IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      163,390
COMMITMENTS
  15,669    5,042    3,879  143,842  154,469  163,390  163,390        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        397)
      66      -55      479     -143      -27      402      397       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      3.1      2.4     88.0     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        4        9       11       16       16
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,980
COMMITMENTS
   3,942      981        0   25,862   28,872   29,804   29,853      176      127

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -8,182)
  -1,291     -105      -31   -6,845   -8,044   -8,167   -8,180      -15       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      3.3      0.0     86.3     96.3     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        5        0       28       41       30       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,702
COMMITMENTS
       0        0        0   12,596   12,626   12,596   12,626      106       76

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,303)
       0        0        0   -1,282   -1,289   -1,282   -1,289      -21      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     99.4     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       26       20       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,506
COMMITMENTS
     353      368      115    8,762    8,821    9,230    9,304    1,276    1,202

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,444)
    -326     -135        6   -1,180   -1,428   -1,500   -1,557       56      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      3.5      1.1     83.4     84.0     87.9     88.6     12.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        2       30       29       32       32
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,131
COMMITMENTS
     364      846      324    4,832    4,225    5,520    5,395      611      736

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,570)
      41      197     -101   -1,567   -1,736   -1,627   -1,640       57       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     13.8      5.3     78.8     68.9     90.0     88.0     10.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        2        4       42       33       46       39
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,799
COMMITMENTS
       0      189       94    2,117    2,210    2,211    2,493      588      306

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -148)
     -50      -25       10       60      -47       20      -62     -168      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.8      3.4     75.6     79.0     79.0     89.1     21.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       21       16       22       17
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,115
COMMITMENTS
      40       87       21    1,437    1,587    1,498    1,695      617      420

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -593)
       0       31       21     -617     -578     -596     -526        3      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      4.1      1.0     67.9     75.0     70.8     80.1     29.2     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       21       18       23       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,453
COMMITMENTS
     380      129      136    3,451    3,740    3,967    4,005      486      448

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,285)
     -17       20      -81   -1,179   -1,225   -1,277   -1,286       -8        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      2.9      3.1     77.5     84.0     89.1     89.9     10.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        4       28       34       33       38
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,857
COMMITMENTS
       0        0        0    8,822    8,850    8,822    8,850       35        7

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -2,970)
       0        0        0   -2,915   -2,977   -2,915   -2,977      -55        7

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,460
COMMITMENTS
      45      221       97    8,861    8,767    9,003    9,085      457      375

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -882)
    -119      -20      -26     -587     -817     -732     -863     -150      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.3      1.0     93.7     92.7     95.2     96.0      4.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       22       19       24       22
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,543
COMMITMENTS
     136       80       10    2,332    2,363    2,478    2,453       65       90

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -431)
       1     -363        0     -401      -72     -400     -435      -31        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      3.1      0.4     91.7     92.9     97.4     96.5      2.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       12       15       15       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,010
COMMITMENTS
       0    4,250        0   24,725   20,760   24,725   25,010      285        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -4,663)
       0   -1,568     -120   -4,533   -2,975   -4,653   -4,663      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.0      0.0     98.9     83.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       35       15       35       16
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,096
COMMITMENTS
       0      297       51    3,691    3,540    3,742    3,888      354      208

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -647)
       0      -39       24     -312     -468     -288     -483     -359     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      1.2     90.1     86.4     91.4     94.9      8.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        1       22       17       23       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      286,142
COMMITMENTS
  72,794   60,441   32,111  140,913  169,247  245,818  261,799   40,324   24,343

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     12,803)
     807   -1,498    4,951    5,417    7,092   11,175   10,545    1,628    2,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     21.1     11.2     49.2     59.1     85.9     91.5     14.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      51       24       41       68       70      135      122
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,885
COMMITMENTS
     982    1,184      350   10,122    9,923   11,454   11,457    2,431    2,428

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -2,230)
      50     -416      325     -952   -1,161     -577   -1,252   -1,653     -978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      8.5      2.5     72.9     71.5     82.5     82.5     17.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       17       17       19       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,368,006
COMMITMENTS
 311,454  436,962  484,300  511,498  404,772  1307252  1326034   60,754   41,972

