GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,845
COMMITMENTS
   2,675    1,845    2,285   34,595   35,685   39,555   39,815      290       30

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -5,617)
     146      -60     -211   -5,528   -5,346   -5,593   -5,617      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      4.6      5.7     86.8     89.6     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        4        2       32       44       34       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,502
COMMITMENTS
     111        0        4   17,267   17,368   17,382   17,372      120      130

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,923)
    -589        0        0   -1,316   -1,910   -1,905   -1,910      -18      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     98.7     99.2     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       19       22       20       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,860
COMMITMENTS
     738      669      635    8,347    8,609    9,720    9,913    1,140      947

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,960)
     149      -96     -103   -2,074   -1,650   -2,028   -1,849       68     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      6.2      5.8     76.9     79.3     89.5     91.3     10.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        5       30       32       35       39
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,453
COMMITMENTS
     626       30      430    5,743    6,440    6,799    6,900      654      553

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,864)
     -81       30      -76   -1,755   -1,815   -1,912   -1,861       48       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.4      5.8     77.1     86.4     91.2     92.6      8.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        1        5       34       37       40       43
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,250
COMMITMENTS
     105      594      114    2,323    2,233    2,542    2,941      708      309

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,013)
       5     -171      -85     -949     -743   -1,029     -999       16      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     18.3      3.5     71.5     68.7     78.2     90.5     21.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       15       18       17       20
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,977
COMMITMENTS
      65      194       98    2,468    2,074    2,631    2,366      346      611

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -899)
     -20        0        5     -780     -970     -795     -965     -104       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      6.5      3.3     82.9     69.7     88.4     79.5     11.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       22       20       26       23
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,889
COMMITMENTS
      70       19      232    4,061    4,183    4,363    4,434      526      455

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -457)
    -146      -10       48     -298     -676     -396     -638      -61      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.4      4.7     83.1     85.6     89.2     90.7     10.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        3       24       26       27       29
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,265
COMMITMENTS
     525        0        0    8,495    9,265    9,020    9,265      245        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,520)
    -125        0        0   -1,350   -1,520   -1,475   -1,520      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      0.0     91.7    100.0     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       15       22       15
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,094
COMMITMENTS
       0    1,278      470    7,249    6,219    7,719    7,967      375      127

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -742)
       0     -252     -150     -613     -385     -763     -787       21       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.8      5.8     89.6     76.8     95.4     98.4      4.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        2       16       17       18       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,617
COMMITMENTS
     408    4,454    2,415   27,794   23,748   30,617   30,617        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -3,558)
      48     -702      178   -3,765   -3,034   -3,539   -3,558      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     14.5      7.9     90.8     77.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       28       19       30       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      316,615
COMMITMENTS
  46,297   43,013   63,011  170,407  176,972  279,714  282,996   36,901   33,619

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     11,005)
   2,170      889    3,772    2,377    8,333    8,320   12,994    2,685   -1,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     13.6     19.9     53.8     55.9     88.3     89.4     11.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      37       37       46       69       72      131      135
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,499,412
COMMITMENTS
 361,926  415,389  587,286  464,426  445,019  1413638  1447694   85,774   51,718

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     54,001)
   4,749   -7,065   36,409    9,748   24,300   50,907   53,644    3,094      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     27.7     39.2     31.0     29.7     94.3     96.6      5.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     147      110      161       76       77      316      274
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,445,582
COMMITMENTS
  92,282   39,390  497,911  850,621  903,864  1440814  1441165    4,768    4,418

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     40,781)
   3,350    2,745   22,438   15,026   15,842   40,814   41,025      -33     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.7     34.4     58.8     62.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      34       35       59       59       58      126      119
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      309,557
COMMITMENTS
  98,149   95,114   64,491  140,225  143,075  302,864  302,680    6,693    6,877

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:        681)
   3,115    6,791   -3,263    1,702   -1,607    1,553    1,921     -872   -1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     30.7     20.8     45.3     46.2     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       13       22       25       27       53       50
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       67,797
COMMITMENTS
  25,860   15,059   27,339   14,074   24,923   67,272   67,320      524      476

