GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,431
COMMITMENTS
   3,167    2,291    3,044   39,664   40,847   45,875   46,182      556      249

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      3,267)
     411      422      145    2,435    2,486    2,991    3,053      276      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      4.9      6.6     85.4     88.0     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        5        3       34       47       37       53
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,146
COMMITMENTS
     108       75      182   18,700   18,759   18,990   19,016      156      130

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        107)
      47       75      -22       59       54       84      107       23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.4      1.0     97.7     98.0     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       19       24       21       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,677
COMMITMENTS
     871      719      699    8,768    9,134   10,338   10,552    1,339    1,125

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        157)
       3       46     -122      200      147       81       71       76       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      6.2      6.0     75.1     78.2     88.5     90.4     11.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        5       31       32       36       39
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,246
COMMITMENTS
     501       35      733    7,330    7,900    8,564    8,668      682      578

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        639)
     -69       30      203      467      440      601      673       38      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.4      7.9     79.3     85.4     92.6     93.7      7.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        2        8       42       42       52       50
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,427
COMMITMENTS
     105      622      105    2,599    2,363    2,809    3,090      618      337

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:         26)
       0       13      -10       30       20       20       23        6        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     18.1      3.1     75.8     69.0     82.0     90.2     18.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       17       21       19       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,313
COMMITMENTS
      65      199      106    2,727    2,362    2,898    2,667      415      646

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        257)
       0       15      -12      284      269      272      272      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      6.0      3.2     82.3     71.3     87.5     80.5     12.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        3       24       22       28       25
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,112
COMMITMENTS
     202       75      333    4,883    5,411    5,418    5,819      694      293

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        418)
     144       75      -50      369      395      463      420      -45       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.2      5.4     79.9     88.5     88.6     95.2     11.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        5       27       31       32       36
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,011
COMMITMENTS
     740    1,051        0   10,116    9,945   10,856   10,996      155       15

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        675)
      35      455        0      730      250      765      705      -90      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      9.5      0.0     91.9     90.3     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       23       16       24       17
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,014
COMMITMENTS
       0    1,916      280    9,359    7,701    9,639    9,897      375      117

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        668)
       0      258     -190      858      604      668      672        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.1      2.8     93.5     76.9     96.3     98.8      3.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        2       19       21       21       25
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,480
COMMITMENTS
     155      340        0    1,095      978    1,250    1,318      230      162

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     23.0      0.0     74.0     66.1     84.5     89.1     15.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        0       13       12       15       14
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,235
COMMITMENTS
     648    4,818    2,301   31,286   27,116   34,235   34,235        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,470)
    -288      425        0    1,758    1,045    1,470    1,470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     14.1      6.7     91.4     79.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       28       20       30       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      335,923
COMMITMENTS
  35,914   57,783   73,763  193,982  167,337  303,658  298,883   32,265   37,040

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     12,359)
  -4,335    7,341    7,065    9,540   -2,511   12,270   11,895       89      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     17.2     22.0     57.7     49.8     90.4     89.0      9.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      34       47       51       70       76      137      146
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,627,850
COMMITMENTS
 372,302  423,074  652,648  513,647  503,193  1538597  1578915   89,252   48,934

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     12,037)
  -1,007   -5,098    3,417    9,160   11,821   11,570   10,140      467    1,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     26.0     40.1     31.6     30.9     94.5     97.0      5.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     165      109      165       78       79      334      281
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,650,363
COMMITMENTS
 105,695   43,862  617,761  922,240  986,887  1645695  1648509    4,667    1,853

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     47,837)
   1,154   -4,956   39,818    7,711   14,988   48,682   49,850     -845   -2,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.7     37.4     55.9     59.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      41       34       64       64       62      136      129
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      365,624
COMMITMENTS
 103,916   87,433   91,110  162,975  181,366  358,001  359,909    7,623    5,715

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     19,029)
   2,838     -544    6,094   10,214   14,446   19,146   19,996     -117     -967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     23.9     24.9     44.6     49.6     97.9     98.4      2.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       13       24       30       33       59       58
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       86,973
COMMITMENTS
  31,083   19,814   39,104   16,257   27,782   86,444   86,700      529      273

