IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      161,983
COMMITMENTS
  14,705    6,070    2,989  144,284  152,924  161,978  161,983        5        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -493)
      12      -51      -12     -493     -430     -493     -493        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      3.7      1.8     89.1     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        4        5        9       10       16       16
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,704
COMMITMENTS
   4,258    1,046      122   31,128   34,407   35,508   35,575      196      129

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,344)
     329       55       58      952    1,231    1,339    1,344        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      2.9      0.3     87.2     96.4     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        7        1       33       40       35       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,387
COMMITMENTS
       0        0        0   12,286   12,303   12,286   12,303      101       84

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       24       19       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,341
COMMITMENTS
     722      504      131    9,345    9,709   10,198   10,344    1,143      997

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        241)
     -15       13       16      241      244      242      273       -1      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      4.4      1.2     82.4     85.6     89.9     91.2     10.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        4       34       32       38       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,127
COMMITMENTS
     254      439      240    6,074    5,773    6,568    6,452      559      675

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        441)
      32      169       45      418      191      495      405      -54       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      6.2      3.4     85.2     81.0     92.2     90.5      7.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        4       43       45       47       50
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,627
COMMITMENTS
       0       51        0    2,058    2,109    2,058    2,160      569      467

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:         63)
       0        0        0       20       44       20       44       43       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.0     78.3     80.3     78.3     82.2     21.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       24       20       24       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,288
COMMITMENTS
     417       84      188    4,168    4,525    4,773    4,797      515      491

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        487)
     203       33      -15      263      436      451      454       36       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      1.6      3.6     78.8     85.6     90.3     90.7      9.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        2        4       31       39       35       44
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,312
COMMITMENTS
       0        0        0   11,222   11,312   11,222   11,312       90        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        776)
       0        0        0      776      776      776      776        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       14       20       14
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,380
COMMITMENTS
     120      241       95    9,414    9,666    9,629   10,002      751      378

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          7)
     -44       25      -37      -28        0     -109      -12      116       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.3      0.9     90.7     93.1     92.8     96.4      7.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       19       18       23       20
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,672
COMMITMENTS
      95      403       40    2,471    2,153    2,606    2,596       66       76

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:         20)
       0       20      -20       10       30      -10       30       30      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     15.1      1.5     92.5     80.6     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        2       15       14       20       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,457
COMMITMENTS
       0    5,408      150   28,027   22,899   28,177   28,457      280        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        424)
       0      355        0      424       69      424      424        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.0      0.5     98.5     80.5     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       33       17       34       18
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,610
COMMITMENTS
       0      158       57    3,817    4,003    3,874    4,218      736      392

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:         43)
       0      -58        1       45       78       46       21       -3       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      1.2     82.8     86.8     84.0     91.5     16.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       17       20       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      315,747
COMMITMENTS
  63,320   55,444   44,637  164,405  188,545  272,362  288,626   43,384   27,121

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     -9,263)
  10,471   -1,054   -2,154  -24,543   -5,086  -16,225   -8,293    6,962     -970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     17.6     14.1     52.1     59.7     86.3     91.4     13.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      42       29       39       71       76      137      122
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,442,443
COMMITMENTS
 303,277  407,093  556,241  516,726  436,547  1376244  1399881   66,200   42,562

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     -7,789)
 -12,767  -16,019    1,046    4,515    8,973   -7,205   -5,999     -584   -1,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     28.2     38.6     35.8     30.3     95.4     97.0      4.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     100       99      150       73       70      264      251
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,351,291
COMMITMENTS
  92,331   35,933  465,829  788,724  847,676  1346884  1349438    4,407    1,854

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     -2,443)
  -7,776   -4,653    5,209      408   -2,770   -2,159   -2,214     -284     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      2.7     34.5     58.4     62.7     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      53       25       61       65       57      139      122
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      394,989
COMMITMENTS
 116,742   89,475   98,858  171,171  200,848  386,771  389,181    8,219    5,808

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      9,856)
  -6,097    2,924    7,084    7,444      570    8,430   10,578    1,426     -721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     22.7     25.0     43.3     50.8     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      14       12       27       31       34       60       62
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       81,043
COMMITMENTS
  21,349   15,797   43,699   15,663   21,136   80,712   80,632      331      411