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      8,069)
   3,286    1,079    4,256      216    2,423    7,757    7,757      311      312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     22.2     40.3     20.8     36.8     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7       11       14       10       14       24       32
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,714,391
COMMITMENTS
 809,442   61,718  878,084  992,802  1757944  2680328  2697746   34,063   16,645

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -20,104)
  18,026    6,908   21,741  -63,983  -39,526  -24,216  -10,877    4,112   -9,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      2.3     32.3     36.6     64.8     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      37       14       43       81       78      135      122
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,008,626
COMMITMENTS
 112,279  164,511  192,313  695,494  646,817  1000086  1003641    8,540    4,985

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     48,313)
   4,076    6,661   14,472   29,420   26,862   47,968   47,995      345      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     16.3     19.1     69.0     64.1     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       19       25       40       37       68       69
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,815
COMMITMENTS
   2,240      515      430    4,025    5,620    6,695    6,565      120      250

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:        -75)
     -15       90       15      -30     -130      -30      -25      -45      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      7.6      6.3     59.1     82.5     98.2     96.3      1.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        4       12       14       19       18
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       50,827
COMMITMENTS
  11,942   10,874   15,179   23,271   24,324   50,392   50,377      435      450

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,269)
     369     -422   -1,237     -381      335   -1,249   -1,324      -20       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     21.4     29.9     45.8     47.9     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      14       17       24       17       15       44       43
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,622
COMMITMENTS
   5,952    6,172    3,400    7,090    6,595   16,442   16,167      180      455

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -2,150)
    -350     -175     -575   -1,055   -1,320   -1,980   -2,070     -170      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8     37.1     20.5     42.7     39.7     98.9     97.3      1.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       14       20       11       11       32       33
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,800
COMMITMENTS
   3,013      299    1,880   23,593   26,402   28,486   28,580      314      220

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -4,194)
     252     -532     -233   -4,225   -3,401   -4,206   -4,166       12      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      1.0      6.5     81.9     91.7     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15        1        9       31       41       46       51
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,377
COMMITMENTS
      30        0       41    1,638    1,760    1,709    1,801      668      576

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -423)
     -52        0       11     -328     -374     -369     -363      -54      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      1.7     68.9     74.0     71.9     75.8     28.1     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        2       17       17       19       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,573
COMMITMENTS
     271      159       70      704      931    1,045    1,160      528      413

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -492)
       1      -83      -10     -397     -460     -406     -553      -86       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     10.1      4.5     44.8     59.2     66.4     73.7     33.6     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        3        2       16       16       21       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       92,133
COMMITMENTS
   2,208    1,596    5,930   81,026   82,092   89,164   89,618    2,968    2,514

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -5,366)
    -246     -168     -328   -4,709   -4,819   -5,283   -5,315      -84      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.7      6.4     87.9     89.1     96.8     97.3      3.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        6       30       31       37       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,001
COMMITMENTS
   2,150        0    1,050   10,692   13,206   13,892   14,256    1,109      745

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -948)
      24        0     -124     -853     -725     -953     -849        5      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      0.0      7.0     71.3     88.0     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       18       13       21       16
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        6,136
COMMITMENTS
       0    1,024        0    5,230    4,208    5,230    5,232      906      904

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -356)
       0      -74        0     -292     -232     -292     -306      -64      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.7      0.0     85.2     68.6     85.2     85.3     14.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       17       13       17       15
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,025
COMMITMENTS
   1,098      360    1,170    8,083    8,983   10,351   10,513      674      512

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -417)
    -154      -40      206     -455     -551     -403     -385      -14      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      3.3     10.6     73.3     81.5     93.9     95.4      6.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       17       19       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       16,498
COMMITMENTS
     270      516    1,414   13,140   13,614   14,824   15,544    1,674      954

