GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,950
COMMITMENTS
   2,683      517      306   34,658   37,087   37,647   37,910      303       40

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -6,894)
     580     -305     -544   -6,939   -6,064   -6,903   -6,913        9       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      1.4      0.8     91.3     97.7     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        2        1       31       44       33       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,333
COMMITMENTS
       0        0        0   20,167   20,158   20,167   20,158      166      175

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,931)
       0        0        0   -2,876   -2,889   -2,876   -2,889      -55      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     99.1     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       22       21       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,180
COMMITMENTS
     274      460      578   10,163    9,969   11,015   11,007    1,165    1,173

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,966)
       7     -289      -66   -1,745   -1,525   -1,804   -1,880     -162      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.8      4.7     83.4     81.8     90.4     90.4      9.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        5       35       36       40       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,771
COMMITMENTS
     531      113      269    5,426    5,925    6,226    6,307      545      464

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,326)
     -80      -51      -71   -1,044   -1,069   -1,195   -1,191     -131     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      1.7      4.0     80.1     87.5     92.0     93.1      8.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        2        4       42       46       48       52
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,163
COMMITMENTS
     100      594      543    3,962    3,821    4,605    4,958      558      205

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,514)
     -20      -25       -9   -1,378   -1,445   -1,407   -1,479     -107      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     11.5     10.5     76.7     74.0     89.2     96.0     10.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       23       23       25       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,606
COMMITMENTS
      65       50        0    1,968    1,943    2,033    1,993      573      613

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -854)
     -55      -40        0   -1,027     -913   -1,082     -953      228       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.9      0.0     75.5     74.6     78.0     76.5     22.0     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       20       21       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,643
COMMITMENTS
     361        0       54    2,818    3,157    3,233    3,211      410      432

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -590)
     125       -7     -129     -577     -387     -581     -523       -9      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.0      1.5     77.4     86.7     88.7     88.1     11.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       21       24       24       26
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,277
COMMITMENTS
       0        0        0   10,121   10,247   10,121   10,247      156       30

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,572)
       0        0        0   -1,608   -1,572   -1,608   -1,572       36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.5     99.7     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       22       18       22       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,574
COMMITMENTS
       0      348      232    6,967    6,810    7,199    7,390      375      184

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -147)
       0      -52       -8      -62      -67      -70     -127      -77      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      3.1     92.0     89.9     95.0     97.6      5.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       15       16       17       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,246
COMMITMENTS
      84    3,878        0   29,096   25,368   29,180   29,246       66        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -3,475)
       0      577     -332   -3,143   -3,720   -3,475   -3,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     13.3      0.0     99.5     86.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       28       19       29       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      311,647
COMMITMENTS
  72,980   41,248   52,282  137,677  193,686  262,939  287,216   48,708   24,431

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      4,830)
   8,413    6,600    2,791  -12,534   -5,374   -1,330    4,017    6,160      813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     13.2     16.8     44.2     62.1     84.4     92.2     15.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      50       28       42       69       78      143      128
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,201,259
COMMITMENTS
 248,555  393,310  438,263  449,445  323,137  1136263  1154710   64,996   46,549

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     54,413)
  -3,243   -4,413   38,417   17,901   17,773   53,075   51,777    1,338    2,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     32.7     36.5     37.4     26.9     94.6     96.1      5.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
     100       95      141       67       59      249      230
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      160,904
COMMITMENTS
  55,539   57,590   24,725   76,480   74,488  156,744  156,803    4,160    4,101

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -4,859)
    -754    5,210   -4,563    1,402   -5,061   -3,915   -4,414     -944     -445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     35.8     15.4     47.5     46.3     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        8       17       21       22       42       39
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,363,059
COMMITMENTS
 610,824   41,578  624,118  1081405  1674855  2316347  2340551   46,712   22,508

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -46,799)
  23,757    3,761   -6,363  -68,246  -41,482  -50,852  -44,084    4,053   -2,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      1.8     26.4     45.8     70.9     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      36       13       43       79       74      130      120
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      905,617
COMMITMENTS
  47,123  182,832  203,004  650,831  514,569  900,958  900,405    4,659    5,212