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      6,169)
   1,047      -51    4,140    1,049    2,196    6,236    6,285      -67     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     19.5     53.9     19.3     26.1     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       13       22       16       21       38       45
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,707,340
COMMITMENTS
 917,283   59,585  748,958  1005618  1879562  2671859  2688105   35,481   19,235

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     15,847)
   3,264   -2,160    2,297   11,752   15,710   17,313   15,847   -1,466        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9      2.2     27.7     37.1     69.4     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      37       13       45       88       83      137      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,008,275
COMMITMENTS
  49,311  196,714  253,900  700,628  553,078  1003839  1003692    4,436    4,583

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     23,669)
  15,859   12,002    1,748    5,890    9,889   23,497   23,639      172       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9     19.5     25.2     69.5     54.9     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      19       25       32       41       41       75       84
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,425
COMMITMENTS
   1,780      600      675    4,770    5,690    7,225    6,965      200      460

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:         25)
       0       90      -75      105       10       30       25       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      8.1      9.1     64.2     76.6     97.3     93.8      2.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        3       11       14       16       17
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       12,882
COMMITMENTS
     603    1,117    1,764   10,388    9,919   12,754   12,800      127       82

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -100)
     -15       30       20     -102     -154      -97     -104       -2        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      8.7     13.7     80.6     77.0     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       17       17       20       20
 
 
POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-024653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       20,220
COMMITMENTS
   4,520        0    4,869   10,698   15,215   20,088   20,085      132      135

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      0.0     24.1     52.9     75.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        0        2       13       11       19       13
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       71,828
COMMITMENTS
  21,349   17,890   22,455   27,177   30,481   70,981   70,826      847    1,002

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,698)
   1,891    1,394   -1,039    1,091    1,182    1,943    1,537     -245      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     24.9     31.3     37.8     42.4     98.8     98.6      1.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      17       16       30       15       16       46       48
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       23,996
COMMITMENTS
   6,143   11,134    4,961   11,880    7,547   22,984   23,642    1,012      354

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        635)
     -30      530     -120      765      135      615      545       20       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     46.4     20.7     49.5     31.5     95.8     98.5      4.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10       17       21       10       10       34       34
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       35,047
COMMITMENTS
   3,273      722      897   30,397   33,194   34,567   34,813      480      234

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      2,054)
     -86       83      -70    2,102    1,953    1,946    1,967      108       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      2.1      2.6     86.7     94.7     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13        9       10       40       50       58       65
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,965
COMMITMENTS
     176      120       35    1,255    1,239    1,466    1,394      499      571

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        103)
       9        5      -18      128      137      119      124      -16      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      6.1      1.8     63.9     63.1     74.6     70.9     25.4     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       17       19       19       23
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,555
COMMITMENTS
     220      196      165    1,791    2,023    2,176    2,384      379      171

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        169)
      60       11      -30      248      157      278      138     -109       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      7.7      6.5     70.1     79.2     85.2     93.3     14.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        2       23       31       28       37
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       78,872
COMMITMENTS
   1,685    1,313    5,442   70,174   70,350   77,300   77,105    1,572    1,767

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        862)
      55      111       12      789      699      856      822        6       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.7      6.9     89.0     89.2     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        5       29       31       35       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,014
COMMITMENTS
   2,271        0      728    8,119   10,740   11,118   11,468      896      546

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:         10)
      24        0        0      -13       10       10       10        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      0.0      6.1     67.6     89.4     92.5     95.5      7.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       17       12       20       14
 
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE           Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        5,356
COMMITMENTS
       0      952        0    4,628    3,500    4,628    4,452      728      904

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        114)
       0        0        0       -3      117       -3      117      117       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.8      0.0     86.4     65.3     86.4     83.1     13.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       17       12       17       14
 
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE        Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        9,834
COMMITMENTS
   1,390      882      906    6,874    7,632    9,170    9,420      664      414

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      9.0      9.2     69.9     77.6     93.2     95.8      6.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       18       17       20       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       15,070
COMMITMENTS
     180      558    1,332   11,890   12,284   13,402   14,174    1,668      896