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -926)
     -30        4      -24     -727     -881     -781     -901     -145      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      3.1      8.6     79.6     82.5     89.9     94.2     10.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       23       22       26       24
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,493
COMMITMENTS
     128        0        0   42,365   42,493   42,493   42,493        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -3,879)
     -42        0        0   -3,837   -3,879   -3,879   -3,879        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       21       17       22       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      738,036
COMMITMENTS
       0        0        0  738,036  738,036  738,036  738,036        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -41,240)
       0        0        0  -41,240  -41,240  -41,240  -41,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       28)
       0        0        0       22       17       22       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,528
COMMITMENTS
     790        0        0   52,483   53,484   53,273   53,484      255       44

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -3,885)
     -84        0        0   -3,801   -3,864   -3,885   -3,864        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     98.0     99.9     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       15       24       16       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      709,149
COMMITMENTS
       0        0        0  709,149  709,149  709,149  709,149        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -58,201)
       0        0        0  -58,201  -58,201  -58,201  -58,201        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       31)
       0        0        0       17       19       17       19
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,419
COMMITMENTS
   5,975    1,121      110   44,079   49,188   50,164   50,419      255        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -2,304)
    -420      105     -210   -1,674   -2,199   -2,304   -2,304        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      2.2      0.2     87.4     97.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       22       17       25       19
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,194,952
COMMITMENTS
  17,566  215,900    5,781  1171605  973,271  1194952  1194952        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -38,995)
  -4,070   66,820        0  -34,925 -105,815  -38,995  -38,995        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     18.1      0.5     98.0     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        1       23       24       26       28
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,481
COMMITMENTS
       0    5,855        0   33,481   27,626   33,481   33,481        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -739)
       0     -210        0     -739     -529     -739     -739        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.5      0.0    100.0     82.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       15       16       15       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,682
COMMITMENTS
   2,515        0    3,665   12,502   15,017   18,682   18,682        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,470)
    -315        0     -105   -1,050   -1,365   -1,470   -1,470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.0     19.6     66.9     80.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2        9       13       11       15
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,639
COMMITMENTS
       0      896      680   17,405   16,550   18,085   18,126      554      513

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      1,349)
    -384      896     -384    2,138      879    1,370    1,391      -21      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      3.6     93.4     88.8     97.0     97.2      3.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       14       16       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       25,030
COMMITMENTS
       0      960        0   24,838   24,070   24,838   25,030      192        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -780)
       0     -147        0     -759     -633     -759     -780      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      0.0     99.2     96.2     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       14       17       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      445,361
COMMITMENTS
       0    9,333   19,947  425,414  416,081  445,361  445,361        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -38,258)
       0     -814   -1,221  -37,037  -36,223  -38,258  -38,258        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      4.5     95.5     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       15       11       16       13
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      882,213
COMMITMENTS
       0   90,015   23,320  858,893  768,878  882,213  882,213        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -40,159)
       0   -6,105        0  -40,159  -34,054  -40,159  -40,159        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.2      2.6     97.4     87.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       17       21       18       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      587,414
COMMITMENTS
 182,381  118,142   14,658  390,375  454,614  587,414  587,414        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     14,240)
  45,986    4,884   -4,884  -26,862   14,240   14,240   14,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     20.1      2.5     66.5     77.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       14       15       18       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      250,627
COMMITMENTS
       0   48,597        0  250,627  202,030  250,627  250,627        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      6,943)
       0   11,283        0    6,943   -4,340    6,943    6,943        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.4      0.0    100.0     80.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       12       16       14
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,736
COMMITMENTS
     103       74       90    4,535    4,560    4,728    4,724        8       12

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:        -39)
       2       -2       -2      -38      -34      -39      -38        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      1.6      1.9     95.7     96.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       18       19       21       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,375
COMMITMENTS
     351        0      120   29,447   30,032   29,918   30,152      457      223

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      1,011)
       0        0        0      986      922      986      922       25       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.4     96.9     98.9     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        0        1       37       37       39       38
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,834
COMMITMENTS
     855        0        0    4,849    5,321    5,704    5,321      130      513

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -610)
    -350        0      -16     -294     -848     -660     -864       50      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      0.0      0.0     83.1     91.2     97.8     91.2      2.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       14       15       16       15
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,812
COMMITMENTS
     410      530       30   11,054   10,814   11,494   11,374      318      438

