```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,844
COMMITMENTS
   2,103      822      850   41,597   43,151   44,550   44,823      294       21

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      4,076)
     -86       54        0    4,162    4,022    4,076    4,076        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      1.8      1.9     92.8     96.2     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        2        1       37       47       39       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,264
COMMITMENTS
       0        0        0   23,043   23,047   23,043   23,047      221      217

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      2,289)
       0        0        0    2,289    2,284    2,289    2,284        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     99.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       22       26       22       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,146
COMMITMENTS
     267      749      644   11,908   11,494   12,819   12,887    1,327    1,259

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        761)
      92       80       66      661      704      819      850      -58      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      5.3      4.6     84.2     81.3     90.6     91.1      9.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        2        5       37       39       42       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,097
COMMITMENTS
     611      164      340    6,470    6,994    7,421    7,498      676      599

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        760)
     -39        5      -22      755      740      694      723       66       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      2.0      4.2     79.9     86.4     91.7     92.6      8.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        3        4       49       48       55       54
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,677
COMMITMENTS
     120      619      552    5,340    5,266    6,012    6,437      665      240

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:         10)
      30       35      -30        0       80        0       85       10      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      9.3      8.3     80.0     78.9     90.0     96.4     10.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       26       24       28       27
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,460
COMMITMENTS
     120       90        0    2,995    2,856    3,115    2,946      345      514

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:         95)
       0       -5        0       54      221       54      216       41     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      2.6      0.0     86.6     82.5     90.0     85.1     10.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        0       26       25       27       27
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,233
COMMITMENTS
     236        7      183    3,395    3,544    3,814    3,734      419      499

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        633)
     111      -10       21      486      488      618      499       15      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.2      4.3     80.2     83.7     90.1     88.2      9.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        4       29       30       33       34
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,849
COMMITMENTS
       0        0        0   11,729   11,819   11,729   11,819      120       30

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      1,788)
       0        0        0    1,788    1,788    1,788    1,788        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.0     99.7     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       25       19       25       19
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,721
COMMITMENTS
       0      400      240    7,029    6,877    7,269    7,517      452      204

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      3.1     91.0     89.1     94.1     97.4      5.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       11       15       12       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,721
COMMITMENTS
      84    3,301      332   32,239   29,088   32,655   32,721       66        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        -67)
       0     -300        0      -67      233      -67      -67        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     10.1      1.0     98.5     88.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       28       24       30       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      324,296
COMMITMENTS
  63,525   33,550   61,132  155,917  205,070  280,574  299,752   43,722   24,545

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:       -227)
   5,400    2,669   -2,188   -2,519    2,260      693    2,741     -920   -2,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     10.3     18.9     48.1     63.2     86.5     92.4     13.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      45       31       43       73       80      146      132
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,178,550
COMMITMENTS
 255,690  401,124  421,428  434,259  309,860  1111377  1132411   67,174   46,139

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:    -39,368)
  10,046    7,460  -40,219  -13,687   -6,222  -43,860  -38,982    4,492     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     34.0     35.8     36.8     26.3     94.3     96.1      5.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     120      105      155       70       65      276      251
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,334,698
COMMITMENTS
  86,006   30,400  414,502  829,669  886,882  1330177  1331785    4,521    2,914

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:    -81,985)
   6,132    1,714  -58,294  -29,841  -25,412  -82,004  -81,992       18        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.3     31.1     62.2     66.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      40       29       54       63       57      125      118
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      166,605
COMMITMENTS
  56,736   52,380   29,317   75,078   79,585  161,131  161,283    5,473    5,322

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      8,759)
   2,947    3,926   -1,778    7,274    5,159    8,442    7,306      317    1,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     31.4     17.6     45.1     47.8     96.7     96.8      3.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      14        7       17       24       24       46       41
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       57,684
COMMITMENTS
  27,085   18,584   21,840    8,196   16,373   57,121   56,796      563      888

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      5,303)
     505    1,154    3,636      996      290    5,137    5,080      166      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0     32.2     37.9     14.2     28.4     99.0     98.5      1.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       14       12       13       17       26       36
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,409,858
COMMITMENTS
 587,067   37,817  630,481  1149651  1716337  2367199  2384635   42,659   25,223

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     61,208)
  15,262    3,402   13,129   31,798   43,659   60,189   60,190    1,019    1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      1.6     26.2     47.7     71.2     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      39       12       44       88       80      141      127
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      893,238
COMMITMENTS
  48,304  177,782  201,545  638,706  508,583  888,555  887,910    4,683    5,328

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:    -41,205)
  -8,627   -2,372   -9,553  -18,470  -28,074  -36,650  -39,999   -4,555   -1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     19.9     22.6     71.5     56.9     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      12       27       27       35       35       67       69
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       30,314
COMMITMENTS
   8,152    6,999   10,042   11,630   12,578   29,824   29,619      490      695

