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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      126,121
COMMITMENTS
  22,843    1,968    3,171  100,056  120,982  126,070  126,121       51        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      1,832)
      13        0    2,901   -1,118   -1,050    1,796    1,851       36      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      1.6      2.5     79.3     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        1        5        9        7       16       13
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,447
COMMITMENTS
   7,244      573      311   27,620   34,563   35,175   35,447      272        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -5,440)
    -674       29     -200   -4,519   -5,257   -5,393   -5,428      -47      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      1.6      0.9     77.9     97.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        4        4       34       42       39       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,856
COMMITMENTS
       0       65        0    7,786    7,747    7,786    7,812       70       44

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,099)
       0     -107        0   -1,087   -1,016   -1,087   -1,123      -12       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0     99.1     98.6     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       19       20       19       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,233
COMMITMENTS
     653      210      135    6,835    7,072    7,623    7,417      610      816

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,359)
     -56      -80       39   -1,253   -1,169   -1,270   -1,210      -89     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      2.6      1.6     83.0     85.9     92.6     90.1      7.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        3       32       34       37       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,340
COMMITMENTS
      95      370      160    3,282    2,938    3,537    3,468      803      872

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,296)
       0       69      -20   -1,178   -1,146   -1,198   -1,097      -98     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      8.5      3.7     75.6     67.7     81.5     79.9     18.5     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        3       25       33       30       37
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,218
COMMITMENTS
     169      159      103    3,245    3,679    3,517    3,941      701      277

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,223)
     -52     -126        0   -1,155   -1,080   -1,207   -1,206      -16      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      3.8      2.4     76.9     87.2     83.4     93.4     16.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        4       36       38       40       44
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        4,727
COMMITMENTS
       0       70        5    4,507    4,652    4,512    4,727      215        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,967)
     -25       70      -50   -1,867   -1,987   -1,942   -1,967      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.1     95.3     98.4     95.5    100.0      4.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       15       16       16       17
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,719
COMMITMENTS
     258       90       50    8,093    8,352    8,401    8,492      318      227

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -656)
      21      -90      -42     -653     -562     -674     -694       18       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.0      0.6     92.8     95.8     96.4     97.4      3.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       22       24       26       27
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,481
COMMITMENTS
     130      391       80    1,993    1,853    2,203    2,324      278      157

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -861)
    -126       -4      -50     -763     -874     -939     -928       78       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     15.8      3.2     80.3     74.7     88.8     93.7     11.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        4        2       16       11       20       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,224
COMMITMENTS
       0    7,416      100   24,668   17,708   24,768   25,224      456        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -2,603)
       0     -907      -50   -2,535   -1,466   -2,585   -2,423      -18     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     29.4      0.4     97.8     70.2     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        1       33       15       34       17
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,944
COMMITMENTS
     490    1,396        0    4,366    4,269    4,856    5,665    1,088      279

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -435)
      88       66      -10     -488     -522     -410     -466      -25       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     23.5      0.0     73.5     71.8     81.7     95.3     18.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        0       17       17       22       20
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      284,444
COMMITMENTS
  59,543   63,279   26,969  154,094  170,717  240,606  260,965   43,838   23,479

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      1,244)
   3,720   -4,422   -4,769      125   12,326     -924    3,135    2,168   -1,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     22.2      9.5     54.2     60.0     84.6     91.7     15.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      51       30       46       71       89      143      147
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,258,638
COMMITMENTS
 323,237  373,877  497,948  365,697  360,896  1186882  1232721   71,756   25,917

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      1,385)
  -3,909    4,729   12,150   -6,640  -12,892    1,601    3,987     -216   -2,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     29.7     39.6     29.1     28.7     94.3     97.9      5.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     150       72      124       67       60      279      212
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      454,652
COMMITMENTS
 183,026  106,203   84,112  182,001  259,644  449,139  449,959    5,513    4,693

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -38,504)
 -14,203  -16,246   -8,958  -15,133  -14,161  -38,294  -39,365     -210      861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     23.4     18.5     40.0     57.1     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21        9       27       29       33       62       61
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       71,172
COMMITMENTS
   2,574   32,665   10,886   55,164   25,486   68,624   69,037    2,548    2,135

