IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      165,493
COMMITMENTS
  16,493    4,620    3,980  145,020  156,893  165,493  165,493        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        278)
     376        0      -18      -80      296      278      278        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      2.8      2.4     87.6     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        1        6       10       10       18       17
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,442
COMMITMENTS
   4,595    1,069      100   32,571   36,121   37,266   37,290      176      152

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,594)
      50     -172        0    2,549    2,751    2,599    2,579       -5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      2.9      0.3     87.0     96.5     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        6        1       33       43       36       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,241
COMMITMENTS
       0        0        0   13,135   13,143   13,135   13,143      106       98

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        142)
       0        0        0      142      154      142      154        0      -12

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       26       21       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,497
COMMITMENTS
     436      426      135    9,739    9,737   10,310   10,298    1,187    1,199

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         90)
      12        3       45       35       49       92       97       -2       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      3.7      1.2     84.7     84.7     89.7     89.6     10.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       32       32       35       36
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,315
COMMITMENTS
     483    1,425      365    6,727    5,699    7,575    7,489      740      826

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        697)
      19      144      137      508      346      664      627       33       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     17.1      4.4     80.9     68.5     91.1     90.1      8.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        3        5       42       40       47       47
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,137
COMMITMENTS
       0      159      109    2,398    2,561    2,507    2,829      630      308

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        115)
       0      -20        0       90      140       90      120       25       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      3.5     76.4     81.6     79.9     90.2     20.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       18       23       19
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,685
COMMITMENTS
      40      152       11    1,957    2,057    2,008    2,220      677      465

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         80)
       0       35        0       40      -15       40       20       40       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      5.7      0.4     72.9     76.6     74.8     82.7     25.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       23       20       25       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,459
COMMITMENTS
     416      214      179    4,315    4,536    4,910    4,929      549      530

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        172)
       2       10       50       80      125      132      185       40      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      3.9      3.3     79.0     83.1     89.9     90.3     10.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        1        4       33       38       38       42
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,574
COMMITMENTS
       0       40        0   10,494   10,534   10,494   10,574       80        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,039)
       0       40        0    1,039      999    1,039    1,039        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0     99.2     99.6     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       15       14       15       15
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,884
COMMITMENTS
      49      201       97    9,227    9,201    9,373    9,499      511      385

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -218)
     -61      -20        0     -193     -161     -254     -181       36      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.0      1.0     93.4     93.1     94.8     96.1      5.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       24       23       26       26
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,061
COMMITMENTS
     161       35       40    2,775    2,886    2,976    2,961       85      100

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        210)
       0      -30       10      200      230      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.1      1.3     90.7     94.3     97.2     96.7      2.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       16       17       19       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,378
COMMITMENTS
       0    4,994        0   28,093   23,364   28,093   28,358      285       20

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,569)
       0      250        0    1,569    1,319    1,569    1,569        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.6      0.0     99.0     82.3     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       38       20       38       21
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,775
COMMITMENTS
       0      402       79    4,232    4,061    4,311    4,542      464      233

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        293)
       0       50        2      271      241      273      293       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.4      1.7     88.6     85.0     90.3     95.1      9.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        1       23       18       24       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      288,275
COMMITMENTS
  74,164   60,155   28,533  141,825  176,759  244,522  265,447   43,753   22,828

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    -16,785)
     640   -3,807   -3,031  -14,704   -6,609  -17,095  -13,447      310   -3,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     20.9      9.9     49.2     61.3     84.8     92.1     15.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      46       24       38       78       76      146      118
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,889
COMMITMENTS
   1,317    1,501      350   11,265   11,154   12,932   13,005    2,957    2,884

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,517)
     100      152      350    1,246    1,020    1,696    1,522     -179       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      9.4      2.2     70.9     70.2     81.4     81.8     18.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       20       19       22       23
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,328,438
COMMITMENTS
 285,830  422,213  486,859  495,863  378,021  1268552  1287093   59,886   41,345

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    -34,797)
 -10,315   -8,804  -18,753   -2,154   -3,514  -31,222  -31,071   -3,575   -3,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     31.8     36.6     37.3     28.5     95.5     96.9      4.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     100      109      141       69       66      256      251
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      394,325
COMMITMENTS
 114,537   87,482   91,829  179,324  212,148  385,690  391,459    8,635    2,866

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     11,344)
  -1,611    2,135    1,779    9,775    7,926    9,943   11,840    1,401     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     22.2     23.3     45.5     53.8     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       14       30       31       33       65       64
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       28,650
COMMITMENTS
   9,025    8,658    4,093   13,255   13,634   26,373   26,385    2,277    2,265