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -907)
  -2,361   10,868    2,135     -962  -15,257   -1,188   -2,254      281    1,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     31.9     35.4     37.4     29.6     95.6     96.9      4.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     110      112      136       70       63      255      255
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      374,179
COMMITMENTS
 115,265   85,866   87,340  164,964  197,744  367,569  370,950    6,610    3,229

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:      8,552)
    -299    1,870    1,464    7,411    5,309    8,576    8,643      -24      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     22.9     23.3     44.1     52.8     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      14       14       27       28       29       58       57
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,627,283
COMMITMENTS
 912,376   78,032  708,397  969,256  1823086  2590029  2609515   37,254   17,768

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     17,175)
  27,650   10,992   -8,406   -4,758   14,549   14,486   17,135    2,689       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      3.0     27.0     36.9     69.4     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      35       16       47       84       82      135      133
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      943,286
COMMITMENTS
  43,484  188,344  235,337  661,673  514,679  940,494  938,360    2,792    4,926

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -3,713)
   7,011    7,180   -2,208   -6,649   -9,475   -1,846   -4,503   -1,867      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     20.0     24.9     70.1     54.6     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17       27       32       40       39       72       83
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,385
COMMITMENTS
   1,760      505      705    4,740    5,555    7,205    6,765      180      620

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        130)
     -45      -15      105      110      -35      170       55      -40       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      6.8      9.5     64.2     75.2     97.6     91.6      2.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        3       11       15       16       18
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       11,674
COMMITMENTS
     839    1,486    1,155    9,479    9,010   11,473   11,651      201       23

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -210)
     135      165     -225     -210     -165     -300     -225       90       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     12.7      9.9     81.2     77.2     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       16       16       19       19
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       73,544
COMMITMENTS
  23,243   17,390   23,053   26,163   32,026   72,459   72,469    1,085    1,075

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:      3,618)
     705   -1,040    2,686        4    2,109    3,395    3,755      223     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     23.6     31.3     35.6     43.5     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      18       14       30       15       15       46       46
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       24,046
COMMITMENTS
   5,893   13,006    3,831   13,495    6,280   23,219   23,117      827      929

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:      2,070)
     143    2,673     -848    2,785     -125    2,080    1,700      -10      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     54.1     15.9     56.1     26.1     96.6     96.1      3.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6       19       20       11        9       33       32
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       29,732
COMMITMENTS
   1,906      527      866   26,620   28,163   29,392   29,556      340      176

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -4,958)
    -853      -44       -6   -3,985   -4,905   -4,844   -4,955     -114       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      1.8      2.9     89.5     94.7     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       9        5        8       38       47       49       59
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,317
COMMITMENTS
     341      175       40    1,474    1,825    1,855    2,040      462      277

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -572)
      85      -32     -135     -565     -479     -615     -646       43       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      7.6      1.7     63.6     78.8     80.1     88.0     19.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        2       20       23       25       27
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,248
COMMITMENTS
   1,566    1,472    1,230   36,479   36,916   39,275   39,618      973      630

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -3,791)
    -542      -40     -154   -3,041   -3,446   -3,737   -3,640      -54     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      3.7      3.1     90.6     91.7     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       25       31       30       33
 
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE           Code-06465I
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        4,944
COMMITMENTS
       0      848        0    4,278    3,276    4,278    4,124      666      820

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -399)
       0     -104        0     -347     -221     -347     -325      -52      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.2      0.0     86.5     66.3     86.5     83.4     13.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       16       11       16       13
 
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE        Code-06465K
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        9,159
COMMITMENTS
   1,404      938      776    6,331    7,061    8,511    8,775      648      384

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -675)
      14       56     -130     -543     -571     -659     -645      -16      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     10.2      8.5     69.1     77.1     92.9     95.8      7.1      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 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,631
COMMITMENTS
     150      592    1,298   11,635   11,879   13,083   13,769    1,548      862