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      2,138)
   1,087    1,739      637      389     -226    2,113    2,149       25      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     22.8     45.0     18.7     31.9     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       15       22       14       17       36       40
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,939,271
COMMITMENTS
 912,737   74,929  912,972  1079048  1931715  2904757  2919616   34,514   19,655

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     64,444)
  28,630      710   12,997   24,090   50,671   65,717   64,378   -1,273       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1      2.5     31.1     36.7     65.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      40       16       54       87       81      148      137
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,122,847
COMMITMENTS
  84,088  165,530  281,328  752,058  670,314  1117474  1117172    5,373    5,675

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     50,607)
 -24,959   -7,729   49,653   25,589    8,586   50,283   50,510      324       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     14.7     25.1     67.0     59.7     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16       23       32       41       38       75       75
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,285
COMMITMENTS
   2,640      440      415    3,895    6,285    6,950    7,140      335      145

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        260)
     135        0        0      130      335      265      335       -5      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2      6.0      5.7     53.5     86.3     95.4     98.0      4.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        2        3       11       13       18       16
 
 
POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-024653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       20,657
COMMITMENTS
   1,100      662    5,374   14,006   14,486   20,480   20,522      176      135

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        740)
     180       -2      106      455      637      741      740       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      3.2     26.0     67.8     70.1     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        2       14       11       19       14
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       53,137
COMMITMENTS
  12,092   13,310   14,348   25,797   24,574   52,237   52,232      900      905

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        209)
     267    1,081     -699      206     -478     -226      -96      435      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     25.0     27.0     48.5     46.2     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       19       26       18       16       45       45
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       19,081
COMMITMENTS
   6,767    6,035    3,754    8,425    8,697   18,946   18,486      135      595

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        740)
     -24      453      309      455      -87      740      675        0       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     31.6     19.7     44.2     45.6     99.3     96.9      0.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       15       20       11       10       32       32
 
 
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE         Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS)                                   OPEN INTEREST:        2,108
COMMITMENTS
     120      700        0    1,793    1,330    1,913    2,030      195       78

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     33.2      0.0     85.1     63.1     90.7     96.3      9.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        0       13       14       14       18
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       34,656
COMMITMENTS
   3,115      761    1,389   29,644   32,299   34,149   34,450      507      207

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,469)
    -347      162     -644    2,350    2,038    1,358    1,555      110      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      2.2      4.0     85.5     93.2     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      13        5        9       30       43       46       55
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,400
COMMITMENTS
       0        0        0    2,400    2,393    2,400    2,393        0        7

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       16       13       16
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,755
COMMITMENTS
      53       11       92    1,918    2,023    2,063    2,126      692      629

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        138)
      -9       11       -7      115        6       99       10       39      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.4      3.3     69.6     73.4     74.9     77.2     25.1     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       20       20       23       22
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,900
COMMITMENTS
     319      171       70      863    1,144    1,252    1,385      648      515

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:         71)
     -13        0        0      -64       -7      -77       -7      148       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      9.0      3.7     45.4     60.2     65.9     72.9     34.1     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       16       17       20       21
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        1,617
COMMITMENTS
     110      150       25    1,119    1,231    1,254    1,406      363      211

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        251)
      20        0       20      101      285      141      305      110      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      9.3      1.5     69.2     76.1     77.6     87.0     22.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        1       16       22       18       25
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       93,900
COMMITMENTS
   2,669    1,586    5,916   82,830   84,287   91,415   91,789    2,485    2,111

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        565)
      95      123      414      609      392    1,118      929     -553     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.7      6.3     88.2     89.8     97.4     97.8      2.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        7       31       32       39       39
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        6,590
COMMITMENTS
      44        0        0    5,736    6,078    5,780    6,078      810      512

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     87.0     92.2     87.7     92.2     12.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       15       12       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,969
COMMITMENTS
   2,061        0    1,050   10,867   13,177   13,978   14,227      992      742

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:         35)
      15        0        0       19       35       34       35        1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      0.0      7.0     72.6     88.0     93.4     95.0      6.6      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 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        6,358
COMMITMENTS
       0    1,144        0    5,360    4,218    5,360    5,362      998      996

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:          6)
       0        0        0        0        0        0        0        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.0      0.0     84.3     66.3     84.3     84.3     15.7     15.7