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      4,721)
   3,473    2,472     -736    2,453    3,982    5,190    5,718     -469     -997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     30.2     14.3     46.3     47.6     92.1     92.1      7.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        7        8        9        8       22       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,739,204
COMMITMENTS
 952,873   82,418  731,252  1019118  1906912  2703243  2720582   35,961   18,622

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     44,946)
  15,358      -32    3,429   26,777   38,808   45,564   42,205     -618    2,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      3.0     26.7     37.2     69.6     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      40       14       47       89       85      143      136
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      984,248
COMMITMENTS
  52,470  209,749  242,843  685,362  528,493  980,675  981,085    3,573    3,163

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     19,963)
  11,413    9,793     -271    7,101   10,505   18,243   20,027    1,720      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     21.3     24.7     69.6     53.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      16       31       33       42       42       78       86
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,885
COMMITMENTS
   1,695      745      795    5,160    5,905    7,650    7,445      235      440

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        -95)
    -170      240       85      -25     -435     -110     -110       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      9.4     10.1     65.4     74.9     97.0     94.4      3.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        3       15       15       20       18
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       11,646
COMMITMENTS
   1,185    1,647    1,215    9,075    8,784   11,475   11,646      171        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -548)
     376      161     -210     -699     -491     -533     -540      -15       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     14.1     10.4     77.9     75.4     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       17       16       20       19
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       75,231
COMMITMENTS
  23,728   16,084   23,683   26,791   34,489   74,202   74,256    1,029      975

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -234)
     191      336     -518      228      118      -99      -64     -135     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     21.4     31.5     35.6     45.8     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      18       15       30       16       15       47       47
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       27,117
COMMITMENTS
   6,502   13,700    4,997   14,880    8,175   26,379   26,872      738      245

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        805)
     324     -191       11      655    1,140      990      960     -185     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     50.5     18.4     54.9     30.1     97.3     99.1      2.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       20       20       12       11       34       37
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       32,663
COMMITMENTS
     718      762    1,004   30,587   30,703   32,309   32,469      354      194

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,280)
    -410      124       98    1,546    1,041    1,234    1,263       46       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      2.3      3.1     93.6     94.0     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        3        7       37       47       46       57
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,342
COMMITMENTS
       0      126       12    1,781    1,585    1,793    1,723      549      619

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         31)
       0        6      -11       45       19       34       14       -3       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      0.5     76.0     67.7     76.6     73.6     23.4     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       20       17       22       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,816
COMMITMENTS
     131        0       27    1,208    1,216    1,366    1,243      450      573

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        103)
       2        0        0      140      106      142      106      -39       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      1.5     66.5     67.0     75.2     68.4     24.8     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       18       18       20       19
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,019
COMMITMENTS
     469      207       95    2,068    2,467    2,632    2,769      387      250

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         58)
     -22       47        0      105       48       83       95      -25      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      6.9      3.1     68.5     81.7     87.2     91.7     12.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        3       27       30       33       36
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,398
COMMITMENTS
   1,566    1,472    1,230   36,618   37,066   39,414   39,768      984      630

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          4)
       0        0        0       -7        4       -7        4       11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      3.6      3.0     90.6     91.8     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 08/27/13                         |
--------------------------------------------------------------| 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 08/20/13 (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 08/27/13                         |
--------------------------------------------------------------| 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 08/20/13 (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 08/27/13                         |
--------------------------------------------------------------| 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   11,624   11,879   13,072   13,769    1,559      862

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -11        0      -11        0       11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      4.0      8.9     79.4     81.2     89.3     94.1     10.7      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 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,958
COMMITMENTS
     343      443        0   34,615   34,515   34,958   34,958        0        0

CHANGES FROM 08/20/13 (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 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      693,844
COMMITMENTS
   4,680    4,680        0  689,164  689,164  693,844  693,844        0        0

CHANGES FROM 08/20/13 (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 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       19,725
COMMITMENTS
   1,722   11,743        0   17,897    7,620   19,619   19,363      106      362

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     59.5      0.0     90.7     38.6     99.5     98.2      0.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       12       10       14       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| 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 08/20/13 (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 08/27/13                         |
--------------------------------------------------------------| 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 08/20/13 (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 08/27/13                         |
--------------------------------------------------------------| 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   53,978   66,223   69,793   69,942      255      106

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      1.7      3.6     77.1     94.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        1       22       20       24       23
 
 
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE         Code-064A59
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,534,571
COMMITMENTS
 307,278  351,470    5,781  1221512  1177320  1534571  1534571        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     22.9      0.4     79.6     76.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        1       25       26       27       31
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,179
COMMITMENTS
       0    2,550      484   21,695   18,742   22,179   21,776        0      403

