IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      162,097
COMMITMENTS
  14,750    6,121    2,882  144,460  153,094  162,092  162,097        5        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        152)
     -68        3      284      -64     -135      152      152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      3.8      1.8     89.1     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        4        4        9       10       16       15
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,360
COMMITMENTS
   3,929      991       64   30,176   33,176   34,169   34,231      191      129

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,364)
     437       -3        0    1,927    2,367    2,364    2,364        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      2.9      0.2     87.8     96.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        7        1       31       40       32       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,207
COMMITMENTS
       0        0        0   12,106   12,123   12,106   12,123      101       84

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        295)
       0        0        0      295      295      295      295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     99.3     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       22       18       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,100
COMMITMENTS
     737      491      115    9,104    9,465    9,956   10,071    1,144    1,029

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         -7)
       9       27       -1      119       21      127       47     -134      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      4.4      1.0     82.0     85.3     89.7     90.7     10.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        4       32       30       36       35
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,686
COMMITMENTS
     222      270      195    5,656    5,582    6,073    6,047      613      639

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        695)
      24      217       19      610      414      653      650       42       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      4.0      2.9     84.6     83.5     90.8     90.4      9.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        4       40       41       45       46
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,564
COMMITMENTS
       0       51        0    2,038    2,065    2,038    2,116      526      448

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        144)
       0       51        0      120      100      120      151       24       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.0     79.5     80.5     79.5     82.5     20.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       24       21       24       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,801
COMMITMENTS
     214       51      203    3,905    4,089    4,322    4,343      479      458

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        353)
      32       51       55      297      261      384      367      -31      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.1      4.2     81.3     85.2     90.0     90.5     10.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        4       29       37       33       42
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,536
COMMITMENTS
       0        0        0   10,446   10,536   10,446   10,536       90        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        402)
       0        0        0      402      402      402      402        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       14       20       14
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,373
COMMITMENTS
     164      216      132    9,442    9,666    9,738   10,014      635      359

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        257)
       9      -40       40      205      204      254      204        3       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.1      1.3     91.0     93.2     93.9     96.5      6.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        2       20       18       25       21
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,652
COMMITMENTS
      95      383       60    2,461    2,123    2,616    2,566       36       86

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          0)
       0      -10        0        0        0        0      -10        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     14.4      2.3     92.8     80.1     98.6     96.8      1.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        2       15       13       20       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,033
COMMITMENTS
       0    5,053      150   27,603   22,830   27,753   28,033      280        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,175)
       0      360       75    1,100      740    1,175    1,175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.0      0.5     98.5     81.4     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       33       17       34       18
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,567
COMMITMENTS
       0      216       56    3,772    3,925    3,828    4,197      739      370

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         50)
       0        5       18      122       12      140       35      -90       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      1.2     82.6     85.9     83.8     91.9     16.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       17       17       18       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      299,653
COMMITMENTS
  54,816   58,269   31,630  178,851  183,194  265,297  273,093   34,356   26,560

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     10,444)
   9,497   -3,033   -4,093    4,095   16,850    9,499    9,724      945      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     19.4     10.6     59.7     61.1     88.5     91.1     11.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      38       33       36       76       80      138      127
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,406,912
COMMITMENTS
 313,813  421,421  522,611  508,789  421,318  1345213  1365350   61,699   41,562

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     26,807)
  -8,765   -3,569   19,139   16,277   12,668   26,651   28,238      156   -1,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     30.0     37.1     36.2     29.9     95.6     97.0      4.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     107       82      131       70       61      251      224
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      380,030
COMMITMENTS
 120,412   87,284   90,558  163,428  197,812  374,398  375,654    5,632    4,376

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,830)
   2,512      447       40     -804    1,291    1,748    1,778       82       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     23.0     23.8     43.0     52.1     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       12       26       28       31       57       58
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,691,493
COMMITMENTS
 914,019   61,745  746,661  993,866  1863852  2654546  2672258   36,947   19,235

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     -1,503)
   5,477     -667   -5,091   -2,888    4,239   -2,502   -1,519      999       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      2.3     27.7     36.9     69.2     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      37       14       45       84       81      134      130
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      984,606
COMMITMENTS
  33,452  184,712  252,152  694,738  543,189  980,342  980,053    4,264    4,553

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     17,465)
  -4,404    5,071   13,672    8,344   -1,101   17,612   17,642     -147     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     18.8     25.6     70.6     55.2     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      16       27       29       41       42       73       82
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,400
COMMITMENTS
   1,780      510      750    4,665    5,680    7,195    6,940      205      460