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     -1,822)
    -698   -2,956      673   -1,889      173   -1,914   -2,110       92      288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     23.1     33.1     38.4     41.5     98.4     97.7      1.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11       16       24       14       13       39       39
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,555
COMMITMENTS
   5,940    3,765    2,200    3,800    5,660   11,940   11,625      615      930

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:       -435)
    -155     -290     -715      370      180     -500     -825       65      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.3     30.0     17.5     30.3     45.1     95.1     92.6      4.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5       13       14        8        9       23       26
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,663
COMMITMENTS
   1,522      640    1,366   22,612   23,462   25,500   25,468      163      194

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      2,039)
       7     -246       57    2,058    2,266    2,121    2,077      -82      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      2.5      5.3     88.1     91.4     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        6        7       36       37       47       46
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,901
COMMITMENTS
       0       90        0    2,181    2,253    2,181    2,343      720      558

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        304)
       0        0        0      398      358      398      358      -94      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      0.0     75.2     77.7     75.2     80.8     24.8     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       21       18       22
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,497
COMMITMENTS
     102      440      131    1,851    1,618    2,084    2,189      413      308

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        246)
      -5       38        5      316      272      316      315      -70      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     17.6      5.2     74.1     64.8     83.5     87.7     16.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       22       21       25       26
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,368
COMMITMENTS
     100       55        0    1,035    1,237    1,135    1,292      233       76

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:         82)
      -4        5       -5       59       64       50       64       32       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      4.0      0.0     75.7     90.4     83.0     94.4     17.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       11       17       12       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      114,005
COMMITMENTS
   4,009    2,011    9,565   97,791  100,781  111,365  112,358    2,640    1,647

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      5,433)
     769       25      702    3,541    4,650    5,012    5,378      422       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.8      8.4     85.8     88.4     97.7     98.6      2.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        5       27       29       33       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,534
COMMITMENTS
   2,800      178    1,300   13,392   16,262   17,492   17,740    1,042      794

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        302)
     257       20      -20       45      302      282      302       20       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      1.0      7.0     72.3     87.7     94.4     95.7      5.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       18       14       21       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,014
COMMITMENTS
   1,730      480      702    8,846   10,005   11,278   11,187      736      827

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        234)
    -240        0      120      120      120        0      240      234       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      4.0      5.8     73.6     83.3     93.9     93.1      6.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       18       18       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       17,878
COMMITMENTS
     456      640      790   14,961   15,392   16,207   16,822    1,671    1,056

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        768)
       0     -240      240      528      528      768      528        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.6      4.4     83.7     86.1     90.7     94.1      9.3      5.9

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 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,336
COMMITMENTS
     210        0        0   52,126   52,316   52,336   52,316        0       20

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        -69)
       0        0        0      -69      -69      -69      -69        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:       31)
       1        0        0       22       17       23       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      844,813
COMMITMENTS
       0        0        0  844,813  844,813  844,813  844,813        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      3,856)
       0        0        0    3,856    3,856    3,856    3,856        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 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,881
COMMITMENTS
   1,020        0        0   61,606   62,774   62,626   62,774      255      107

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     98.0     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       16       27       17       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      817,994
COMMITMENTS
       0        0        0  817,994  817,994  817,994  817,994        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      2,112)
       0        0        0    2,112    2,112    2,112    2,112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       18       22       18       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,622
COMMITMENTS
   7,550    1,226      215   45,602   52,181   53,367   53,622      255        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      2.3      0.4     85.0     97.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       22       18       25       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,102,150
COMMITMENTS
  29,076  116,920    5,781  1067293  979,449  1102150  1102150        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     21,288)
       0        0        0   21,288   21,288   21,288   21,288        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     10.6      0.5     96.8     88.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       23       22       26       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,295
COMMITMENTS
       0    3,500        0   35,040   31,540   35,040   35,040      255      255

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.9      0.0     99.3     89.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        9       15       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,455
COMMITMENTS
       0    6,375        0   34,455   28,080   34,455   34,455        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:         80)
       0        0        0       80       80       80       80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.5      0.0    100.0     81.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       15       14       16
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,131
COMMITMENTS
   3,710        0    3,305   14,116   17,826   21,131   21,131        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      0.0     15.6     66.8     84.4    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 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,559
COMMITMENTS
     126        0        0   13,794   13,685   13,920   13,685    1,639    1,874

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.0     88.7     88.0     89.5     88.0     10.5     12.0

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 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,987
COMMITMENTS
       0    1,947        0   21,710   20,040   21,710   21,987      277        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:       -639)
