GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,410
COMMITMENTS
   4,224    1,813    1,539   28,148   30,990   33,911   34,342      499       68

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -10,450)
    -153   -2,011   -1,009   -9,265   -7,455  -10,427  -10,475      -23       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      5.3      4.5     81.8     90.1     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        5        2       34       42       36       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,509
COMMITMENTS
     133        0        4   14,265   14,405   14,402   14,409      107      100

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -3,028)
      60     -220     -295   -2,769   -2,511   -3,004   -3,026      -24       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     98.3     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       19       23       20       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,516
COMMITMENTS
     622      815      648    9,025    8,887   10,295   10,350    1,221    1,166

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -761)
    -166      107      -86     -369     -682     -621     -661     -140     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      7.1      5.6     78.4     77.2     89.4     89.9     10.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        5       29       28       35       34
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,960
COMMITMENTS
     569      139      544    5,277    5,687    6,390    6,370      570      590

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -2,231)
      93      -46     -297   -1,959   -1,818   -2,163   -2,161      -68      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      2.0      7.8     75.8     81.7     91.8     91.5      8.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        3        6       35       41       44       48
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,492
COMMITMENTS
       0      386       67    1,731    1,514    1,798    1,967      694      525

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -629)
    -106     -104        0     -532     -679     -638     -783        9      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.5      2.7     69.5     60.8     72.2     78.9     27.8     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       15       17       16       19
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,997
COMMITMENTS
      10       46       33    2,450    2,463    2,493    2,542      504      455

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -607)
     -35       -8        0     -670     -610     -705     -618       98       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.5      1.1     81.7     82.2     83.2     84.8     16.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       19       19       21       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,545
COMMITMENTS
     351       25      156    3,538    3,891    4,045    4,072      500      473

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,472)
     -19        0      -29   -1,279   -1,483   -1,327   -1,512     -145       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.6      3.4     77.8     85.6     89.0     89.6     11.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        4       25       28       29       33
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,024
COMMITMENTS
      25        0      150    8,764    8,859    8,939    9,009       85       15

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -2,001)
    -515   -2,821      150   -1,611      670   -1,976   -2,001      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      1.7     97.1     98.2     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       20       16       21       17
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,166
COMMITMENTS
     195      416      728    8,776    8,932    9,699   10,076      467       90

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,016)
     195     -444       89   -1,325     -623   -1,041     -978       25      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      4.1      7.2     86.3     87.9     95.4     99.1      4.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        3       19       23       22       28
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,464
COMMITMENTS
     310      580        0    1,035      721    1,345    1,301      119      163

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -393)
      10      -80        0     -396     -318     -386     -398       -7        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     39.6      0.0     70.7     49.2     91.9     88.9      8.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        0       12       11       17       15
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,436
COMMITMENTS
   2,057    4,236    1,033   24,346   22,167   27,436   27,436        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -5,704)
    -345     -633     -270   -5,089   -4,801   -5,704   -5,704        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     15.4      3.8     88.7     80.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       32       18       33       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      288,600
COMMITMENTS
  37,148   67,040   40,044  178,707  149,104  255,899  256,188   32,701   32,412

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -6,323)
  -6,064   -3,072  -11,409   15,348    9,373   -2,125   -5,108   -4,198   -1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     23.2     13.9     61.9     51.7     88.7     88.8     11.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      31       43       48       68       70      132      135
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,460,034
COMMITMENTS
 341,448  405,144  578,230  466,988  438,494  1386666  1421868   73,368   38,166

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -38,114)
  -1,298   -2,777  -33,155   -2,255    1,396  -36,708  -34,536   -1,406   -3,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     27.7     39.6     32.0     30.0     95.0     97.4      5.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
     125       78      141       70       64      269      229
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      370,272
COMMITMENTS
 114,326   90,521   91,105  159,441  185,573  364,872  367,199    5,400    3,073

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -5,298)
   4,596   -1,592   -1,798   -6,110   -1,484   -3,312   -4,874   -1,986     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     24.4     24.6     43.1     50.1     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      14       13       23       30       32       58       56
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,812,269
COMMITMENTS
 935,742   51,791  830,232  1010263  1910000  2776237  2792023   36,032   20,246

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:   -109,655)
 -29,278   12,098  -34,107  -48,359  -82,746 -111,744 -104,755    2,089   -4,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      1.8     29.5     35.9     67.9     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      41       14       50       84       80      141      133
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,006,460
COMMITMENTS
  46,010  200,317  238,934  717,063  562,335  1002007  1001586    4,453    4,874

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:   -141,070)
 -37,796    2,831  -49,755  -53,980  -92,634 -141,531 -139,558      461   -1,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     19.9     23.7     71.2     55.9     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       26       31       40       40       79       78
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,835
COMMITMENTS
   2,585      730      445    3,490    5,335    6,520    6,510      315      325