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 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,045
COMMITMENTS
   1,098      360    1,170    8,103    9,003   10,371   10,533      674      512

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20       20       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      3.3     10.6     73.4     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 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       16,622
COMMITMENTS
     270      516    1,414   13,264   13,730   14,948   15,660    1,674      962

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        124)
       0        0        0      124      116      124      116        0        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      3.1      8.5     79.8     82.6     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 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,603
COMMITMENTS
     128        0        0   42,475   42,603   42,603   42,603        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 04/23/13          |
--------------------------------------------------------------| 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 04/16/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,738
COMMITMENTS
     790        0        0   52,693   53,694   53,483   53,694      255       44

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      210      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     98.1     99.9     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       16       24       17       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      732,629
COMMITMENTS
       0        0        0  732,629  732,629  732,629  732,629        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     23,480)
       0        0        0   23,480   23,480   23,480   23,480        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:       32)
       0        0        0       18       20       18       20
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,189
COMMITMENTS
   5,975    1,445      110   44,849   49,634   50,934   51,189      255        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        258)
       0      324        0      258      -66      258      258        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      2.8      0.2     87.6     97.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       23       19       26       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,214,477
COMMITMENTS
  17,566  219,070    5,781  1191130  989,626  1214477  1214477        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:          0)
       0    3,170        0        0   -3,170        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     18.0      0.5     98.1     81.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        1       24       24       27       29
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,055
COMMITMENTS
     126    6,365        0   33,929   27,690   34,055   34,055        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        126)
     126        0        0        0      126      126      126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     18.7      0.0     99.6     81.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       15       15       16       16
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,571
COMMITMENTS
   3,209      316    4,624   18,738   21,631   26,571   26,571        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,939)
     694      316      959      286      664    1,939    1,939        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      1.2     17.4     70.5     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        2       11       15       15       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,711
COMMITMENTS
       0    1,160        0   31,519   30,551   31,519   31,711      192        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        456)
       0        0        0      456      456      456      456        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.0     99.4     96.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       18       17       18       18
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      462,325
COMMITMENTS
  13,124    3,533   23,787  425,414  435,005  462,325  462,325        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      5,114)
   7,074        0   -1,960        0    7,074    5,114    5,114        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.8      5.1     92.0     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       15       12       17       14
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      904,019
COMMITMENTS
       0   90,015   23,320  880,699  790,684  904,019  904,019        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      3,920)
       0        0        0    3,920    3,920    3,920    3,920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.0      2.6     97.4     87.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       18       21       19       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      725,151
COMMITMENTS
 191,873  120,102   12,698  520,580  592,351  725,151  725,151        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     63,229)
   9,492    1,960   -1,960   55,697   63,229   63,229   63,229        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     16.6      1.8     71.8     81.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        1       16       17       21       18
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      162,422
COMMITMENTS
  16,700        0    9,360  136,362  153,062  162,422  162,422        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      2,744)
   2,744        0        0        0    2,744    2,744    2,744        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      0.0      5.8     84.0     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       13       15       14       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      310,708
COMMITMENTS
       0   60,431        0  310,708  250,277  310,708  310,708        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     25,727)
       0    9,874        0   25,727   15,853   25,727   25,727        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       15       16       17
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,919
COMMITMENTS
     162       80       87    4,662    4,738    4,912    4,906        7       13

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:         92)
      63        4       -0       30       88       92       92       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.6      1.8     94.8     96.3     99.9     99.7      0.1      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 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,911
COMMITMENTS
       0        0      120   27,189   27,545   27,309   27,665      602      246

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        279)
       0        0        0      314      294      314      294      -35      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.4     97.4     98.7     97.8     99.1      2.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        0        1       36       36       37       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,431
COMMITMENTS
     975        0        0    5,326    5,892    6,301    5,892      130      539

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        150)
     120        0        0       30      120      150      120        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      0.0      0.0     82.8     91.6     98.0     91.6      2.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       16       16       18       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,031
COMMITMENTS
     385      555       40   12,248   11,880   12,673   12,475      358      556

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        232)
       0       50        5      197      147      202      202       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      4.3      0.3     94.0     91.2     97.3     95.7      2.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        1       21       16       23       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,741
COMMITMENTS
   1,125       55      370    7,875    8,834    9,370    9,259      371      482