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -883)
     -30       34      -34     -699     -849     -763     -849     -120      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      4.0      8.9     79.5     81.2     89.4     94.1     10.6      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 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,658
COMMITMENTS
     343      443        0   34,315   34,215   34,658   34,658        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        985)
     255      355        0      730      630      985      985        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.3      0.0     99.0     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       20       16       21       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      690,644
COMMITMENTS
   4,680    4,680        0  685,964  685,964  690,644  690,644        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     44,546)
   4,680    4,680        0   39,866   39,866   44,546   44,546        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.7      0.0     99.3     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       21       14       22       15
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,290
COMMITMENTS
   1,662   11,583        0   16,522    6,345   18,184   17,928      106      362

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -3,281)
    -396   -1,716        0   -2,863   -1,543   -3,259   -3,259      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     63.3      0.0     90.3     34.7     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       11        9       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,125
COMMITMENTS
       0        0        0   42,615   43,125   42,615   43,125      510        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -3,850)
       0        0        0   -3,850   -3,850   -3,850   -3,850        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8    100.0     98.8    100.0      1.2      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 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      644,676
COMMITMENTS
       0        0        0  644,676  644,676  644,676  644,676        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -52,136)
       0        0        0  -52,136  -52,136  -52,136  -52,136        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 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       68,563
COMMITMENTS
  14,540    1,169    1,275   52,493   66,013   68,308   68,457      255      106

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,475)
    -550     -176        0     -925   -1,277   -1,475   -1,453        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      1.7      1.9     76.6     96.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        1       21       19       23       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,501,616
COMMITMENTS
 307,278  351,470    5,781  1188557  1144365  1501616  1501616        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -29,301)
  -1,568   -7,840        0  -27,733  -21,461  -29,301  -29,301        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     23.4      0.4     79.2     76.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        1       25       27       27       32
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,767
COMMITMENTS
       0    2,350      484   21,283   18,530   21,767   21,364        0      403

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -2,090)
       0     -176        0   -2,090   -1,870   -2,090   -2,046        0      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.8      2.2     97.8     85.1    100.0     98.1      0.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       13       11       14       13
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,483
COMMITMENTS
     126    9,652        0   42,357   32,831   42,483   42,483        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -497)
       0     -374        0     -497     -123     -497     -497        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     22.7      0.0     99.7     77.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       17       17       18       18
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,504
COMMITMENTS
   5,404    9,762    3,532   38,568   34,210   47,504   47,504        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        108)
     352      440     -792      548      460      108      108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     20.5      7.4     81.2     72.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       22       16       26       19
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,494
COMMITMENTS
       0    1,849    1,606   32,356   30,762   33,962   34,217      532      277

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,190)
       0       88      -88   -1,080   -1,168   -1,168   -1,168      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      4.7     93.8     89.2     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       17       21       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,953
COMMITMENTS
       0      625      105   37,742   37,223   37,847   37,953      106        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -2,271)
       0     -330        0   -2,249   -1,941   -2,249   -2,271      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.3     99.4     98.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       20       21       21       22
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,308
COMMITMENTS
       0        0        0   18,096   18,159   18,096   18,159      212      149

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -678)
       0        0        0     -634     -678     -634     -678      -44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     99.2     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       13       18       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      376,037
COMMITMENTS
  29,425        0   25,856  320,756  350,181  376,037  376,037        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -27,048)
       0        0   -1,176  -25,872  -25,872  -27,048  -27,048        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.0      6.9     85.3     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       15       15       17       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      907,465
COMMITMENTS
       0   59,049   23,320  884,145  825,096  907,465  907,465        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -3,256)
       0   -6,664        0   -3,256    3,408   -3,256   -3,256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      2.6     97.4     90.9    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 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,118,277
COMMITMENTS
 318,439  498,134    6,306  793,532  613,837  1118277  1118277        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -43,021)
   1,176     -784   -1,176  -43,021  -41,061  -43,021  -43,021        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     44.5      0.6     71.0     54.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        1       18       15       23       16
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      403,558
COMMITMENTS
  45,348        0        0  358,210  403,558  403,558  403,558        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -14,504)
  -1,568        0        0  -12,936  -14,504  -14,504  -14,504        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.0      0.0     88.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       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 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      481,572
COMMITMENTS
       0   33,943        0  481,572  447,629  481,572  481,572        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -26,656)
       0   -6,272        0  -26,656  -20,384  -26,656  -26,656        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      0.0    100.0     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       18       20       18       22
 