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     12,379)
  -1,181    5,050    1,459   12,125    5,986   12,403   12,495      -24     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     20.2     22.4     71.9     56.8     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      12       25       26       37       36       68       68
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,405
COMMITMENTS
   1,662      350      498    4,915    6,060    7,075    6,908      330      497

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      4.7      6.7     66.4     81.8     95.5     93.3      4.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        4       12       12       18       16
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,859
COMMITMENTS
   8,673    5,714    9,902   12,779   16,038   31,354   31,654      505      205

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      1,545)
     521   -1,285     -140    1,149    3,460    1,530    2,035       15     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     17.9     31.1     40.1     50.3     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       15       24       15       13       39       40
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,270
COMMITMENTS
   6,160    4,895    2,105    4,425    6,015   12,690   13,015      580      255

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:        715)
     220    1,130      -95      625      355      750    1,390      -35     -675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     36.9     15.9     33.3     45.3     95.6     98.1      4.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4       15       15       10       11       26       29
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,985
COMMITMENTS
   1,484      518    1,363   20,845   21,991   23,692   23,872      293      113

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -889)
     -52     -122       52   -1,047     -864   -1,047     -934      158       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      2.2      5.7     86.9     91.7     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8        5        7       31       35       42       44
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,483
COMMITMENTS
       0      102       13    1,859    1,951    1,872    2,066      611      417

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -392)
       0       12       13     -322     -276     -309     -251      -83     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      0.5     74.9     78.6     75.4     83.2     24.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       20       18       21       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,825
COMMITMENTS
      87      213       35    1,300    1,364    1,422    1,612      403      213

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -672)
     -15     -227      -96     -551     -254     -662     -577      -10      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     11.7      1.9     71.2     74.7     77.9     88.3     22.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       23       20       26       24
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       54,413
COMMITMENTS
   3,272    1,742    1,684   48,021   49,768   52,977   53,194    1,436    1,219

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,223)
     -48     -385     -140   -1,792   -1,526   -1,980   -2,051     -243     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      3.2      3.1     88.3     91.5     97.4     97.8      2.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        3       24       28       30       31
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,406
COMMITMENTS
   1,508      142    1,220    8,500   10,332   11,228   11,694    1,178      712

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -585)
       2      -36      -80     -643     -387     -721     -503      136      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      1.1      9.8     68.5     83.3     90.5     94.3      9.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       16       13       19       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,660
COMMITMENTS
   1,156      440      998    8,680    9,547   10,834   10,985      826      675

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -354)
    -574      -40      296     -166     -458     -444     -202       90     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      3.8      8.6     74.4     81.9     92.9     94.2      7.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       17       18       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       16,915
COMMITMENTS
     402      540      790   14,218   14,571   15,410   15,901    1,505    1,014

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -963)
     -54     -100        0     -743     -821     -797     -921     -166      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.2      4.7     84.1     86.1     91.1     94.0      8.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       25       24       28       26
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,046
COMMITMENTS
     210        0        0   47,836   48,026   48,046   48,026        0       20

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -4,290)
       0        0        0   -4,290   -4,290   -4,290   -4,290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       17       21       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      800,486
COMMITMENTS
       0        0        0  800,486  800,486  800,486  800,486        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -44,327)
       0        0        0  -44,327  -44,327  -44,327  -44,327        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:       27)
       0        0        0       20       17       20       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,467
COMMITMENTS
     954        0        0   59,258   60,382   60,212   60,382      255       85

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,414)
     -66        0        0   -2,348   -2,392   -2,414   -2,392        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     98.0     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       17       26       18       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      813,442
COMMITMENTS
       0        0        0  813,442  813,442  813,442  813,442        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -4,552)
       0        0        0   -4,552   -4,552   -4,552   -4,552        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:       32)
       0        0        0       18       20       18       20
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,584
COMMITMENTS
   7,000    1,116      215   48,114   54,253   55,329   55,584      255        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      1,962)
    -550     -110        0    2,512    2,072    1,962    1,962        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      2.0      0.4     86.6     97.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       23       18       26       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,216,240
COMMITMENTS
  25,156  156,120    5,781  1185303  1054339  1216240  1216240        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    114,090)
  -3,920   39,200        0  118,010   74,890  114,090  114,090        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     12.8      0.5     97.5     86.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       23       21       26       24
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,787
COMMITMENTS
       0    3,390        0   32,554   29,164   32,554   32,554      233      233