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,058)
     -15      -55        5     -992     -862   -1,002     -912      -56     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      4.5      0.3     93.6     91.6     97.3     96.3      2.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        1       22       15       24       19
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,059
COMMITMENTS
   1,125      345      155    7,429    8,127    8,709    8,627      350      432

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,629)
    -387       24      -94   -1,088   -1,579   -1,569   -1,649      -60       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      3.8      1.7     82.0     89.7     96.1     95.2      3.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       17       16       20       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,482,609
COMMITMENTS
 391,386   99,197  988,738  1005756  1298783  2385880  2386718   96,729   95,892

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     72,726)
   5,717    1,269   42,189   18,276   30,583   66,183   74,041    6,543   -1,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      4.0     39.8     40.5     52.3     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     176       98      219       98      110      370      350
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      102,693
COMMITMENTS
   1,928   13,607   24,931   75,523   63,045  102,383  101,584      310    1,109

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:        382)
    -590    2,823     -751    1,702   -1,654      360      417       22      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     13.3     24.3     73.5     61.4     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        8        9       16       18       26       28
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      167,827
COMMITMENTS
  62,557    8,769      273   61,404  108,889  124,234  117,931   43,593   49,896

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -10,675)
  -4,135   -3,851       23   -7,362   -6,507  -11,474  -10,335      799     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3      5.2      0.2     36.6     64.9     74.0     70.3     26.0     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        3        2       16       18       23       21
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,671
COMMITMENTS
   6,351    1,393    5,222   16,983   22,187   28,555   28,801    1,116      870

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      1,377)
     257      171      288      783      964    1,328    1,424       49      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      4.7     17.6     57.2     74.8     96.2     97.1      3.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        5       10       15       15       28       27
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      243,336
COMMITMENTS
  11,904    1,775   37,312  187,282  196,667  236,499  235,755    6,838    7,581

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -7,118)
  -3,939   -3,214      109   -5,193   -3,977   -9,022   -7,081    1,904      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.7     15.3     77.0     80.8     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        4       11       29       29       40       40
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       69,935
COMMITMENTS
  10,565    2,400    4,877   51,158   55,414   66,600   62,691    3,335    7,244

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,766)
     751        0   -1,342     -985     -334   -1,576   -1,676     -190      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      3.4      7.0     73.2     79.2     95.2     89.6      4.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        3        6       16       15       25       21
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,455
COMMITMENTS
   4,835    6,988    3,337   41,262   37,646   49,434   47,971    2,021    3,484

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      1,639)
     242        0   -1,029    2,346    2,505    1,559    1,476       80      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     13.6      6.5     80.2     73.2     96.1     93.2      3.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        5        4       15       13       19       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,857
COMMITMENTS
  10,894   15,670   23,996   24,155   18,676   59,046   58,342    2,811    3,515

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      1,386)
     363      343      858      594      452    1,816    1,653     -430     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     25.3     38.8     39.1     30.2     95.5     94.3      4.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        7       20       13       14       34       34
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,271
COMMITMENTS
   1,525      552        9    2,549    3,608    4,083    4,168      187      102

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -317)
     142     -162        9     -478     -158     -327     -311       11       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     12.9      0.2     59.7     84.5     95.6     97.6      4.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        6        2       13       13       21       20
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       71,153
COMMITMENTS
   2,019    1,877    2,011   55,924   58,879   59,954   62,767   11,199    8,386

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:         -5)
  -1,228    1,738     -351     -456   -1,852   -2,035     -465    2,030      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.6      2.8     78.6     82.8     84.3     88.2     15.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        3       17       18       21       21
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,362
COMMITMENTS
   5,462   11,036    7,299   16,940   12,434   29,701   30,768    1,661      594

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -738)
    -125       82     -443     -484     -369   -1,053     -731      315       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     35.2     23.3     54.0     39.6     94.7     98.1      5.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        6        4       14       11       25       17
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       45,947
COMMITMENTS
  31,337    2,840    3,383    8,473   38,682   43,193   44,905    2,754    1,042