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -6,769)
  -5,275    4,250   -4,092    3,271   -6,293   -6,096   -6,135     -673     -634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     45.9     15.3     77.5     35.8     96.4     97.0      3.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8       10       12       15       14       30       29
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,458,669
COMMITMENTS
 934,173   41,824  630,762  856,632  1753996  2421567  2426582   37,102   32,087

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:   -104,481)
  -7,761    5,816  -59,095  -39,539  -49,534 -106,395 -102,813    1,914   -1,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0      1.7     25.7     34.8     71.3     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      34       12       40       71       72      118      114
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      881,891
COMMITMENTS
  89,131  248,192  155,761  628,193  473,026  873,085  876,979    8,806    4,912

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -25,364)
   9,325     -878  -22,203  -15,145   -2,869  -28,023  -25,950    2,659      586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     28.1     17.7     71.2     53.6     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19       25       27       35       35       70       71
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       75,663
COMMITMENTS
  34,659   23,462   14,444   24,941   36,323   74,044   74,229    1,619    1,434

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -227)
    -598    6,483   -1,457    1,407   -5,526     -648     -500      421      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     31.0     19.1     33.0     48.0     97.9     98.1      2.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      18       16       25       12       15       44       42
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       33,449
COMMITMENTS
  12,076   22,334    2,108   19,081    8,157   33,265   32,599      184      850

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -3,196)
     190     -204     -787   -2,607   -2,155   -3,204   -3,146        8      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     66.8      6.3     57.0     24.4     99.4     97.5      0.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14       14       15       12       10       34       32
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,555
COMMITMENTS
     936       80       90    1,169    2,205    2,195    2,375      360      180

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -282)
     -29      -30        0     -293     -292     -322     -322       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6      3.1      3.5     45.8     86.3     85.9     93.0     14.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        2       12        9       19       11
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       37,736
COMMITMENTS
   3,437      683    2,377   31,380   34,317   37,194   37,377      542      359

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -4,062)
      41     -236     -803   -3,339   -3,089   -4,101   -4,128       39       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      1.8      6.3     83.2     90.9     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       9        5        5       44       45       55       54
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,847
COMMITMENTS
      25       44       89    1,042    1,032    1,156    1,165      691      682

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -259)
     -44      -53       15     -209     -106     -238     -144      -21     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      2.4      4.8     56.4     55.9     62.6     63.1     37.4     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       18       19       20       20
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,890
COMMITMENTS
      30      368       80    2,432    2,260    2,542    2,708      348      182

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -780)
     -11      113     -200     -598     -622     -809     -709       29      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     12.7      2.8     84.2     78.2     88.0     93.7     12.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        5        2       24       28       27       33
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,912
COMMITMENTS
     928    1,789       90   18,827   18,014   19,845   19,893    1,067    1,019

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -821)
    -148     -139        0     -593     -638     -741     -777      -80      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      8.6      0.4     90.0     86.1     94.9     95.1      5.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       22       22       26       24
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,855
COMMITMENTS
     845      845        0   22,010   22,010   22,855   22,855        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,480)
    -110     -110        0     -859   -1,370     -969   -1,480     -511        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      3.7      0.0     96.3     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       15       12       16       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      486,495
COMMITMENTS
   4,288    4,288        0  482,207  482,207  486,495  486,495        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -30,008)
    -392     -392        0  -29,616  -29,616  -30,008  -30,008        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       15       12       16       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,694
COMMITMENTS
       0        0        0   44,206   44,440   44,206   44,440      488      254

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -3,146)
       0        0        0   -3,379   -3,400   -3,379   -3,400      233      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9     99.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       11       16       11       16
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      707,394
COMMITMENTS
   7,040        0        0  700,354  707,394  707,394  707,394        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -72,520)
       0        0        0  -72,520  -72,520  -72,520  -72,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     99.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       16       20       17       20
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      109,409
COMMITMENTS
   8,290    1,042    2,463   98,402  105,904  109,155  109,409      254        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,324)
       0       22     -242    2,566    2,544    2,324    2,324        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      1.0      2.3     89.9     96.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       25       26       27       28
 