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,508)
       0     -110        0   -2,486   -2,376   -2,486   -2,486      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.3      0.0     99.3     88.9     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        9       15       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,145
COMMITMENTS
       0    6,155        0   33,145   26,990   33,145   33,145        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,310)
       0     -220        0   -1,310   -1,090   -1,310   -1,310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.6      0.0    100.0     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       14       14       15
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,352
COMMITMENTS
   3,125        0    3,450   13,777   16,902   20,352   20,352        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -779)
    -585        0      145     -339     -924     -779     -779        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      0.0     17.0     67.7     83.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2        9       13       11       15
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,965
COMMITMENTS
      60        0        0   13,266   13,179   13,326   13,179    1,639    1,786

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -594)
     -66        0        0     -528     -506     -594     -506        0      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     88.6     88.1     89.0     88.1     11.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       15       19       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,059
COMMITMENTS
       0    1,485        0   21,826   20,574   21,826   22,059      233        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:         72)
       0     -462        0      116      534      116       72      -44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      0.0     98.9     93.3     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        0       17       14       17       17
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      495,067
COMMITMENTS
     504    9,595   23,480  471,083  461,992  495,067  495,067        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -36,848)
  -1,176   -1,960        0  -35,672  -34,888  -36,848  -36,848        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.9      4.7     95.2     93.3    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
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      899,874
COMMITMENTS
       0   99,640   23,320  876,554  776,914  899,874  899,874        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -30,992)
       0   -3,920        0  -30,992  -27,072  -30,992  -30,992        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.1      2.6     97.4     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       15       20       16       21
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      542,336
COMMITMENTS
 137,099  109,386   23,414  381,823  409,536  542,336  542,336        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     24,696)
  47,040   51,352   -4,312  -18,032  -22,344   24,696   24,696        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     20.2      4.3     70.4     75.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       15       17       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      217,247
COMMITMENTS
       0    9,159        0  217,247  208,088  217,247  217,247        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -11,760)
       0     -392        0  -11,760  -11,368  -11,760  -11,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,550
COMMITMENTS
     438        0        0   26,294   27,349   26,732   27,349      818      201

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -4,372)
    -132        0      -63   -4,190   -4,138   -4,385   -4,201       13     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     95.4     99.3     97.0     99.3      3.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       35       36       36       36
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,723
COMMITMENTS
       0      680        0    7,271    6,389    7,271    7,069      452      654

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -219)
     -28     -400      -30     -290      -12     -348     -442      129      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.8      0.0     94.1     82.7     94.1     91.5      5.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        0       24       16       24       19
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,264
COMMITMENTS
     598      251      127    7,120    7,454    7,845    7,832      419      432

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -967)
     -45        0      -10     -827     -843     -882     -853      -85     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      3.0      1.5     86.2     90.2     94.9     94.8      5.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       17       17       19       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,594,844
COMMITMENTS
 380,063  113,259  560,324  571,240  852,228  1511627  1525811   83,217   69,033

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     41,208)
   1,159    2,344    6,065   30,506   35,763   37,730   44,172    3,478   -2,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      7.1     35.1     35.8     53.4     94.8     95.7      5.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     124       86      163       86       98      302      281
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      166,295
COMMITMENTS
  66,706   11,974        6   60,344  103,294  127,056  115,274   39,239   51,021

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -10,928)
   3,488   -2,750   -3,477   -5,078   -5,261   -5,067  -11,488   -5,861      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1      7.2      0.0     36.3     62.1     76.4     69.3     23.6     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        1       15       17       22       20
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       74,341
COMMITMENTS
   8,043    3,792   11,583   51,415   50,844   71,041   66,219    3,300    8,122

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      1,536)
    -361    1,398    1,049      316   -1,414    1,004    1,033      532      503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      5.1     15.6     69.2     68.4     95.6     89.1      4.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        8       14       13       25       21
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,156
COMMITMENTS
   5,528    2,748    9,609   39,130   41,356   54,267   53,713    1,889    2,443

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      2,287)
    -192      425      732    2,026    1,080    2,566    2,237     -279       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      4.9     17.1     69.7     73.6     96.6     95.6      3.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        3       15       13       20       19
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,381
COMMITMENTS
   7,398    9,985    9,408   11,725    8,434   28,531   27,827    2,850    3,554