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:       -270)
    -200      -45      -85       25     -185     -260     -315      -10       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      6.9     10.1     63.0     76.8     97.2     93.8      2.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        3       11       14       16       17
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       12,836
COMMITMENTS
     618    1,090    1,680   10,425   10,053   12,723   12,823      113       13

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:       -150)
      30      -90       90     -161      -51      -41      -51     -109      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      8.5     13.1     81.2     78.3     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       17       17       20       20
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       70,130
COMMITMENTS
  19,458   16,496   23,494   26,086   29,299   69,038   69,289    1,092      841

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,001)
   1,318     -262    1,584     -871      549    2,031    1,871      -30      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     23.5     33.5     37.2     41.8     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      17       16       31       15       16       46       49
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       23,361
COMMITMENTS
   6,173   10,604    5,081   11,115    7,412   22,369   23,097      992      264

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,095)
     540      720      385    1,100    1,020    2,025    2,125       70      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     45.4     21.7     47.6     31.7     95.8     98.9      4.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10       17       22       10       10       35       34
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       31,678
COMMITMENTS
   3,355      639      953   26,998   29,950   31,306   31,542      372      136

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,904)
     119      103     -248    2,244    2,211    2,115    2,066     -211     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      2.0      3.0     85.2     94.5     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      12        8       10       38       50       54       65
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,862
COMMITMENTS
     167      115       53    1,127    1,102    1,347    1,270      515      592

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         92)
      21       27        3      -50      -46      -26      -16      118      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      6.2      2.8     60.5     59.2     72.3     68.2     27.7     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        2       16       17       19       22
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,386
COMMITMENTS
     160      185      195    1,543    1,866    1,898    2,246      488      140

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        400)
       5      -26       80      344      456      429      510      -29     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      7.8      8.2     64.7     78.2     79.5     94.1     20.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        3       20       31       25       37
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       43,480
COMMITMENTS
   2,036    1,140    1,372   39,676   40,274   43,084   42,786      396      694

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         32)
       0        0        0       80       32       80       32      -48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      2.6      3.2     91.3     92.6     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        3       25       30       31       33
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,402
COMMITMENTS
   1,656        0      728    6,122    8,128    8,506    8,856      896      546

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      0.0      7.7     65.1     86.4     90.5     94.2      9.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       15       12       18       14
 
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE           Code-06465I
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        5,223
COMMITMENTS
       0      952        0    4,625    3,377    4,625    4,329      598      894

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         12)
       0        0        0       12     -120       12     -120        0      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.2      0.0     88.6     64.7     88.6     82.9     11.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       17       11       17       13
 
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE        Code-06465K
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        9,834
COMMITMENTS
   1,390      882      906    6,874    7,632    9,170    9,420      664      414

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        312)
       0        0        0      312      312      312      312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      9.0      9.2     69.9     77.6     93.2     95.8      6.8      4.2

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 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       15,070
COMMITMENTS
     180      558    1,332   11,890   12,284   13,402   14,174    1,668      896

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.7      8.8     78.9     81.5     88.9     94.1     11.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       22       22       25       24
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,409
COMMITMENTS
       0        0        0   33,409   33,409   33,409   33,409        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        299)
       0        0        0      299      299      299      299        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:       29)
       0        0        0       19       15       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      645,282
COMMITMENTS
       0        0        0  645,282  645,282  645,282  645,282        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      5,072)
       0        0        0    5,072    5,072    5,072    5,072        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       20       14       20       14
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,151
COMMITMENTS
   2,058   13,299        0   18,965    7,468   21,023   20,767      128      384

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     62.9      0.0     89.7     35.3     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12        8       14        9
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,975
COMMITMENTS
       0        0        0   46,465   46,975   46,465   46,975      510        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,253)
       0        0        0    1,253    1,253    1,253    1,253        0        0

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:       22)
       0        0        0       13       17       13       17
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      696,812
COMMITMENTS
       0        0        0  696,812  696,812  696,812  696,812        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     23,400)
       0        0        0   23,400   23,400   23,400   23,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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       17       15       17       15
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,535
COMMITMENTS
  13,330    1,345    1,275   52,675   64,787   67,280   67,407      255      128

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      5,803)
       0        0        0    5,803    5,803    5,803    5,803        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      2.0      1.9     78.0     95.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       22       17       24       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,509,492
COMMITMENTS
 191,246  359,310    5,781  1312465  1144401  1509492  1509492        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     23,320)
       0        0        0   23,320   23,320   23,320   23,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     23.8      0.4     86.9     75.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        1       25       25       27       30
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,498
COMMITMENTS
       0    3,186        0   22,370   18,865   22,370   22,051      128      447