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -855)
    -160      270     -145     -610   -1,130     -915   -1,005       60      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     10.7      6.5     51.1     78.1     95.4     95.2      4.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        3       13       12       19       15
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       13,083
COMMITMENTS
   1,597      714    1,830    9,509   10,509   12,936   13,053      147       30

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        390)
    -355      -22       87      658      358      390      423        0      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      5.5     14.0     72.7     80.3     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       14       16       17       18
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       57,136
COMMITMENTS
  14,797   15,688   15,913   25,785   25,061   56,495   56,662      641      474

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        865)
     775    2,767   -1,129    1,050     -875      696      763      169      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     27.5     27.9     45.1     43.9     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15       17       27       19       17       48       47
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       19,226
COMMITMENTS
   6,067    6,815    4,439    8,455    7,522   18,961   18,776      265      450

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,080)
     125      195     -545     -725     -930   -1,145   -1,280       65      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     35.4     23.1     44.0     39.1     98.6     97.7      1.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6       19       20       10       10       31       34
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,142
COMMITMENTS
     110      480       30    1,715    1,551    1,855    2,061      287       81

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -336)
     -30     -240       10     -271     -100     -291     -330      -45       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     22.4      1.4     80.1     72.4     86.6     96.2     13.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       11       10       14       14
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       31,132
COMMITMENTS
   3,015      972    2,484   25,132   27,397   30,631   30,853      501      279

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -5,002)
     187     -380     -279   -5,002   -4,336   -5,094   -4,995       92       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      3.1      8.0     80.7     88.0     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      11        6        9       34       44       49       57
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,418
COMMITMENTS
       0      220      106    1,711    1,512    1,817    1,838      601      580

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -366)
     -35       85      -77     -163     -266     -275     -258      -91     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.1      4.4     70.8     62.5     75.1     76.0     24.9     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        3       21       15       24       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,391
COMMITMENTS
     116      138       13      853      812      982      963      409      428

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -545)
    -138      -39      -20     -243     -417     -401     -476     -144      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      9.9      0.9     61.3     58.4     70.6     69.2     29.4     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       16       15       19       20
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,702
COMMITMENTS
     441      306       50      762    1,206    1,253    1,562      449      140

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -690)
     -64       62       20     -656     -723     -700     -641       10      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     18.0      2.9     44.8     70.9     73.6     91.8     26.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        2       15       18       19       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,217
COMMITMENTS
   1,992    1,262    1,514   41,109   41,433   44,615   44,209      602    1,008

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -2,429)
    -130     -140     -212   -1,755   -2,070   -2,097   -2,422     -332       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      2.8      3.3     90.9     91.6     98.7     97.8      1.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        3       25       29       30       32
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,019
COMMITMENTS
   1,652        0      820    6,649    8,725    9,121    9,545      898      474

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -546)
      28        0     -110     -424     -378     -506     -488      -40      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      0.0      8.2     66.4     87.1     91.0     95.3      9.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       15       14       18       17
 
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE           Code-06465I
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        5,595
COMMITMENTS
       0    1,036        0    4,845    3,763    4,845    4,799      750      796

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -355)
       0      -74        0     -277     -227     -277     -301      -78      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.5      0.0     86.6     67.3     86.6     85.8     13.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       17       12       17       14
 
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE        Code-06465K
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:       10,171
COMMITMENTS
   1,376      826    1,036    7,091    7,863    9,503    9,725      668      446

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -639)
      14      118     -192     -457     -533     -635     -607       -4      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      8.1     10.2     69.7     77.3     93.4     95.6      6.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       18       17       20       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       15,789
COMMITMENTS
     210      524    1,366   12,404   12,973   13,980   14,863    1,809      926

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -867)
     -30        4      -24     -784     -836     -838     -856      -29      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      3.3      8.7     78.6     82.2     88.5     94.1     11.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       21       22       24       24
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,467
COMMITMENTS
      40        0        0   36,427   36,467   36,467   36,467        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -3,595)
     -44        0        0   -3,551   -3,595   -3,595   -3,595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       19       15       20       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      644,746
COMMITMENTS
       0        0        0  644,746  644,746  644,746  644,746        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -41,944)
       0        0        0  -41,944  -41,944  -41,944  -41,944        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       14       21       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,007
COMMITMENTS
       0        0        0   46,497   47,007   46,497   47,007      510        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -3,870)
       0        0        0   -4,125   -3,848   -4,125   -3,848      255      -22