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A85
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      282,554
COMMITMENTS
       0    8,617        0  282,554  273,937  282,554  282,554        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -12,936)
       0   -2,744        0  -12,936  -10,192  -12,936  -12,936        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0    100.0     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       15       11       15       13
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      377,624
COMMITMENTS
       0    9,920        0  377,624  367,704  377,624  377,624        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -13,720)
       0   -1,960        0  -13,720  -11,760  -13,720  -13,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      0.0    100.0     97.4    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 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,989
COMMITMENTS
     507      120      245   21,742   22,042   22,494   22,407      495      582

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -2,048)
    -375      -10        0   -1,735   -2,049   -2,110   -2,059       62       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.5      1.1     94.6     95.9     97.8     97.5      2.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       34       33       37       36
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,945
COMMITMENTS
     225      214      217   12,347   12,020   12,789   12,451      156      494

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,184)
     -35     -172        1   -1,160   -1,106   -1,194   -1,277       10       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.7      1.7     95.4     92.9     98.8     96.2      1.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        1       26       20       28       23
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,452
COMMITMENTS
     805      781      144    7,137    7,348    8,086    8,273      366      179

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,131)
     -80      -66      -50     -960   -1,075   -1,090   -1,191      -41       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      9.2      1.7     84.4     86.9     95.7     97.9      4.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       17       16       20       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,879,218
COMMITMENTS
 478,249  120,723  604,653  700,317  1063141  1783219  1788517   95,999   90,701

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     41,395)
    -175    5,240    7,992   29,546   20,449   37,363   33,681    4,032    7,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      6.4     32.2     37.3     56.6     94.9     95.2      5.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
     140       84      155       86      105      295      293
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      157,339
COMMITMENTS
  58,265   14,730    1,873   54,280  104,274  114,418  120,877   42,921   36,462

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -10,198)
  -4,721   -1,379      997   -4,690   -1,693   -8,414   -2,075   -1,784   -8,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      9.4      1.2     34.5     66.3     72.7     76.8     27.3     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        5        5       17       18       26       25
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,363
COMMITMENTS
   8,723    2,870    2,016   45,611   48,070   56,350   52,956    2,013    5,407

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        215)
     -17      726      393       99     -362      475      757     -260     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      4.9      3.5     78.2     82.4     96.6     90.7      3.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        5        7       16       15       25       22
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,506
COMMITMENTS
  12,159   16,981   23,745   26,049   20,317   61,953   61,043    2,553    3,463

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:      2,590)
     312     -914    3,856     -229      -77    3,939    2,865   -1,349     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     26.3     36.8     40.4     31.5     96.0     94.6      4.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        8       18       16       15       35       34
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       38,182
COMMITMENTS
  27,247    2,296    2,126    6,729   32,751   36,102   37,173    2,080    1,009

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        391)
     104   -1,025      -55      200    1,472      249      392      142       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.4      6.0      5.6     17.6     85.8     94.6     97.4      5.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      71       29       14       26       43      108       83
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,066
COMMITMENTS
  43,440   11,914    1,195   15,544   47,460   60,179   60,569    3,887    3,497

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        255)
    -315   -3,895       83      465    3,991      233      179       22       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8     18.6      1.9     24.3     74.1     93.9     94.5      6.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      78       43       17       26       38      113       96
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      266,552
COMMITMENTS
 106,259   47,047   23,799  113,818  180,601  243,876  251,447   22,676   15,105

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,859)
  -4,174   -2,334     -630    3,796     -962   -1,008   -3,926     -851    2,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     17.7      8.9     42.7     67.8     91.5     94.3      8.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      68       33       35       64       84      151      135
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,121
COMMITMENTS
   9,496        0      654    3,559   11,163   13,709   11,817    3,412    5,304