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.2      0.0     99.4     83.9     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12       10       12       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,425
COMMITMENTS
     126   10,026        0   40,044   30,399   40,170   40,425      255        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,805)
       0      100        0    1,805    1,705    1,805    1,805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     24.8      0.0     99.1     75.2     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       16       14       17       15
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,701
COMMITMENTS
   5,052    8,047    4,324   36,325   33,330   45,701   45,701        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,299)
       0    1,275        0    2,299    1,024    2,299    2,299        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     17.6      9.5     79.5     72.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        3       18       16       22       19
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,447
COMMITMENTS
       0    1,495      424   31,469   30,229   31,893   32,148      554      299

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      7,786)
       0      110        0    8,041    7,676    8,041    7,786     -255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      1.3     97.0     93.2     98.3     99.1      1.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       17       20       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,440
COMMITMENTS
       0      955      105   39,207   38,380   39,312   39,440      128        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      4,168)
       0     -105      105    4,063    4,168    4,168    4,168        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      0.3     99.4     97.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       21       20       22       21
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      403,085
COMMITMENTS
  29,425        0   27,032  346,628  376,053  403,085  403,085        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      6.7     86.0     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       16       15       18       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      907,977
COMMITMENTS
       0   63,753   23,320  884,657  820,904  907,977  907,977        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      6,352)
       0        0        0    6,352    6,352    6,352    6,352        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      2.6     97.4     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       17       22       18       23
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,100,218
COMMITMENTS
 317,263  381,318    7,482  775,473  711,418  1100218  1100218        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,352)
       0   -2,352    2,352        0    2,352    2,352    2,352        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     34.7      0.7     70.5     64.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       17       15       22       17
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      380,622
COMMITMENTS
  46,916        0        0  333,706  380,622  380,622  380,622        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     79,320)
       0        0        0   79,320   79,320   79,320   79,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      0.0      0.0     87.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       14       17       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      501,588
COMMITMENTS
       0   40,215        0  501,588  461,373  501,588  501,588        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     60,712)
       0        0        0   60,712   60,712   60,712   60,712        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.0      0.0    100.0     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       17       20       17       22
 
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A85
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      272,090
COMMITMENTS
       0   11,361        0  272,090  260,729  272,090  272,090        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     23,320)
       0        0        0   23,320   23,320   23,320   23,320        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:       21)
       0        2        0       15       12       15       14
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      385,904
COMMITMENTS
       0   13,840        0  385,904  372,064  385,904  385,904        0        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0    100.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       12       15       13
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,371
COMMITMENTS
     882      130      245   21,840   22,498   22,967   22,873      404      498

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        909)
    -125       25      125      924      640      924      790      -15      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.6      1.0     93.4     96.3     98.3     97.9      1.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        2       38       36       41       39
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,748
COMMITMENTS
     260      454       67   13,275   12,776   13,602   13,297      146      451

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        706)
       0     -200       67      767      819      834      686     -128       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      3.3      0.5     96.6     92.9     98.9     96.7      1.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       26       23       28       25
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,298
COMMITMENTS
     930      792      170    7,872    8,217    8,972    9,179      326      119

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        595)
       0      204        0      595      391      595      595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      8.5      1.8     84.7     88.4     96.5     98.7      3.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       19       17       22       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,880,612
COMMITMENTS
 443,242  113,793  634,688  702,809  1042970  1780739  1791451   99,873   89,161

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     62,408)
  18,316   -5,741   24,509   17,299   41,276   60,124   60,044    2,284    2,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      6.1     33.7     37.4     55.5     94.7     95.3      5.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     139       75      140       89      107      295      274
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      163,854
COMMITMENTS
  56,196   13,940      718   57,093   99,481  114,007  114,139   49,847   49,715

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      2,245)
     260      942       -8      756    1,322    1,008    2,256    1,237      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      8.5      0.4     34.8     60.7     69.6     69.7     30.4     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        3       14       16       20       21
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,128
COMMITMENTS
   9,830    1,409    1,909   46,126   50,843   57,865   54,161    2,263    5,967

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,843)
   2,780        0       95   -1,032    1,848    1,843    1,943        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      2.3      3.2     76.7     84.6     96.2     90.1      3.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        3        6       16       15       25       21
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,071
COMMITMENTS
  11,043   16,579   21,177   25,010   19,971   57,230   57,727    3,841    3,344