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,286)
     109      -76     -716     -762   -1,000   -1,369   -1,792       83      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     31.8     30.0     37.4     26.9     90.9     88.7      9.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        8       12       12       13       27       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       37,627
COMMITMENTS
  28,916    4,111      818    4,446   31,556   34,180   36,485    3,447    1,142

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      2,455)
   1,710      534     -204      867    1,905    2,373    2,235       82      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8     10.9      2.2     11.8     83.9     90.8     97.0      9.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
     105       30       11       25       38      139       75
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       71,955
COMMITMENTS
  54,685    5,219      731    7,973   64,021   63,389   69,971    8,566    1,984

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      3,798)
   1,947      985      367      653    2,280    2,967    3,632      831      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.0      7.3      1.0     11.1     89.0     88.1     97.2     11.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
     122       26       10       26       38      153       70
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      319,552
COMMITMENTS
 122,359   27,846   30,309  138,258  250,665  290,926  308,820   28,626   10,732

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:        217)
   5,455   -4,147   -3,651     -798   10,237    1,006    2,439     -789   -2,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3      8.7      9.5     43.3     78.4     91.0     96.6      9.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      82       30       43       78       89      189      140
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,870
COMMITMENTS
  10,975        0      402    8,181   18,179   19,558   18,581    1,312    2,289

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,591)
  -2,190        0        0       64   -2,073   -2,126   -2,073     -465     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6      0.0      1.9     39.2     87.1     93.7     89.0      6.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       10       16       13       18
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,894
COMMITMENTS
     442      465      135    7,287    7,269    7,864    7,869       30       25

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -363)
    -120        0        0     -243     -343     -363     -343        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      5.9      1.7     92.3     92.1     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1        9       13       14       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,258
COMMITMENTS
     156    2,172      187    6,761    4,516    7,104    6,875      154      383

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,441)
    -283      101     -150   -1,054   -1,403   -1,487   -1,452       46       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     29.9      2.6     93.2     62.2     97.9     94.7      2.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        2       23       21       25       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,830
COMMITMENTS
   1,010    1,775      375   36,748   36,647   38,133   38,797      697       33

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -9,145)
    -127       50       25   -9,226   -9,207   -9,328   -9,132      183      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      4.6      1.0     94.6     94.4     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        2        3       34       34       40       39
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,140
COMMITMENTS
     525        0        0    7,523    8,140    8,048    8,140       92        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,051)
    -450        0        0   -1,583   -2,051   -2,033   -2,051      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      0.0     92.4    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       15        8       17        8
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,348
COMMITMENTS
     702      100        0   17,546   18,248   18,248   18,348      100        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,368)
     199     -300        0   -1,562   -1,068   -1,363   -1,368       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.5      0.0     95.6     99.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       22       19       25       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,139
COMMITMENTS
   1,250    7,979      175   13,664    6,935   15,089   15,089       50       50

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,010)
    -150   -1,050      175   -1,035     -135   -1,010   -1,010        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     52.7      1.2     90.3     45.8     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        3        3       33       16       40       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,199
COMMITMENTS
   1,765    2,218       75    5,359    4,906    7,199    7,199        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:       -295)
      67     -190       75     -437     -180     -295     -295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     30.8      1.0     74.4     68.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1        7       14       12       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,042
COMMITMENTS
   1,727    4,345    7,575   38,559   36,011   47,861   47,931      181      111

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -8,725)
  -3,445      165   -2,313   -2,942   -6,564   -8,700   -8,712      -25      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      9.0     15.8     80.3     75.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        6        9       38       40       48       53
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,322
COMMITMENTS
   1,060    1,864      372   11,846   10,818   13,278   13,054       44      268

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -2,804)
     248       41     -279   -2,751   -2,546   -2,782   -2,784      -22      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     14.0      2.8     88.9     81.2     99.7     98.0      0.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        1       26       29       30       35
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,748
COMMITMENTS
   1,630        0       98   26,900   26,942   28,628   27,040    2,120    3,708

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,175)
    -521        0       52   -1,149   -3,006   -1,618   -2,954      443    1,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.0      0.3     87.5     87.6     93.1     87.9      6.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       17       25       18       26
 

Updated February 8, 2013