       0     -639        0     -639        0     -639     -639        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      0.0     98.7     91.1     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        0       17       11       17       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      531,915
COMMITMENTS
   1,680   11,555   23,480  506,755  496,880  531,915  531,915        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      2.2      4.4     95.3     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14        9       15       11
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      930,866
COMMITMENTS
       0  103,560   23,320  907,546  803,986  930,866  930,866        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     51,216)
       0        0        0   51,216   51,216   51,216   51,216        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1      2.5     97.5     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       19       16       20
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      517,640
COMMITMENTS
  90,059   58,034   27,726  399,855  431,880  517,640  517,640        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     46,800)
       0   23,400        0   46,800   23,400   46,800   46,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     11.2      5.4     77.2     83.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       16       17       17
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      229,007
COMMITMENTS
       0    9,551        0  229,007  219,456  229,007  229,007        0        0

CHANGES FROM 01/22/13 (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 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,537
COMMITMENTS
     103       41       51    4,383    4,445    4,537    4,537        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:         60)
      12      -10        7       41       63       60       60       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.9      1.1     96.6     98.0    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 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,922
COMMITMENTS
     570        0       63   30,484   31,487   31,117   31,550      805      372

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      1,375)
       0        0        0    1,114    1,373    1,114    1,373      261        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.2     95.5     98.6     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        1       36       35       38       36
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,942
COMMITMENTS
      28    1,080       30    7,561    6,401    7,619    7,511      323      431

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        475)
      15        0      -15      490      490      490      475      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     13.6      0.4     95.2     80.6     95.9     94.6      4.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        1       22       18       23       23
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,231
COMMITMENTS
     643      251      137    7,947    8,297    8,727    8,685      504      546

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        126)
      13      189       77       -9     -201       81       65       45       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      2.7      1.5     86.1     89.9     94.5     94.1      5.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       16       17       18       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,293,185
COMMITMENTS
 395,834   86,798  873,928  933,885  1245758  2203648  2206484   89,537   86,701

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:    121,275)
  12,926  -10,676   83,257   25,372   49,267  121,555  121,849     -280     -574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      3.8     38.1     40.7     54.3     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     171      105      226       95      102      374      346
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      109,256
COMMITMENTS
   2,142   19,052   29,419   76,444   58,610  108,005  107,081    1,251    2,176

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     13,673)
   1,254    5,362    4,373    8,653    5,448   14,280   15,184     -607   -1,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     17.4     26.9     70.0     53.6     98.9     98.0      1.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        7        7       19       20       29       28
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      177,223
COMMITMENTS
  63,218   14,724    3,483   65,422  108,555  132,123  126,762   45,100   50,461

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      3,208)
   2,100      334      -24      901      871    2,977    1,181      231    2,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7      8.3      2.0     36.9     61.3     74.6     71.5     25.4     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        3       14       17       21       22
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,994
COMMITMENTS
   8,439    1,808    5,036   19,746   26,751   33,220   33,595    1,773    1,399

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:          7)
     -55       28       14      -28     -159      -68     -117       76      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      5.2     14.4     56.4     76.4     94.9     96.0      5.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        3        8       15       16       27       26
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      299,230
COMMITMENTS
  16,349    5,647   53,282  221,311  232,175  290,941  291,104    8,289    8,126

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      4,831)
     613      495      742    3,581    3,655    4,935    4,892     -104      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.9     17.8     74.0     77.6     97.2     97.3      2.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        4       12       28       28       40       40
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       72,805
COMMITMENTS
   8,404    2,394   10,534   51,099   52,258   70,037   65,186    2,768    7,619

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      3,189)
    -135        0    1,771    1,992    1,595    3,628    3,366     -439     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      3.3     14.5     70.2     71.8     96.2     89.5      3.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        7       16       15       27       22
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,869
COMMITMENTS
   5,720    2,323    8,877   37,104   40,276   51,701   51,476    2,168    2,393

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      1,608)
   1,437        0      357     -278    1,363    1,516    1,720       92     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      4.3     16.5     68.9     74.8     96.0     95.6      4.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        3       14       12       20       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,669
COMMITMENTS
   8,250   11,044   12,419   19,402   16,874   40,070   40,337    3,599    3,333

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        961)
     854    1,308     -538      414      272      730    1,042      231      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     25.3     28.4     44.4     38.6     91.8     92.4      8.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        7       12       13       14       29       27
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,977
COMMITMENTS
   1,569      865      293    3,391    4,090    5,253    5,247      725      731

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        249)
     169     -126      101      -70      213      199      187       50       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     14.5      4.9     56.7     68.4     87.9     87.8     12.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        6        3       14       14       22       21
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,213
COMMITMENTS
   5,025      200    2,203   61,826   68,142   69,053   70,544   10,160    8,669

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      1,489)