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:     -1,048)
  -1,220      721   -1,405    1,428      410   -1,197     -274      149     -774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     27.1     34.7     41.0     32.7     93.7     94.5      6.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        8       16       15       14       31       33
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       33,994
COMMITMENTS
  23,865    2,193    2,181    6,370   28,651   32,416   33,025    1,578      969

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:       -549)
      62   -1,238       50     -739      877     -627     -311       78     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.2      6.5      6.4     18.7     84.3     95.4     97.1      4.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      65       29       14       25       41      102       82
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       60,670
COMMITMENTS
  41,792   17,915      541   14,382   38,126   56,715   56,582    3,955    4,088

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:       -923)
     -16   -1,640     -200   -1,015      917   -1,231     -923      308        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9     29.5      0.9     23.7     62.8     93.5     93.3      6.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      78       47       14       29       33      111       92
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      273,256
COMMITMENTS
  88,168   37,643   34,451  127,557  188,110  250,176  260,204   23,080   13,052

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      9,407)
  11,489    2,164   -1,700   -4,272    9,990    5,517   10,454    3,890   -1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     13.8     12.6     46.7     68.8     91.6     95.2      8.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      64       36       45       76      103      165      165
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,166
COMMITMENTS
   7,330        0    1,187    3,514    9,405   12,031   10,592    3,135    4,574

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3      0.0      7.8     23.2     62.0     79.3     69.8     20.7     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        0        5        9       14       16       19
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        8,424
COMMITMENTS
       0        0        0    7,288    7,446    7,288    7,446    1,136      978

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.5     88.4     86.5     88.4     13.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       18       19       18
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,404
COMMITMENTS
   4,414    9,631    1,235    8,535    3,538   14,184   14,404      220        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        489)
     150       75        0      339      414      489      489        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     66.9      8.6     59.3     24.6     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        4        6        6        4       16       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,930
COMMITMENTS
     456    1,300      360    6,078    5,004    6,894    6,664       36      266

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        805)
     -50       26      -50      905      829      805      805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     18.8      5.2     87.7     72.2     99.5     96.2      0.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        2       29       22       34       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       70,430
COMMITMENTS
     863    4,057      150   69,012   66,211   70,025   70,418      405       12

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      4,113)
     100      350      100    4,013    3,663    4,213    4,113     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      5.8      0.2     98.0     94.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        4        1       39       35       44       39
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,280
COMMITMENTS
   2,581        0       60    4,549    7,175    7,190    7,235       90       45

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:       -210)
    -150        0        0      -60     -210     -210     -210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5      0.0      0.8     62.5     98.6     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        1       14       11       18       12
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       57,639
COMMITMENTS
   1,159        0        0   56,237   57,639   57,396   57,639      243        0

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,250)
      20        0        0    1,005    1,250    1,025    1,250      225        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     97.6    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        0       32       20       35       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,064
COMMITMENTS
     725    4,494       75   12,189    8,270   12,989   12,839       75      225

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        625)
       0      150        0      550      550      550      700       75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     34.4      0.6     93.3     63.3     99.4     98.3      0.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        4        2       25       18       29       24
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,068
COMMITMENTS
   1,533    1,136      283    4,192    4,619    6,008    6,038       60       30

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     18.7      4.7     69.1     76.1     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       12       13       14       16
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,352
COMMITMENTS
   1,732    5,092      747   29,359   26,308   31,838   32,147      514      205

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:         -3)
      50     -234       36     -176      147      -90      -51       87       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     15.7      2.3     90.7     81.3     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        8        4       36       39       42       50
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,998
COMMITMENTS
     873      832    1,228   11,870   11,908   13,971   13,968       27       30

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        857)
     284      130       23      555      674      862      827       -5       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.9      8.8     84.8     85.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        7        6       29       32       37       42
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,331
COMMITMENTS
     180        0       20    1,001    1,142    1,201    1,162      130      169

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        270)
      65        0      -25      200      262      240      237       30       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.0      1.5     75.2     85.8     90.2     87.3      9.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       15       17       18       18
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,808
COMMITMENTS
   4,110      300      870   10,600   14,518   15,580   15,688      228      120

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      240      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      1.9      5.5     67.1     91.8     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        3       13       10       18       14
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,803
COMMITMENTS
   3,222    1,801      201   17,576   17,447   20,999   19,449    3,804    5,354

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:      1,980)
     662       75       51    1,132    1,409    1,845    1,535      135      445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      7.3      0.8     70.9     70.3     84.7     78.4     15.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       18       22       22       25



Updated July 19, 2013