IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      162,510
COMMITMENTS
  15,852    4,649    3,868  142,790  153,993  162,510  162,510        0        0

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:       -880)
     183     -393      -11   -1,052     -476     -880     -880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      2.9      2.4     87.9     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        3        5        8       11       16       17
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,859
COMMITMENTS
   4,137    1,038      100   26,443   29,560   30,680   30,698      179      161

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        879)
     195       57      100      581      688      876      845        3       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      3.4      0.3     85.7     95.8     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        5        1       29       41       32       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,911
COMMITMENTS
       0        0        0   12,793   12,825   12,793   12,825      118       86

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        209)
       0        0        0      197      199      197      199       12       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     99.3     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       25       21       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,925
COMMITMENTS
     418      378      111    9,155    9,212    9,684    9,701    1,241    1,224

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        419)
      65       10       -4      393      391      454      397      -35       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      3.5      1.0     83.8     84.3     88.6     88.8     11.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       30       29       33       32
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,467
COMMITMENTS
     398      925      364    5,122    4,482    5,884    5,771      583      696

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        336)
      34       79       40      290      257      364      376      -28      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     14.3      5.6     79.2     69.3     91.0     89.2      9.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        2        5       42       38       47       45
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,974
COMMITMENTS
       0      179      104    2,280    2,388    2,384    2,671      590      303

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        175)
       0      -10       10      163      178      173      178        2       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      3.5     76.7     80.3     80.2     89.8     19.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       22       16       23       17
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,390
COMMITMENTS
      40      102        6    1,722    1,882    1,768    1,990      622      400

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        275)
       0       15      -15      285      295      270      295        5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      4.3      0.3     72.1     78.7     74.0     83.3     26.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       23       19       25       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,892
COMMITMENTS
     429      189      137    3,893    4,095    4,459    4,421      433      471

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        439)
      49       60        1      442      355      492      416      -53       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      3.9      2.8     79.6     83.7     91.1     90.4      8.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        1        4       28       35       34       39
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,205
COMMITMENTS
       0        0        0    9,125    9,205    9,125    9,205       80        0

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        348)
       0        0        0      303      355      303      355       45       -7

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:       23)
       0        0        0       13       14       13       14
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,540
COMMITMENTS
      45      221       97    8,901    8,787    9,043    9,105      497      435

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:         80)
       0        0        0       40       20       40       20       40       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.3      1.0     93.3     92.1     94.8     95.4      5.2      4.6

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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,611
COMMITMENTS
     161      105        0    2,365    2,406    2,526    2,511       85      100

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:         68)
      25       25      -10       33       43       48       58       20       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      4.0      0.0     90.6     92.1     96.7     96.2      3.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       13       15       15       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,874
COMMITMENTS
       0    4,464        0   25,589   21,390   25,589   25,854      285       20

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        864)
       0      214        0      864      630      864      844        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.3      0.0     98.9     82.7     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       37       15       37       16
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,274
COMMITMENTS
       0      332       69    3,791    3,665    3,860    4,066      414      208

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        178)
       0       35       18      100      125      118      178       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      1.6     88.7     85.8     90.3     95.1      9.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        1       22       18       23       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      292,419
COMMITMENTS
  67,539   63,244   29,567  154,658  173,366  251,764  266,177   40,655   26,242

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      6,277)
  -5,255    2,803   -2,544   13,745    4,119    5,946    4,378      331    1,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     21.6     10.1     52.9     59.3     86.1     91.0     13.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      42       26       38       76       72      135      121
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,627
COMMITMENTS
     932    1,147       56    9,850   10,043   10,838   11,246    2,789    2,381

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:       -258)
     -50      -37     -294     -272      120     -616     -211      358      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      8.4      0.4     72.3     73.7     79.5     82.5     20.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       17       18       18       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,370,250
COMMITMENTS
 312,910  442,896  483,764  505,316  392,031  1301990  1318691   68,260   51,559

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      2,244)
   1,456    5,934     -536   -6,182  -12,741   -5,262   -7,343    7,506    9,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     32.3     35.3     36.9     28.6     95.0     96.2      5.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     108      121      138       70       63      261      262
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      381,870
COMMITMENTS
 114,112   84,604   90,400  170,741  203,676  375,253  378,680    6,617    3,190

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      7,691)
  -1,153   -1,262    3,060    5,777    5,932    7,684    7,730        7      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     22.2     23.7     44.7     53.3     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      14       14       27       27       29       56       58
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       23,199
COMMITMENTS
   5,347    5,536    4,807   10,257    9,694   20,411   20,037    2,788    3,162