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      2,647)
   1,621     -115      480      405    2,117    2,506    2,481      141      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.2      6.2      7.4     18.4     84.2     94.0     97.7      6.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
     107       29       16       27       39      144       80
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,782
COMMITMENTS
  45,974    8,558      980   12,840   55,152   59,794   64,690    6,988    2,092

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,658)
   1,613       58     -246   -3,126   -1,071   -1,759   -1,259      101     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.8     12.8      1.5     19.2     82.6     89.5     96.9     10.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
     109       27       19       30       36      143       79
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      327,933
COMMITMENTS
 109,848   25,791   46,005  148,109  242,960  303,962  314,756   23,971   13,176

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -13,298)
  -1,601     -541      121  -11,477  -12,055  -12,957  -12,476     -341     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      7.9     14.0     45.2     74.1     92.7     96.0      7.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      80       34       53       82       95      188      160
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       12,139
COMMITMENTS
   5,065    8,981      634    6,265    2,520   11,964   12,135      175        4

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,231)
    -625    1,385     -925      315   -1,691   -1,235   -1,231        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7     74.0      5.2     51.6     20.8     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        4        7        5       16       11
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,709
COMMITMENTS
   2,470      464    1,844   15,344   17,375   19,659   19,684       50       25

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:        -98)
      -6        5      -52      -40       51      -98        4       -0     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      2.4      9.4     77.9     88.2     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        3       10       14       15       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,337
COMMITMENTS
     182    2,229      495    6,540    4,349    7,217    7,073      120      264

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -529)
    -247     -239      252     -517     -412     -512     -399      -17     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     30.4      6.7     89.1     59.3     98.4     96.4      1.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        4       20       19       26       24
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,764
COMMITMENTS
   1,170    6,689      836   43,779   39,172   45,785   46,697      979       67

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -9,224)
    -482    3,044   -2,178   -6,881  -10,095   -9,541   -9,229      317        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     14.3      1.8     93.6     83.8     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        5        2       31       29       35       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       43,800
COMMITMENTS
   1,358    3,366      200   42,065   40,234   43,623   43,800      177        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      4,350)
    -182     -731       75    4,444    5,006    4,337    4,350       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      7.7      0.5     96.0     91.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        1       26       16       31       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,724
COMMITMENTS
   1,860    5,354       75   10,789    7,295   12,724   12,724        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -1,370)
    -325     -775       25   -1,070     -620   -1,370   -1,370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     42.1      0.6     84.8     57.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        3        2       24       17       31       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,303
COMMITMENTS
   2,724    6,456    2,750   33,588   29,972   39,062   39,178      241      125

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -4,043)
     -13      -29   -1,643   -2,444   -2,403   -4,100   -4,075       57       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     16.4      7.0     85.5     76.3     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        9       10       42       36       54       51
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,524
COMMITMENTS
     718      225        0    6,500    6,984    7,218    7,209      306      315

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:         37)
      -2      -64        0       73      140       71       76      -34      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      3.0      0.0     86.4     92.8     95.9     95.8      4.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       13       13       16       14
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,851
COMMITMENTS
   2,052      773      204    8,451    9,604   10,707   10,581      144      270

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -3,421)
      38     -316     -184   -3,284   -2,991   -3,430   -3,491        9       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      7.1      1.9     77.9     88.5     98.7     97.5      1.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        6        1       23       25       29       32
 
 
FAME BIODIESEL V GASOIL SPR SP - NEW YORK MERCANTILE EXCHANGE        Code-869654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,960
COMMITMENTS
     770      340      280    1,870    2,040    2,920    2,660       40      300

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:       -415)
     -20      -55      -60     -305     -270     -385     -385      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     11.5      9.5     63.2     68.9     98.6     89.9      1.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        4        4        6       11       12       17
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,927
COMMITMENTS
   1,684      727    1,459   24,115   24,133   27,258   26,319    3,669    4,608

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -6,869)
  -2,507        8     -150   -5,323   -7,398   -7,980   -7,540    1,111      671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.4      4.7     78.0     78.0     88.1     85.1     11.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        3       17       21       22       26
 

Updated April 5, 2013