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        200)
       0      200        0      200        0      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.5      2.2     97.8     84.5    100.0     98.2      0.0      1.8

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 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,883
COMMITMENTS
     126    9,652        0   47,757   38,231   47,883   47,883        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     20.2      0.0     99.7     79.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       17       19       18       20
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,664
COMMITMENTS
   6,619    9,602    3,712   38,333   35,350   48,664   48,664        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     19.7      7.6     78.8     72.6    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 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,714
COMMITMENTS
       0    1,849    1,606   35,576   34,237   37,182   37,692      532       22

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,364)
       0        0        0    1,364    1,364    1,364    1,364        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      4.3     94.3     90.8     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       19       21       20
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,345
COMMITMENTS
       0      640      205   42,034   41,500   42,239   42,345      106        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,470)
       0        0        0    2,470    2,470    2,470    2,470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.5     99.3     98.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        2       22       21       24       23
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,463
COMMITMENTS
       0        0        0   18,251   18,314   18,251   18,314      212      149

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        115)
       0        0        0      115      115      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9     99.2     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       14       17       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| 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 08/20/13 (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 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      920,366
COMMITMENTS
       0   59,049   23,320  897,046  837,997  920,366  920,366        0        0

CHANGES FROM 08/20/13 (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      6.4      2.5     97.5     91.1    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 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,141,597
COMMITMENTS
 318,439  521,454    6,306  816,852  613,837  1141597  1141597        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     45.7      0.6     71.6     53.8    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 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      502,741
COMMITMENTS
  45,348   28,080        0  457,393  474,661  502,741  502,741        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      9,050)
       0        0        0    9,050    9,050    9,050    9,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      5.6      0.0     91.0     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       17       19       18
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      490,237
COMMITMENTS
       0   33,943        0  490,237  456,294  490,237  490,237        0        0

CHANGES FROM 08/20/13 (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      6.9      0.0    100.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       20       20       20       22
 
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A85
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      295,959
COMMITMENTS
       0    8,617        0  295,959  287,342  295,959  295,959        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     10,605)
       0        0        0   10,605   10,605   10,605   10,605        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      0.0    100.0     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       11       16       13
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      427,240
COMMITMENTS
       0    9,920        0  427,240  417,320  427,240  427,240        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     25,320)
       0        0        0   25,320   25,320   25,320   25,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      0.0    100.0     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       12       17       13
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,606
COMMITMENTS
     507      120      125   22,487   22,626   23,119   22,871      487      735

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        455)
       0        0        0      431      429      431      429       24       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.5      0.5     95.3     95.8     97.9     96.9      2.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        1       34       32       36       34
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,025
COMMITMENTS
     225      379      148   14,483   14,022   14,856   14,549      169      476

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        379)
       0      189     -170      542      358      372      377        7        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      2.5      1.0     96.4     93.3     98.9     96.8      1.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       29       21       31       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,138
COMMITMENTS
     805      861      230    7,737    7,828    8,772    8,919      366      219

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        165)
       0       75      -30      195      120      165      165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      9.4      2.5     84.7     85.7     96.0     97.6      4.0      2.4

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 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,855,284
COMMITMENTS
 471,493  126,363  620,317  660,743  1026734  1752553  1773414  102,731   81,870

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     19,917)
   1,346    1,593    6,799    6,860   16,579   15,005   24,971    4,912   -5,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      6.8     33.4     35.6     55.3     94.5     95.6      5.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     139       82      144       90      111      299      288
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      164,358
COMMITMENTS
  61,013   17,342    1,333   56,730  108,453  119,076  127,128   45,282   37,230

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,238)
   1,129    1,239     -663    2,256    1,428    2,722    2,004     -484      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     10.6      0.8     34.5     66.0     72.4     77.3     27.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        5        4       17       18       26       24
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,580
COMMITMENTS
   2,102    2,172      727   42,343   39,007   45,172   41,906    2,408    5,674

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -304)
    -256      300       66     -339     -882     -529     -516      225      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      4.6      1.5     89.0     82.0     94.9     88.1      5.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       15       14       20       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,553
COMMITMENTS
  19,534   14,537   15,281   24,192   28,997   59,007   58,815    3,546    3,738

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,997)
   1,633      875      720      606    1,811    2,959    3,406       38     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     23.2     24.4     38.7     46.4     94.3     94.0      5.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        8       12       14       13       27       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       37,753
COMMITMENTS
  28,143    2,319    1,448    5,722   33,076   35,313   36,843    2,440      910

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     -1,638)
    -275     -174     -623     -651     -884   -1,549   -1,681      -89       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.5      6.1      3.8     15.2     87.6     93.5     97.6      6.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      75       29       14       31       40      116       79
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,996
COMMITMENTS
  44,432    6,701    2,231   15,001   55,644   61,664   64,576    5,332    2,420