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     23.9     20.7     44.2     41.8     88.0     86.4     12.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        7       10        6        6       18       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,672,976
COMMITMENTS
 923,504   85,946  725,756  986,975  1841505  2636235  2653207   36,741   19,769

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:     45,693)
  11,128    7,914   17,359   17,719   18,419   46,206   43,692     -513    2,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5      3.2     27.2     36.9     68.9     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      36       14       46       83       82      133      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      959,711
COMMITMENTS
  42,486  201,844  240,904  674,201  513,624  957,591  956,372    2,120    3,339

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:     16,425)
    -998   13,500    5,567   12,528   -1,055   17,097   18,012     -672   -1,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     21.0     25.1     70.3     53.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       29       33       41       41       74       85
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        8,010
COMMITMENTS
   1,695      515      870    5,225    6,200    7,790    7,585      220      425

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        625)
     -65       10      165      485      645      585      820       40     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      6.4     10.9     65.2     77.4     97.3     94.7      2.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        3       15       16       20       19
 
 
POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-024653
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       16,550
COMMITMENTS
   5,805        0    3,015    7,610   13,400   16,430   16,415      120      135

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1      0.0     18.2     46.0     81.0     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        0        2       12       11       18       13
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       74,581
COMMITMENTS
  22,907   16,127   24,071   26,773   33,433   73,751   73,631      830      950

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      1,037)
    -336   -1,263    1,018      610    1,407    1,292    1,162     -255     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     21.6     32.3     35.9     44.8     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      17       16       30       15       15       46       47
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       25,697
COMMITMENTS
   6,610   13,846    4,626   14,000    6,765   25,236   25,237      461      460

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      1,651)
     717      840      795      505      485    2,017    2,120     -366     -469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     53.9     18.0     54.5     26.3     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7       20       20       11       10       33       35
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       30,641
COMMITMENTS
   1,599      593      887   27,811   29,001   30,297   30,481      344      160

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        909)
    -307       66       21    1,191      838      905      925        4      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      1.9      2.9     90.8     94.6     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8        5        8       37       47       47       59
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,259
COMMITMENTS
       0      169        0    1,655    1,492    1,655    1,661      604      598

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.5      0.0     73.3     66.0     73.3     73.5     26.7     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       17       15       17       17
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,623
COMMITMENTS
     413      160       95    1,673    2,061    2,181    2,316      442      307

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        306)
      72      -15       55      199      236      326      276      -20       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      6.1      3.6     63.8     78.6     83.1     88.3     16.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        3        3       21       24       28       29
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,124
COMMITMENTS
   1,566    1,472    1,230   36,355   36,792   39,151   39,494      973      630

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:       -124)
       0        0        0     -124     -124     -124     -124        0        0

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       26       31       31       33
 
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE           Code-06465I
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| 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 08/06/13 (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     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 08/13/13                         |
--------------------------------------------------------------| 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 08/06/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 08/13/13                         |
--------------------------------------------------------------| 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 08/06/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      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 08/13/13                         |
--------------------------------------------------------------| 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 08/06/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      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 08/13/13                         |
--------------------------------------------------------------| 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 08/06/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,350
COMMITMENTS
   1,722   11,643        0   16,522    6,345   18,244   17,988      106      362

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:         60)
      60       60        0        0        0       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     63.4      0.0     90.0     34.6     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 08/13/13                         |
--------------------------------------------------------------| 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 08/06/13 (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      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 08/13/13                         |
--------------------------------------------------------------| 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 08/06/13 (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      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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       70,048
COMMITMENTS
  13,265    1,169    2,550   53,768   66,223   69,583   69,942      465      106

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      1,485)
  -1,275        0    1,275    1,275      210    1,275    1,485      210        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      1.7      3.6     76.8     94.5     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        1       21       20       23       23
 
 
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE         Code-064A59
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,524,936
COMMITMENTS
 307,278  351,470    5,781  1211877  1167685  1524936  1524936        0        0

CHANGES FROM 08/06/13 (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
    20.2     23.0      0.4     79.5     76.6    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 08/13/13                         |
--------------------------------------------------------------| 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 08/06/13 (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     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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,308
COMMITMENTS
     126    9,652        0   46,182   36,656   46,308   46,308        0        0