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        286)
       0     -220      205       81      261      286      246        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      0.6      3.8     80.8     90.7     96.2     95.1      3.8      4.9

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 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,466,579
COMMITMENTS
 380,570  129,077  975,527  1026067  1265097  2382164  2369701   84,414   96,877

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:    -94,935)
  18,342   17,691  -66,064  -36,382  -47,182  -84,103  -95,554  -10,832      619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      5.2     39.5     41.6     51.3     96.6     96.1      3.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     151      116      204       93      102      345      339
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,782
COMMITMENTS
   2,987   16,547   20,915   74,778   59,396   98,679   96,857      103    1,925

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:    -13,606)
     828     -267   -6,095   -8,097   -8,091  -13,363  -14,453     -242      848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     16.8     21.2     75.7     60.1     99.9     98.1      0.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1       10       10       18       18       28       29
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      177,884
COMMITMENTS
  64,323   12,663      285   69,241  117,506  133,849  130,454   44,035   47,430

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,748)
      38      243       12    1,506       96    1,556      351      192    1,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2      7.1      0.2     38.9     66.1     75.2     73.3     24.8     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        3       16       18       23       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,536
COMMITMENTS
   6,337    1,653    4,917   16,263   21,208   27,517   27,778    1,019      758

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     -2,028)
    -547       17     -843     -540   -1,107   -1,930   -1,934      -98      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      5.8     17.2     57.0     74.3     96.4     97.3      3.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12        3       11       15       14       29       27
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      234,031
COMMITMENTS
  21,818        0   33,619  171,297  191,973  226,735  225,592    7,296    8,439

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,383)
   2,364        0     -200     -784    1,524    1,379    1,324        4       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      0.0     14.4     73.2     82.0     96.9     96.4      3.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        0       10       29       29       39       39
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       65,612
COMMITMENTS
  10,139    2,403    4,335   48,435   52,662   62,909   59,400    2,703    6,212

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     -2,439)
    -753        3      503   -2,094   -2,506   -2,344   -2,000      -95     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      3.7      6.6     73.8     80.3     95.9     90.5      4.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        7       16       15       26       22
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,744
COMMITMENTS
   3,090    4,138    3,352   38,627   35,715   45,069   43,205    1,675    3,539

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:         23)
    -623        0      430      156     -482      -37      -52       60       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      8.9      7.2     82.6     76.4     96.4     92.4      3.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        4       15       13       19       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       65,114
COMMITMENTS
  11,357   14,677   18,073   30,472   25,966   59,901   58,716    5,213    6,398

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      7,576)
     552    1,142    2,527    3,605    3,550    6,684    7,218      892      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     22.5     27.8     46.8     39.9     92.0     90.2      8.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        6       15       13       14       28       31
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,379
COMMITMENTS
   1,801    1,317      216    4,158    4,632    6,174    6,165      205      215

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,731)
     294      850      215    1,156      548    1,664    1,612       67      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2     20.6      3.4     65.2     72.6     96.8     96.6      3.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        1       10       11       17       15
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,573
COMMITMENTS
   2,321    1,892    2,326   53,353   54,892   58,000   59,110   10,572    9,462

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        825)
     -48      -42      -51    1,514    1,191    1,415    1,098     -590     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.8      3.4     77.8     80.0     84.6     86.2     15.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        4       18       19       23       23
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,828
COMMITMENTS
   7,033   12,094    9,506   18,555   13,522   35,094   35,122      734      706

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        187)
      17      162      323     -115     -296      225      189      -38       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     33.8     26.5     51.8     37.7     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        8        6       15       13       28       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       41,135
COMMITMENTS
  22,723    4,140    4,904   11,869   30,958   39,496   40,001    1,639    1,134

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     -2,895)
    -355      268   -1,169     -855   -2,066   -2,378   -2,966     -516       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.2     10.1     11.9     28.9     75.3     96.0     97.2      4.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      75       36       22       29       39      116       92
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       67,949
COMMITMENTS
  41,350   13,615    2,937   19,032   47,945   63,319   64,497    4,629    3,452

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        549)
     592      909      487      289   -1,008    1,368      389     -818      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.9     20.0      4.3     28.0     70.6     93.2     94.9      6.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      82       43       18       35       38      123       95
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      311,282
COMMITMENTS
  76,604   23,878   63,357  149,377  206,523  289,338  293,758   21,944   17,524