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       17       13       17
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      705,812
COMMITMENTS
       0        0        0  705,812  705,812  705,812  705,812        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -58,800)
       0        0        0  -58,800  -58,800  -58,800  -58,800        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:       24)
       0        0        0       17       14       17       14
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,860
COMMITMENTS
   7,425    1,445        0   44,500   58,415   51,925   59,860    7,935        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      8,298)
   2,120     -110   -1,280     -222    9,688      618    8,298    7,680        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      2.4      0.0     74.3     97.6     86.7    100.0     13.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        0       23       19       24       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,334,116
COMMITMENTS
 145,966  367,310    5,781  1182369  961,025  1334116  1334116        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    104,374)
 138,352  130,120        0  -33,978  -25,746  104,374  104,374        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     27.5      0.4     88.6     72.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       25       23       27       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,478
COMMITMENTS
       0    3,286        0   24,458   20,705   24,458   23,991       20      487

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -3,977)
       0     -110        0   -3,997   -3,823   -3,997   -3,933       20      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.4      0.0     99.9     84.6     99.9     98.0      0.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       13        9       13       11
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,275
COMMITMENTS
     126    8,851        0   37,894   29,424   38,020   38,275      255        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      3,139)
       0    2,596        0    3,139      543    3,139    3,139        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     23.1      0.0     99.0     76.9     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       15       16       16       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,256
COMMITMENTS
   4,311    7,687    5,144   28,801   25,425   38,256   38,256        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      5,434)
    -301    7,687      -73    5,918   -2,180    5,544    5,434     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     20.1     13.4     75.3     66.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        4       16       14       20       18
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,037
COMMITMENTS
       0      940      592   22,636   22,206   23,228   23,738      809      299

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        -36)
       0       88      -88       52      -36      -36      -36        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.9      2.5     94.2     92.4     96.6     98.8      3.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       16       16       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,125
COMMITMENTS
       0    1,040        0   32,977   32,085   32,977   33,125      148        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -2,657)
       0      -10        0   -2,635   -2,647   -2,635   -2,657      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.0     99.6     96.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       21       20       21       21
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      438,725
COMMITMENTS
  28,625        0   29,032  381,068  409,693  438,725  438,725        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -39,592)
  -3,920        0        0  -35,672  -39,592  -39,592  -39,592        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      6.6     86.9     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       15       14       17       16
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      889,282
COMMITMENTS
       0   69,753   23,320  865,962  796,209  889,282  889,282        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -36,689)
       0  -12,902        0  -36,689  -23,787  -36,689  -36,689        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      2.6     97.4     89.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       18       20       19       21
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,022,799
COMMITMENTS
 314,543  341,462    4,738  703,518  676,599  1022799  1022799        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    102,208)
 127,376  142,664   -2,744  -22,424  -37,712  102,208  102,208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     33.4      0.5     68.8     66.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        1       16       15       21       16
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      269,270
COMMITMENTS
  48,516        0        0  220,754  269,270  269,270  269,270        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     22,544)
  42,488        0   -9,360  -10,584   31,904   22,544   22,544        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      0.0      0.0     82.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       14       13       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      324,932
COMMITMENTS
       0   48,615        0  324,932  276,317  324,932  324,932        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -20,288)
       0  -12,152        0  -20,288   -8,136  -20,288  -20,288        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.0      0.0    100.0     85.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       18       20       18       22
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      399,352
COMMITMENTS
       0   13,840        0  399,352  385,512  399,352  399,352        0        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     47,280)
       0        0        0   47,280   47,280   47,280   47,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.0    100.0     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       12       14       13
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,417
COMMITMENTS
     933        0      120   24,724   25,881   25,777   26,001      640      416

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        302)
      91        0      -85      248      377      254      292       48       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.5     93.6     98.0     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        0        1       39       38       42       39
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,706
COMMITMENTS
   2,365        0        0    5,241    7,556    7,606    7,556      100      150

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        375)
     545        0        0     -200      316      345      316       30       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      0.0      0.0     68.0     98.1     98.7     98.1      1.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       20       16       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,447
COMMITMENTS
     310      818        4    9,810    9,230   10,124   10,052      323      395

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,512)
     -35     -110        0   -1,437   -1,288   -1,472   -1,398      -40     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      7.8      0.0     93.9     88.4     96.9     96.2      3.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       23       21       25       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,757
COMMITMENTS
   1,010       38      277    7,095    8,122    8,382    8,437      375      320

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,064)
    -277       15     -113     -638     -925   -1,028   -1,023      -36      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      0.4      3.2     81.0     92.7     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       17       19       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,740,663
COMMITMENTS
 379,736  123,902  625,253  652,751  900,169  1657740  1649324   82,923   91,339

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -4,054)
    -145    1,160    6,713   -7,503  -18,652     -935  -10,779   -3,119    6,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      7.1     35.9     37.5     51.7     95.2     94.8      4.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     112       81      151       89      106      272      287
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      158,242
COMMITMENTS
  61,213   12,351      427   56,892   97,713  118,532  110,491   39,710   47,751

