     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       10       16       12
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      905,804
COMMITMENTS
       0   99,640   23,320  882,484  782,844  905,804  905,804        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      5,930)
       0        0        0    5,930    5,930    5,930    5,930        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.0      2.6     97.4     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       15       20       16       21
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      542,336
COMMITMENTS
 137,099  109,386   23,414  381,823  409,536  542,336  542,336        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     20.2      4.3     70.4     75.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       15       17       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      217,247
COMMITMENTS
       0    9,159        0  217,247  208,088  217,247  217,247        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       25)
       0        3        0       15       12       15       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,518
COMMITMENTS
      96       45       50    4,372    4,424    4,518    4,518       -0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:         -8)
       5       -4       -2      -11       -2       -8       -8       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.0      1.1     96.8     97.9    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       18       19       20       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,327
COMMITMENTS
     438        0        0   27,101   28,090   27,539   28,090      788      237

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        777)
       0        0        0      807      741      807      741      -30       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     95.7     99.2     97.2     99.2      2.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       34       35       35       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,965
COMMITMENTS
   1,690        0        0    5,206    6,613    6,896    6,613       69      352

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      0.0      0.0     74.7     94.9     99.0     94.9      1.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       13       16       15       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,052
COMMITMENTS
       0      820       40    8,686    7,608    8,726    8,468      326      584

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      1,329)
       0      140       40    1,415    1,219    1,455    1,399     -126      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.1      0.4     96.0     84.0     96.4     93.5      3.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        1       24       16       25       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,654
COMMITMENTS
     718      251      127    7,435    7,889    8,280    8,267      374      387

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        390)
     120        0        0      315      435      435      435      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      2.9      1.5     85.9     91.2     95.7     95.5      4.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       17       17       19       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,421,262
COMMITMENTS
 403,962   89,617  941,884  977,601  1298911  2323447  2330411   97,815   90,851

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     66,262)
   7,085    1,259   47,952    6,413    8,439   61,449   57,650    4,813    8,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      3.7     38.9     40.4     53.6     96.0     96.2      4.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     170      111      233       97      103      386      349
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      129,311
COMMITMENTS
     137   31,377   34,017   94,225   62,175  128,379  127,568      932    1,743

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      4,970)
      -7    4,802     -511    5,561      618    5,043    4,909      -73       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     24.3     26.3     72.9     48.1     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2       11        9       19       22       30       33
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      169,082
COMMITMENTS
  68,955   12,316        6   61,080  108,857  130,041  121,179   39,041   47,903

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      2,787)
   2,249      342        0      736    5,563    2,985    5,905     -198   -3,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8      7.3      0.0     36.1     64.4     76.9     71.7     23.1     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        3        1       16       17       23       20
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,693
COMMITMENTS
   8,181    2,209    5,024   19,675   25,932   32,880   33,165    1,812    1,527

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:       -300)
     -90      441     -116     -112     -628     -318     -303       19        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      6.4     14.5     56.7     74.7     94.8     95.6      5.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        4        8       15       16       27       27
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      281,789
COMMITMENTS
  17,549    6,954   43,933  212,838  223,077  274,321  273,965    7,468    7,824

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      3,076)
    -628      264      109    3,432    2,688    2,913    3,061      163       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.5     15.6     75.5     79.2     97.3     97.2      2.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        3       12       28       28       40       40
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       77,259
COMMITMENTS
   8,305    3,159   11,181   54,451   55,517   73,937   69,857    3,322    7,402

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      2,918)
     262     -633     -402    3,036    4,673    2,896    3,638       22     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      4.1     14.5     70.5     71.9     95.7     90.4      4.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        7       14       13       24       21
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,140
COMMITMENTS
   5,860    2,198    9,939   39,253   42,215   55,052   54,352    2,088    2,788

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        984)
     332     -550      330      123      859      785      639      199      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      3.8     17.4     68.7     73.9     96.3     95.1      3.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        3       15       13       20       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,146
COMMITMENTS
   6,712   11,587   15,623   23,730   18,630   46,064   45,840    4,082    4,307

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      6,974)
  -2,160     -154    3,794    5,013    2,745    6,646    6,385      327      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     23.1     31.2     47.3     37.2     91.9     91.4      8.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        9       13       14       14       31       29
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,512
COMMITMENTS
   1,789      618      441    3,629    4,945    5,860    6,004      652      508