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:    -23,418)
 -11,269   -1,320     -614   -9,288  -21,326  -21,170  -23,260   -2,248     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      7.7     20.4     48.0     66.3     93.0     94.4      7.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      68       34       64       82       94      179      170
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       10,218
COMMITMENTS
       0      150      200    8,919    9,001    9,119    9,351    1,099      867

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      2.0     87.3     88.1     89.2     91.5     10.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       16       18       17       19
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,382
COMMITMENTS
   6,382        0    2,197   10,507   15,470   19,086   17,667    2,296    3,715

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      0.0     10.3     49.1     72.4     89.3     82.6     10.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       14       14       16       16
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       15,792
COMMITMENTS
   6,247   10,507      537    8,833    4,746   15,617   15,790      175        2

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        133)
      75        0        0       75      135      150      135      -17       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6     66.5      3.4     55.9     30.1     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        5        5        6        6       17       13
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,962
COMMITMENTS
   2,182      522    2,269   17,441   19,126   21,892   21,917       70       45

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,003)
     -47       17      241      789      725      983      983       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      2.4     10.3     79.4     87.1     99.7     99.8      0.3      0.2

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 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,042
COMMITMENTS
     322    2,329      589    8,047    5,762    8,958    8,680       84      362

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,095)
     240       31       50      805    1,014    1,095    1,095        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     25.8      6.5     89.0     63.7     99.1     96.0      0.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        4       25       23       32       28
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       60,150
COMMITMENTS
   3,903    8,721    2,386   53,253   48,999   59,542   60,106      608       44

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      4,923)
   3,083      197     -220    2,255    5,053    5,118    5,030     -195     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     14.5      4.0     88.5     81.5     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        6        3       35       32       41       39
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,890
COMMITMENTS
   4,726      870      765    5,282    9,255   10,773   10,890      117        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4      8.0      7.0     48.5     85.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        3       13        9       18       12
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,885
COMMITMENTS
   5,746    4,416      550   50,571   51,919   56,867   56,885       18        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      5,175)
   1,010      950      400    3,765    3,825    5,175    5,175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      7.8      1.0     88.9     91.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        2       28       20       35       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,394
COMMITMENTS
   1,785    5,179      400   12,209    8,815   14,394   14,394        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        720)
    -150     -225      150      720      795      720      720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     36.0      2.8     84.8     61.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        3        4       25       21       32       27
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,253
COMMITMENTS
   2,841    6,781    4,320   35,378   31,840   42,539   42,941      714      312

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      2,131)
    -226      575      525    1,591      830    1,890    1,930      241      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     15.7     10.0     81.8     73.6     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7       11       10       45       40       56       58
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,428
COMMITMENTS
     680      225       70    7,372    7,818    8,122    8,113      306      315

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      360      360      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      2.7      0.8     87.5     92.8     96.4     96.3      3.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       12       14       15       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,887
COMMITMENTS
   2,896    2,102      450   10,481   11,020   13,827   13,572       60      315

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,895)
     620      629      169    1,106    1,097    1,895    1,895        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     15.1      3.2     75.5     79.4     99.6     97.7      0.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10        8        4       26       27       36       39
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,250
COMMITMENTS
       0      140       40    1,135    1,015    1,175    1,195       75       55

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        245)
       0       55        0      195      205      195      260       50      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.2      3.2     90.8     81.2     94.0     95.6      6.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        1       15       12       16       16
 
 
FAME BIODIESEL V GASOIL SPR SP - NEW YORK MERCANTILE EXCHANGE        Code-869654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,425
COMMITMENTS
     720      130      330    2,345    2,665    3,395    3,125       30      300

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:         80)
      10     -365        0       70      445       80       80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      3.8      9.6     68.5     77.8     99.1     91.2      0.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        4        6       10       12       15
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,592
COMMITMENTS
   3,181    1,387    1,176   26,429   26,503   30,786   29,066    2,806    4,526

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,234)
     717      617     -131      524      648    1,110    1,134      124      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      4.1      3.5     78.7     78.9     91.6     86.5      8.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        5       22       23       29       28
 

Updated April 26, 2013