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -12,570)
  -4,705   -1,027      130   -6,491  -11,487  -11,066  -12,384   -1,504     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      7.8      0.3     36.0     61.7     74.9     69.8     25.1     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        4        3       16       18       24       23
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,291
COMMITMENTS
   9,949    2,406    1,797   46,532   50,727   58,278   54,930    2,013    5,361

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -523)
    -219        0     -479      175      -44     -523     -523        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      4.0      3.0     77.2     84.1     96.7     91.1      3.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        5       16       15       27       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,390
COMMITMENTS
  11,452   14,551   21,749   20,599   17,151   53,800   53,451    3,590    3,939

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      3,302)
     438     -388    3,341     -722      401    3,057    3,354      245      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     25.4     37.9     35.9     29.9     93.7     93.1      6.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12        6       18       13       13       31       33
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       36,364
COMMITMENTS
  25,859    3,373    1,710    6,443   30,466   34,012   35,549    2,352      815

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,302)
     899       -5     -411   -1,756     -730   -1,268   -1,146      -34     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.1      9.3      4.7     17.7     83.8     93.5     97.8      6.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      84       34       11       25       37      118       78
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       61,991
COMMITMENTS
  42,245   15,256    1,365   14,019   41,537   57,629   58,158    4,362    3,833

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,628)
     433   -1,694     -169   -2,015       11   -1,751   -1,852      123      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.1     24.6      2.2     22.6     67.0     93.0     93.8      7.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      79       43       16       26       33      114       87
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      261,064
COMMITMENTS
  71,923   28,271   38,576  131,311  179,117  241,810  245,964   19,254   15,100

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -15,738)
  -8,741   -8,504      544   -5,862   -7,099  -14,059  -15,059   -1,679     -679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     10.8     14.8     50.3     68.6     92.6     94.2      7.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      53       39       49       75       88      158      151
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,715
COMMITMENTS
   4,983    9,488    1,217    8,374    4,010   14,574   14,715      141        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -895)
    -726     -431      298     -450     -612     -878     -745      -17     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     64.5      8.3     56.9     27.3     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        6        5        6        5       16       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,426
COMMITMENTS
     431    1,467      638    6,300    5,027    7,369    7,132       57      294

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -893)
      14     -696      -22     -864     -147     -872     -865      -21      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     19.8      8.6     84.8     67.7     99.2     96.0      0.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        3       28       27       33       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       63,065
COMMITMENTS
     115    3,720    3,348   58,742   55,975   62,205   63,043      860       22

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -9,512)
  -9,463     -861   -1,593    1,522   -7,048   -9,534   -9,502       22      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.9      5.3     93.1     88.8     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        5        3       35       29       39       35
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,530
COMMITMENTS
   3,716    1,355      115    5,603    8,060    9,434    9,530       96        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,026)
  -1,190      -95     -615      785     -316   -1,020   -1,026       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     14.2      1.2     58.8     84.6     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        2       15       10       19       13
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,673
COMMITMENTS
   1,693    1,567      813   49,149   49,293   51,655   51,673       18        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -2,987)
  -2,980   -1,634     -475      468     -878   -2,987   -2,987        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      3.0      1.6     95.1     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        1       28       19       33       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,649
COMMITMENTS
   1,250    4,694      175   11,224    7,480   12,649   12,349        0      300

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,575)
    -325     -400     -100   -1,150   -1,075   -1,575   -1,575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     37.1      1.4     88.7     59.1    100.0     97.6      0.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        3        3       27       20       33       26
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,321
COMMITMENTS
   3,205    8,129    1,897   30,691   26,247   35,793   36,273      528       48

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -5,346)
    -668    1,043   -1,639   -3,052   -4,750   -5,359   -5,346       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     22.4      5.2     84.5     72.3     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        8        8       39       40       47       55
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,036
COMMITMENTS
   1,515    1,798      528   11,948   11,710   13,991   14,036       45        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,145)
    -466      399       51     -697   -1,279   -1,112     -829      -33     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     12.8      3.8     85.1     83.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        6        3       23       31       30       39
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,501
COMMITMENTS
   4,125    1,356      895   10,355   13,250   15,375   15,501      126        0

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -1,152)
     -15     -373        0   -1,119     -779   -1,134   -1,152      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      8.7      5.8     66.8     85.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       13        9       18       14
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 06/04/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,922
COMMITMENTS
   2,183    1,445      785   18,564   19,001   21,532   21,231    3,390    3,691

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -4,914)
    -877      -40       73   -3,678   -4,241   -4,482   -4,208     -432     -706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      5.8      3.1     74.5     76.2     86.4     85.2     13.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        4       17       22       22       26
 

Updated June 7, 2013