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        302)
     280      -22      321       94      497      695      796     -392     -493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      9.5      6.8     55.7     75.9     90.0     92.2     10.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        6        2       14       13       20       20
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       78,361
COMMITMENTS
   5,628      132    2,060   60,307   67,731   67,994   69,923   10,366    8,437

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      1,710)
     466      -32       52    1,034    1,762    1,552    1,782      159      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.2      2.6     77.0     86.4     86.8     89.2     13.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        5       16       18       21       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       49,221
COMMITMENTS
  30,028    3,494    3,163   12,387   41,431   45,578   48,088    3,643    1,133

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      2,720)
     298     -502      382    1,847    2,957    2,527    2,837      193     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.0      7.1      6.4     25.2     84.2     92.6     97.7      7.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
     107       28       17       31       41      148       80
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       87,186
COMMITMENTS
  57,094    4,518    4,297   17,059   76,300   78,451   85,115    8,735    2,070

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      3,277)
     156     -395      799    2,153    2,790    3,108    3,193      169       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.5      5.2      4.9     19.6     87.5     90.0     97.6     10.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
     130       23       19       32       44      168       82
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      338,215
COMMITMENTS
 125,507   31,718   40,185  142,831  253,351  308,523  325,253   29,692   12,962

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      5,863)
   3,675    3,928    1,130      907     -300    5,712    4,758      151    1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      9.4     11.9     42.2     74.9     91.2     96.2      8.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      84       31       52       83       89      198      148
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       11,890
COMMITMENTS
       0        0        0   11,467   11,240   11,467   11,240      423      650

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     -1,115)
    -100        0     -100     -870   -1,205   -1,070   -1,305      -45      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.4     94.5     96.4     94.5      3.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       16       18       16
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:        8,937
COMMITMENTS
   3,375    3,243    1,732    3,641    3,761    8,748    8,736      189      201

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8     36.3     19.4     40.7     42.1     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        5        4        7        8       14       14
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,220
COMMITMENTS
     442      465      135    7,613    7,595    8,190    8,195       30       25

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:         -4)
       0        0        0       -4       -4       -4       -4        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      5.7      1.6     92.6     92.4     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 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,338
COMMITMENTS
     256    2,211      187    6,750    4,566    7,193    6,964      145      374

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:         80)
     100       39        0      -11       50       89       89       -9       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     30.1      2.5     92.0     62.2     98.0     94.9      2.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        2       23       21       25       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,465
COMMITMENTS
   1,360    2,200      250   42,127   41,995   43,737   44,445      728       20

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      5,635)
     350      425     -125    5,379    5,348    5,604    5,648       31      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      4.9      0.6     94.7     94.4     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        4        1       36       38       41       43
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,434
COMMITMENTS
     475        0       50    8,723    9,324    9,248    9,374      186       60

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      1,294)
     -50        0       50    1,200    1,184    1,200    1,234       94       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.0      0.5     92.5     98.8     98.0     99.4      2.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       15       10       17       11
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,510
COMMITMENTS
     777      100        0   19,633   20,410   20,410   20,510      100        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      2,162)
      75        0        0    2,087    2,162    2,162    2,162        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.5      0.0     95.7     99.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       22       21       25       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,189
COMMITMENTS
   1,250    7,729      175   13,714    7,235   15,139   15,139       50       50

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:         50)
       0     -250        0       50      300       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     50.9      1.2     90.3     47.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        3       33       18       40       24
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,714
COMMITMENTS
   1,805    2,263       75    5,774    5,376    7,654    7,714       60        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        515)
      40       45        0      415      470      455      515       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     29.3      1.0     74.9     69.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1        7       14       12       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,101
COMMITMENTS
   2,154    4,244    6,444   37,322   35,302   45,920   45,990      181      111

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     -1,941)
     427     -101   -1,131   -1,237     -709   -1,941   -1,941        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      9.2     14.0     81.0     76.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        6        9       39       41       49       54
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,513
COMMITMENTS
   1,435    1,864      372   11,662   11,004   13,469   13,240       44      273

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:        191)
     375        0        0     -184      186      191      186        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     13.8      2.8     86.3     81.4     99.7     98.0      0.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        5        1       26       28       31       34
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,093
COMMITMENTS
   2,172        0       75   27,091   28,122   29,338   28,197    2,755    3,896

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      1,345)
     542        0      -23      191    1,180      710    1,157      635      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      0.2     84.4     87.6     91.4     87.9      8.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       16       24       17       25
```

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Updated February 15, 2013