 
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE         Code-064A59
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,860,240
COMMITMENTS
     901  198,240   28,125  1831214  1633875  1860240  1860240        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -77,184)
     901     -275     -901  -77,184  -76,008  -77,184  -77,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.7      1.5     98.4     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       27       25       29       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,874
COMMITMENTS
     105    8,414    1,280   23,489   14,925   24,874   24,619        0      255

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,606)
       0     -968        0   -1,606     -638   -1,606   -1,606        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     33.8      5.1     94.4     60.0    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 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,269
COMMITMENTS
      60    3,880    1,280   55,929   51,853   57,269   57,013        0      256

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -2,048)
     -66     -484        0   -1,982   -1,564   -2,048   -2,048        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      6.8      2.2     97.7     90.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       18       15       20       16
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,075
COMMITMENTS
   4,206        0    2,690   52,946   57,152   59,842   59,842      233      233

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -546)
    -186        0      -44     -549     -735     -779     -779      233      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.0      4.5     88.1     95.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       21       19       24       21
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,389
COMMITMENTS
   2,427        0    2,048   43,681   46,108   48,156   48,156      233      233

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,606)
    -110        0        0   -1,474   -1,584   -1,584   -1,584      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.0      4.2     90.3     95.3     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 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,488
COMMITMENTS
     105        0        0   49,343   49,448   49,448   49,448       40       40

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -5,164)
       0        0        0   -5,204   -5,204   -5,204   -5,204       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.7     99.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       24       17       25       17
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      333,540
COMMITMENTS
  35,781   19,600   23,480  274,279  290,460  333,540  333,540        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -21,952)
  -2,744        0        0  -19,208  -21,952  -21,952  -21,952        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      5.9      7.0     82.2     87.1    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 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      796,211
COMMITMENTS
   5,136        0   42,880  748,195  753,331  796,211  796,211        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -41,968)
   3,920        0   -3,920  -41,968  -38,048  -41,968  -41,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      5.4     94.0     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       17       18       18       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,273,562
COMMITMENTS
 204,848        0   47,744  1020970  1225818  1273562  1273562        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -54,088)
 -13,672        0      704  -41,120  -54,792  -54,088  -54,088        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      0.0      3.7     80.2     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       20       15       22       17
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      755,973
COMMITMENTS
 276,264        0        0  479,709  755,973  755,973  755,973        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -35,280)
 -14,896        0        0  -20,384  -35,280  -35,280  -35,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      0.0      0.0     63.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       17       17       17
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      584,814
COMMITMENTS
       0        0        0  584,814  584,814  584,814  584,814        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -36,848)
       0   -9,800        0  -36,848  -27,048  -36,848  -36,848        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       25)
       0        0        0       16       17       16       17
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,869
COMMITMENTS
     557      346      164   21,656   22,000   22,377   22,510      492      359

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        945)
      80        0        0      471      824      551      824      394      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.5      0.7     94.7     96.2     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        4        2       39       37       44       42
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,119
COMMITMENTS
     119      235       77   11,688   11,399   11,884   11,711      235      408

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,921)
      30     -461      -73   -2,046   -1,419   -2,089   -1,953      168       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.9      0.6     96.4     94.1     98.1     96.6      1.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       26       23       28       25
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,684
COMMITMENTS
      40      178       51    4,302    4,061    4,393    4,290      291      394

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -717)
      15      -76      -35     -668     -588     -688     -699      -29      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.8      1.1     91.8     86.7     93.8     91.6      6.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       16       16       18       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,561,179
COMMITMENTS
 471,978  111,761  483,169  522,777  886,824  1477924  1481754   83,255   79,425

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -30,792)
     508   -8,563  -11,262  -18,980   -8,895  -29,734  -28,720   -1,058   -2,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      7.2     30.9     33.5     56.8     94.7     94.9      5.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     114       68      135       88       99      271      251
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      147,950
COMMITMENTS
  59,400   11,038      532   55,888   94,526  115,820  106,096   32,130   41,854

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -11,797)
  -2,058   -3,554     -438   -6,962   -8,453   -9,458  -12,445   -2,339      648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1      7.5      0.4     37.8     63.9     78.3     71.7     21.7     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        3        3       13       16       19       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,802
COMMITMENTS
  16,545   20,798   21,819   19,358   14,078   57,722   56,695    4,080    5,107