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,286)
     337   -1,448      -76      302    3,002      563    1,478      723     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3     10.0      3.3     22.4     83.1     92.0     96.4      8.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      83       22       13       28       38      118       73
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      277,289
COMMITMENTS
  97,628   43,299   24,399  131,516  195,447  253,543  263,145   23,746   14,144

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,272)
   1,857   -2,170    1,681   -2,709    3,858      829    3,369    1,443   -1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     15.6      8.8     47.4     70.5     91.4     94.9      8.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      67       37       41       72       89      162      150
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,521
COMMITMENTS
   8,879        0      623    3,209   10,400   12,711   11,023    3,810    5,498

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        417)
     310        0       -8       25      320      327      312       90      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.7      0.0      3.8     19.4     63.0     76.9     66.7     23.1     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        0        4        7       14       14       18
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,288
COMMITMENTS
       0        0        0   14,718   13,639   14,718   13,639      570    1,649

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        427)
       0        0        0      592      104      592      104     -165      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.3     89.2     96.3     89.2      3.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       16       15       16
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        8,760
COMMITMENTS
       0      150      150    6,437    6,685    6,587    6,985    2,173    1,775

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      1.7     73.5     76.3     75.2     79.7     24.8     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       16       18       17
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,235
COMMITMENTS
  10,529        0      849    8,472   17,370   19,850   18,219    2,385    4,016

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        297)
     595        0      -95     -178      -60      322     -155      -25      452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4      0.0      3.8     38.1     78.1     89.3     81.9     10.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        2       10       18       13       20
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,953
COMMITMENTS
   4,528    9,845    1,386    8,834    3,692   14,748   14,923      205       30

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        -46)
     -35     -209       45      -62      118      -52      -46        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     65.8      9.3     59.1     24.7     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4        5        6        5       16       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,871
COMMITMENTS
     937    1,736      158    6,679    5,728    7,774    7,622       97      249

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,260)
      71      102       50    1,160    1,108    1,281    1,260      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     22.1      2.0     84.9     72.8     98.8     96.8      1.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        2       26       24       31       28
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       76,944
COMMITMENTS
   1,047    3,157      350   75,094   73,429   76,491   76,936      453        8

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,354)
      50     -100      -50    2,354    2,504    2,354    2,354        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      4.1      0.5     97.6     95.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        3        2       42       34       49       37
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,714
COMMITMENTS
   2,976        0      158    7,526   10,526   10,660   10,684       54       30

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,099)
     135        0      133    1,831    1,966    2,099    2,099        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      0.0      1.5     70.2     98.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        2       17       13       20       15
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,936
COMMITMENTS
     986      215        0   52,915   53,706   53,901   53,921       35       15

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -785)
     -10        0        0     -715     -800     -725     -800      -60       15

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:       39)
       3        2        0       33       23       36       25
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,139
COMMITMENTS
     700    3,394       75   11,214    8,445   11,989   11,914      150      225

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        200)
     -25      -25       25      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     28.0      0.6     92.4     69.6     98.8     98.1      1.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        3       25       22       30       27
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,764
COMMITMENTS
   1,067    1,166      168    4,445    4,400    5,680    5,734       84       30

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        257)
     161        0        0       72      257      233      257       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     20.2      2.9     77.1     76.3     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       12       12       15       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,025
COMMITMENTS
   1,545    4,801    1,289   30,877   27,785   33,711   33,875      314      150

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        545)
       0      856      -51      731     -266      680      539     -135        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     14.1      3.8     90.7     81.7     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        8        5       41       40       47       51
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,124
COMMITMENTS
     802    1,158      423   10,749   10,456   11,974   12,037      150       87

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          9)
       0       80        0      -51      -41      -51       39       60      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      9.6      3.5     88.7     86.2     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        5        4       28       33       33       40
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,337
COMMITMENTS
     385      100       70    1,627    1,957    2,082    2,127      255      210

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        300)
     270        0      -40      110      330      340      290      -40       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      4.3      3.0     69.6     83.7     89.1     91.0     10.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        2       21       19       26       22
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,626
COMMITMENTS
   4,095      300      845   11,236   15,121   16,176   16,266      450      360

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        414)
       0        0        0      474      474      474      474      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      1.8      5.1     67.6     90.9     97.3     97.8      2.7      2.2

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 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,627
COMMITMENTS
   3,272    1,208      202   21,344   20,275   24,818   21,685      809    3,942

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        982)
       0     -176        1    1,131      861    1,132      686     -150      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      4.7      0.8     83.3     79.1     96.8     84.6      3.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        3       25       29       30       32



Updated August 30, 2013