      94      -31       33    1,272    1,543    1,400    1,545       89      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.3      2.8     78.1     86.0     87.2     89.1     12.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        5       16       18       21       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       42,039
COMMITMENTS
  28,288    3,581    2,227    8,156   35,307   38,671   41,115    3,368      924

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      4,619)
   3,770      -60      290      418    4,281    4,478    4,510      141      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.3      8.5      5.3     19.4     84.0     92.0     97.8      8.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
     101       30       17       31       39      143       81
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       76,561
COMMITMENTS
  53,849    3,887    2,505   12,470   68,341   68,824   74,732    7,737    1,829

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      4,257)
   3,795      345      343      -86    3,719    4,051    4,407      205     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.3      5.1      3.3     16.3     89.3     89.9     97.6     10.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
     116       20       14       30       38      152       67
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      329,828
COMMITMENTS
 116,464   31,589   41,071  141,854  243,146  299,389  315,806   30,440   14,022

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     -4,327)
   6,685    1,399   -3,786   -7,437   -2,093   -4,538   -4,480      212      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3      9.6     12.5     43.0     73.7     90.8     95.7      9.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      85       23       45       83       88      190      140
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       13,005
COMMITMENTS
     100        0      100   12,337   12,445   12,537   12,545      468      460

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      1,932)
    -100        0      100    1,967    1,865    1,967    1,965      -35      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.8     94.9     95.7     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       19       18       20       19
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,461
COMMITMENTS
  13,165        0      402    8,117   20,252   21,684   20,654    1,777    2,807

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.1      0.0      1.7     34.6     86.3     92.4     88.0      7.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       10       14       13       16
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,572
COMMITMENTS
     562      465      135    7,845    7,927    8,542    8,527       30       45

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:         17)
      20        0        0       -3       -3       17       -3        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      5.4      1.6     91.5     92.5     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       13       15       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,699
COMMITMENTS
     439    2,071      337    7,815    5,919    8,591    8,327      108      372

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        922)
      50      307      150      704      447      904      904       18       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     23.8      3.9     89.8     68.0     98.8     95.7      1.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        3       29       25       32       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       47,975
COMMITMENTS
   1,137    1,725      350   45,974   45,854   47,461   47,929      514       46

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      4,483)
     100      125      250    4,133    4,104    4,483    4,479        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.6      0.7     95.8     95.6     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        3        2       36       34       41       39
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,191
COMMITMENTS
     975        0        0    9,106   10,191   10,081   10,191      110        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        519)
       0        0        0      519      519      519      519        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.0      0.0     89.4    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       16        9       18        9
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,716
COMMITMENTS
     503      400        0   19,108   19,316   19,611   19,716      105        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      2,302)
       0        0        0    2,302    2,302    2,302    2,302        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.0      0.0     96.9     98.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        0       23       24       25       26
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,149
COMMITMENTS
   1,400    9,029        0   14,699    7,070   16,099   16,099       50       50

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        580)
       0      500      -25      605      105      580      580        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     55.9      0.0     91.0     43.8     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        6        0       32       19       37       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,494
COMMITMENTS
   1,698    2,408        0    5,796    5,086    7,494    7,494        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:       -140)
    -170      -20        0       30     -120     -140     -140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     32.1      0.0     77.3     67.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0        9       15       12       16
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,767
COMMITMENTS
   5,172    4,180    9,888   41,501   42,575   56,561   56,643      206      124

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     -1,012)
   1,186     -145   -1,199   -1,066      313   -1,079   -1,031       67       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      7.4     17.4     73.1     75.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      10        5       11       41       41       55       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,356
COMMITMENTS
     396      225        0    6,507    6,654    6,903    6,879      453      477

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:        501)
       0        0        0      501      501      501      501        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      3.1      0.0     88.5     90.5     93.8     93.5      6.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12       13       13       14
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,951
COMMITMENTS
   1,114        0      185    2,652    3,506    3,951    3,691        0      260

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:          0)
     -25        0       25        0      -25        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      0.0      4.7     67.1     88.7    100.0     93.4      0.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        2       13       10       17       12
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,126
COMMITMENTS
     812    1,823      651   14,597   13,364   16,060   15,838       66      288

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      1,019)
      25      623        0      994      396    1,019    1,019        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     11.3      4.0     90.5     82.9     99.6     98.2      0.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        6        2       27       30       31       37
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,923
COMMITMENTS
   2,151        0       46   28,049   29,948   30,246   29,994    1,677    1,929

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      5,492)
     188        0      -56    7,090    6,269    7,222    6,213   -1,730     -721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      0.1     87.9     93.8     94.7     94.0      5.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        1       21       31       22       32
```

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Updated February 1, 2013