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,886)
    -149    1,657    2,070    1,232     -250    3,153    3,477     -267     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     33.7     35.3     31.3     22.8     93.4     91.7      6.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7       10       15       14       13       30       29
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,541
COMMITMENTS
       0      292        0   16,526   16,171   16,526   16,463       15       78

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0     99.9     97.8     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       21       15       21       16
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       39,256
COMMITMENTS
  23,905    6,492    1,349   12,020   30,132   37,274   37,973    1,982    1,283

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -239)
    -948    1,344      -63      965   -1,801      -46     -520     -193      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     16.5      3.4     30.6     76.8     95.0     96.7      5.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      78       41       19       36       33      127       85
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       61,388
COMMITMENTS
  41,751    8,435    1,160   12,751   48,707   55,662   58,302    5,726    3,086

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        465)
  -1,359    2,214      100    1,331   -2,437       72     -123      393      588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     13.7      1.9     20.8     79.3     90.7     95.0      9.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      87       30       11       28       29      120       69
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      263,297
COMMITMENTS
  82,617   42,259   29,056  132,363  173,921  244,036  245,236   19,261   18,061

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -2,714)
  -1,399    1,332      109   -1,879   -5,510   -3,169   -4,069      455    1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     16.0     11.0     50.3     66.1     92.7     93.1      7.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      54       40       50       75       90      151      161
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,610
COMMITMENTS
     683      674      700    6,167    6,186    7,550    7,560       60       50

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,070)
    -478      -78     -100     -552     -892   -1,130   -1,070       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      8.9      9.2     81.0     81.3     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        4        2       26       22       30       28
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       59,182
COMMITMENTS
   5,796    1,953        0   52,857   56,865   58,653   58,818      529      364

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -8,937)
    -915     -326        0   -7,977   -8,582   -8,892   -8,908      -45      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      3.3      0.0     89.3     96.1     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        0       35       35       39       39
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,744
COMMITMENTS
   4,915        0       40    7,708   12,667   12,663   12,707       81       37

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,378)
     255        0     -150   -1,399   -1,216   -1,294   -1,366      -84      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6      0.0      0.3     60.5     99.4     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        1        9       14       14       15
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,246
COMMITMENTS
   1,096    4,960        0   40,140   36,286   41,236   41,246       10        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -5,286)
     127   -1,280        0   -5,408   -4,006   -5,281   -5,286       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     12.0      0.0     97.3     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        0       24       27       27       29
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,515
COMMITMENTS
     480    1,215        0    7,935    7,075    8,415    8,290      100      225

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -825)
     180      -25      -25     -930     -775     -775     -825      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     14.3      0.0     93.2     83.1     98.8     97.4      1.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        0       18       14       22       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,748
COMMITMENTS
   1,484    4,874      700   21,273   17,719   23,457   23,293      291      455

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,814)
    -450      263     -267   -1,079   -1,824   -1,796   -1,828      -18       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     20.5      2.9     89.6     74.6     98.8     98.1      1.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        9        3       33       26       38       36
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,799
COMMITMENTS
     242    1,155      471   10,998   10,063   11,711   11,689       88      110

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,254)
    -419      -97       30     -828   -1,181   -1,217   -1,248      -37       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      9.8      4.0     93.2     85.3     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        5        2       30       28       34       33
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,688
COMMITMENTS
     425      196      124      974    1,254    1,523    1,574      165      114

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,100)
    -289     -290     -130     -701     -666   -1,120   -1,086       20      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     11.6      7.3     57.7     74.3     90.2     93.2      9.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        3        2       13       13       21       17
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,810
COMMITMENTS
   3,755      321    1,326   17,417   20,933   22,498   22,580      312      230

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -579)
    -265       21      -66     -248     -524     -579     -569        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      1.4      5.8     76.4     91.8     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        4       14       14       19       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,222
COMMITMENTS
   1,850        0      291   21,662   24,263   23,803   24,554    4,419    3,668

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -2,197)
      76     -127     -150   -1,673     -979   -1,747   -1,256     -450     -941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      1.0     76.8     86.0     84.3     87.0     15.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       19       18       20       19
```

----

Updated February 7, 2014