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,419)
    -962        0       -5     -679   -2,191   -1,646   -2,196      227      777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5      0.0      3.8     20.8     65.2     80.1     69.0     19.9     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        0        5        6       15       13       20
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,824
COMMITMENTS
       0        0        0   13,984   13,812   13,984   13,812      840    1,012

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -820)
       0        0        0     -974      301     -974      301      154   -1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.3     93.2     94.3     93.2      5.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       17       14       17
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,742
COMMITMENTS
  10,702        0      467    7,617   17,269   18,786   17,736    2,956    4,006

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,404)
   1,790        0   -1,117   -1,920     -645   -1,247   -1,762     -157      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2      0.0      2.1     35.0     79.4     86.4     81.6     13.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1        9       18       11       19
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,480
COMMITMENTS
   4,263   10,079    1,326    8,692    3,060   14,281   14,465      199       15

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,005)
    -503     -234     -109     -372     -677     -984   -1,020      -21       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     69.6      9.2     60.0     21.1     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        4        5        6        3       17       10
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,288
COMMITMENTS
     524    1,477      150    5,496    4,412    6,170    6,039      118      249

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,150)
      83     -249     -225   -1,009     -640   -1,151   -1,114        1      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     23.5      2.4     87.4     70.2     98.1     96.0      1.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       26       20       29       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       70,997
COMMITMENTS
   1,022    3,307      500   69,040   67,182   70,562   70,989      435        8

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -8,672)
     -66     -300        0   -8,536   -8,368   -8,602   -8,668      -70       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      4.7      0.7     97.2     94.6     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        4        2       40       32       47       36
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,068
COMMITMENTS
   2,466        0        8    5,540    8,055    8,014    8,063       54        5

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:          8)
     -90        0      -60      194      108       44       48      -36      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      0.0      0.1     68.7     99.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       16       13       19       14
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,478
COMMITMENTS
     996       75        0   52,452   53,403   53,448   53,478       30        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -10,200)
    -488      -75        0   -9,709  -10,125  -10,197  -10,200       -3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.1      0.0     98.1     99.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        0       34       23       37       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,114
COMMITMENTS
     700    3,769       50   11,214    8,070   11,964   11,889      150      225

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,465)
     -25     -725      -25   -1,415     -715   -1,465   -1,465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     31.1      0.4     92.6     66.6     98.8     98.1      1.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        2       25       19       29       24
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,241
COMMITMENTS
     881    1,121      168    4,132    3,922    5,181    5,211       60       30

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -900)
    -260      135      -85     -545     -950     -890     -900      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     21.4      3.2     78.8     74.8     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       12       11       15       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,830
COMMITMENTS
   1,609    3,426    1,429   27,324   25,818   30,362   30,673      468      157

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -2,932)
    -123     -791       72   -2,818   -2,226   -2,869   -2,945      -63       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     11.1      4.6     88.6     83.7     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        7        4       39       38       44       48
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,721
COMMITMENTS
     759      535      819   10,053   10,298   11,631   11,652       90       69

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -2,543)
      91     -160     -431   -2,270   -1,964   -2,610   -2,555       67       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      4.6      7.0     85.8     87.9     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        4       27       29       32       35
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,404
COMMITMENTS
     115      155       85      954    1,034    1,154    1,274      250      130

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -307)
    -151       95       16     -248     -413     -383     -302       76       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     11.0      6.1     67.9     73.6     82.2     90.7     17.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        4       17       17       22       23
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,006
COMMITMENTS
   4,095      300    1,025   10,676   14,561   15,796   15,886      210      120

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -717)
     -15        0      -25     -659     -692     -699     -717      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      1.9      6.4     66.7     91.0     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       14       12       19       16
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,264
COMMITMENTS
   3,404    1,384      201   18,308   18,326   21,913   19,911    1,351    3,353

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -2,692)
    -641     -492        0   -2,106   -1,425   -2,747   -1,917       55     -775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      5.9      0.9     78.7     78.8     94.2     85.6      5.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        2       24       28       28       31



Updated August 9, 2013