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      3,825)
       0        0        0    3,825    3,825    3,825    3,825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     20.8      0.0     99.7     79.2    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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,097
COMMITMENTS
   6,619    9,702    3,612   38,866   35,783   49,097   49,097        0        0

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      1,593)
   1,215      -60       80      298    1,573    1,593    1,593        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     19.8      7.4     79.2     72.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       22       17       26       20
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,617
COMMITMENTS
       0    1,849    1,606   33,479   31,885   35,085   35,340      532      277

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      1,123)
       0        0        0    1,123    1,123    1,123    1,123        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      4.5     94.0     89.5     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       18       21       19
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,735
COMMITMENTS
       0      740      105   39,524   38,890   39,629   39,735      106        0

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      1,782)
       0      115        0    1,782    1,667    1,782    1,782        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.3     99.5     97.9     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       21       21       22       23
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       17,798
COMMITMENTS
       0        0        0   17,586   17,649   17,586   17,649      212      149

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:       -510)
       0        0        0     -510     -510     -510     -510        0        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:       20)
       0        0        0       17       13       17       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| 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 08/06/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      917,166
COMMITMENTS
       0   59,049   23,320  893,846  834,797  917,166  917,166        0        0

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      9,701)
       0        0        0    9,701    9,701    9,701    9,701        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.4      2.5     97.5     91.0    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 08/13/13                         |
--------------------------------------------------------------| 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 08/06/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      409,483
COMMITMENTS
  45,348        0        0  364,135  409,483  409,483  409,483        0        0

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      5,925)
       0        0        0    5,925    5,925    5,925    5,925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      0.0      0.0     88.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       15       17       15
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      479,972
COMMITMENTS
       0   33,943        0  479,972  446,029  479,972  479,972        0        0

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:     -1,600)
       0        0        0   -1,600   -1,600   -1,600   -1,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.1      0.0    100.0     92.9    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 08/13/13                         |
--------------------------------------------------------------| 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 08/06/13 (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      3.0      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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      401,920
COMMITMENTS
       0    9,920        0  401,920  392,000  401,920  401,920        0        0

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:     24,296)
       0        0        0   24,296   24,296   24,296   24,296        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.0    100.0     97.5    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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,858
COMMITMENTS
     507      120      245   21,655   21,916   22,407   22,281      451      577

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:       -131)
       0        0        0      -87     -126      -87     -126      -44       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.5      1.1     94.7     95.9     98.0     97.5      2.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        2       35       32       38       35
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,801
COMMITMENTS
     225      199      230   13,160   12,878   13,615   13,307      186      494

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        856)
       0      -15       13      813      858      826      856       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.4      1.7     95.4     93.3     98.7     96.4      1.3      3.6

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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,903
COMMITMENTS
     805      801      260    7,472    7,623    8,537    8,684      366      219

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        451)
       0       20      116      335      275      451      411        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      9.0      2.9     83.9     85.6     95.9     97.5      4.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       17       15       20       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,934,417
COMMITMENTS
 474,557  124,082  646,785  719,958  1073769  1841300  1844636   93,117   89,781

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:     55,199)
  -3,692    3,359   42,132   19,641   10,628   58,081   56,119   -2,882     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      6.4     33.4     37.2     55.5     95.2     95.4      4.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     141       79      156       91      109      303      295
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,824
COMMITMENTS
  59,143   15,573    1,873   59,973  106,053  120,989  123,499   38,835   36,325

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      2,485)
     878      843        0    5,693    1,779    6,571    2,622   -4,086     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      9.7      1.2     37.5     66.4     75.7     77.3     24.3     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        5        5       18       19       27       26
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,370
COMMITMENTS
   8,125    3,076    1,881   46,351   47,868   56,357   52,825    2,013    5,545

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:          7)
    -598      206     -135      740     -202        7     -131        0      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      5.3      3.2     79.4     82.0     96.6     90.5      3.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        7       16       15       25       22
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       66,240
COMMITMENTS
  15,459   16,168   18,775   28,133   26,278   62,367   61,221    3,873    5,019

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      1,734)
   3,300     -813   -4,970    2,084    5,961      414      178    1,320    1,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     24.4     28.3     42.5     39.7     94.2     92.4      5.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        8       14       15       15       30       31
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       39,308
COMMITMENTS
  27,989    2,541    2,015    6,917   33,769   36,921   38,325    2,387      983

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      1,126)
     742      245     -111      188    1,018      819    1,152      307      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.2      6.5      5.1     17.6     85.9     93.9     97.5      6.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      79       31       15       26       41      116       83
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,953
COMMITMENTS
  42,810    9,135    2,166   15,579   51,033   60,555   62,334    4,398    2,619

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        887)
    -630   -2,779      971       35    3,573      376    1,765      511     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.9     14.1      3.3     24.0     78.6     93.2     96.0      6.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      83       37       18       28       37      121       90
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      267,878
COMMITMENTS
  94,498   45,342   24,498  128,194  183,825  247,190  253,665   20,688   14,213

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      1,326)
 -11,761   -1,705      699   14,376    3,224    3,314    2,218   -1,988     -892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     16.9      9.1     47.9     68.6     92.3     94.7      7.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      63       42       42       66       91      151      154
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,698
COMMITMENTS
   8,566        0      631    2,631    9,291   11,828    9,922    3,870    5,776

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:     -1,423)
    -930        0      -23     -928   -1,872   -1,881   -1,895      458      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6      0.0      4.0     16.8     59.2     75.3     63.2     24.7     36.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        5        6       13       13       18
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,599
COMMITMENTS
       0        0        0   13,684   13,168   13,684   13,168      915    1,431

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:       -225)
       0        0        0     -300     -644     -300     -644       75      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.7     90.2     93.7     90.2      6.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       16       14       16
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,838
COMMITMENTS
   9,968        0      711    8,749   17,563   19,428   18,274    2,410    3,564

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:         96)
    -734        0      244    1,132      294      642      538     -546     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6      0.0      3.3     40.1     80.4     89.0     83.7     11.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       11       18       14       21
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,690
COMMITMENTS
   4,263   10,079    1,326    8,902    3,270   14,491   14,675      199       15

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      210      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     68.6      9.0     60.6     22.3     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        4        5        6        4       17       11
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,510
COMMITMENTS
     724    1,514      150    5,518    4,597    6,392    6,261      118      249

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        222)
     200       37        0       22      185      222      222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     23.3      2.3     84.8     70.6     98.2     96.2      1.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        1       26       22       30       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       70,917
COMMITMENTS
     872    3,307      400   69,210   67,202   70,482   70,909      435        8

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        -80)
    -150        0     -100      170       20      -80      -80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      4.7      0.6     97.6     94.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        2       40       33       46       37
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,080
COMMITMENTS
   2,466        0        8    5,552    8,042    8,026    8,050       54       30

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:         12)
       0        0        0       12      -13       12      -13        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      0.0      0.1     68.7     99.5     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       17       13       20       14
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       54,746
COMMITMENTS
     996      215        0   53,720   54,531   54,716   54,746       30        0

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      1,268)
       0      140        0    1,268    1,128    1,268    1,268        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.4      0.0     98.1     99.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        0       34       23       37       26
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,089
COMMITMENTS
     725    3,669       50   11,164    8,145   11,939   11,864      150      225

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        -25)
      25     -100        0      -50       75      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     30.3      0.4     92.3     67.4     98.8     98.1      1.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        3        2       25       19       30       24
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,456
COMMITMENTS
     956    1,166      168    4,272    4,092    5,396    5,426       60       30

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        215)
      75       45        0      140      170      215      215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     21.4      3.1     78.3     75.0     98.9     99.5      1.1      0.5

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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,744
COMMITMENTS
   1,609    3,555    1,506   28,180   26,539   31,295   31,600      449      144

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        914)
       0      129       77      856      721      933      927      -19      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     11.2      4.7     88.8     83.6     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        7        4       40       40       45       50
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,285
COMMITMENTS
     757      625      810   10,628   10,763   12,195   12,198       90       87

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        564)
      -2       90       -9      575      465      564      546        0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.1      6.6     86.5     87.6     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       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 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,539
COMMITMENTS
      75       95      125    1,054    1,139    1,254    1,359      285      180

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        135)
     -40      -60       40      100      105      100       85       35       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      6.2      8.1     68.5     74.0     81.5     88.3     18.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        4       17       17       22       22
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,212
COMMITMENTS
   4,095      300      845   10,582   14,467   15,522   15,612      690      600

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        206)
       0        0     -180      -94      -94     -274     -274      480      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      1.9      5.2     65.3     89.2     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       13       12       17       15
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,050
COMMITMENTS
   3,421    1,384      201   19,377   19,153   22,999   20,738    1,051    3,312

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:        786)
      17        0        0    1,069      827    1,086      827     -300      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      5.8      0.8     80.6     79.6     95.6     86.2      4.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        2       25       29       29       32



Updated August 16, 2013