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.7      8.8     78.9     81.5     88.9     94.1     11.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       22       22       25       24
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,409
COMMITMENTS
       0        0        0   33,409   33,409   33,409   33,409        0        0

CHANGES FROM 07/16/13 (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:       29)
       0        0        0       19       15       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      646,098
COMMITMENTS
       0        0        0  646,098  646,098  646,098  646,098        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        816)
       0        0        0      816      816      816      816        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:       25)
       0        0        0       20       14       20       14
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,571
COMMITMENTS
   2,058   13,299        0   19,385    7,888   21,443   21,187      128      384

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        420)
       0        0        0      420      420      420      420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     61.7      0.0     89.9     36.6     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       12        9       14       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,975
COMMITMENTS
       0        0        0   46,465   46,975   46,465   46,975      510        0

CHANGES FROM 07/16/13 (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     98.9    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       17       13       17
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      696,812
COMMITMENTS
       0        0        0  696,812  696,812  696,812  696,812        0        0

CHANGES FROM 07/16/13 (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:       25)
       0        0        0       17       15       17       15
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       68,300
COMMITMENTS
  13,330    1,345    1,275   53,440   65,552   68,045   68,172      255      128

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        765)
       0        0        0      765      765      765      765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      2.0      1.9     78.2     96.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        1       22       18       24       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,532,860
COMMITMENTS
 308,846  359,310    5,781  1218233  1167769  1532860  1532860        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     23,368)
 117,600        0        0  -94,232   23,368   23,368   23,368        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     23.4      0.4     79.5     76.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        1       25       27       27       32
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,933
COMMITMENTS
       0    3,186        0   22,805   19,300   22,805   22,486      128      447

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        435)
       0        0        0      435      435      435      435        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.9      0.0     99.4     84.2     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       12       11       12       13
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,980
COMMITMENTS
     126   10,026        0   42,854   32,954   42,980   42,980        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      2,555)
       0        0        0    2,810    2,555    2,810    2,555     -255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     23.3      0.0     99.7     76.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       17       15       18       16
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,396
COMMITMENTS
   5,052    9,322    4,324   38,020   33,750   47,396   47,396        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,695)
       0    1,275        0    1,695      420    1,695    1,695        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     19.7      9.1     80.2     71.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       20       16       24       19
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,124
COMMITMENTS
       0    1,249    1,694   33,876   32,882   35,570   35,825      554      299

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      3,677)
       0     -246    1,270    2,407    2,653    3,677    3,677        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      4.7     93.8     91.0     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       19       18       20       19
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,880
COMMITMENTS
       0      955      105   39,647   38,820   39,752   39,880      128        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        440)
       0        0        0      440      440      440      440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      0.3     99.4     97.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       21       20       22       21
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,876
COMMITMENTS
       0        0        0   18,620   18,727   18,620   18,727      256      149

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6     99.2     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       13       17       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      403,085
COMMITMENTS
  29,425        0   27,032  346,628  376,053  403,085  403,085        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      6.7     86.0     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       16       15       18       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      907,977
COMMITMENTS
       0   63,753   23,320  884,657  820,904  907,977  907,977        0        0

CHANGES FROM 07/16/13 (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      7.0      2.6     97.4     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       17       22       18       23
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,161,298
COMMITMENTS
 317,263  498,918    7,482  836,553  654,898  1161298  1161298        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     61,080)
       0  117,600        0   61,080  -56,520   61,080   61,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     43.0      0.6     72.0     56.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        2       18       15       23       17
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      418,062
COMMITMENTS
  46,916        0        0  371,146  418,062  418,062  418,062        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     37,440)
       0        0        0   37,440   37,440   37,440   37,440        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       17       14       18       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      508,228
COMMITMENTS
       0   40,215        0  508,228  468,013  508,228  508,228        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      6,640)
       0        0        0    6,640    6,640    6,640    6,640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.9      0.0    100.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       18       21       18       23
 
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      295,490
COMMITMENTS
       0   11,361        0  295,490  282,169  295,490  293,530        0    1,960

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     23,400)
       0        0        0   23,400   21,440   23,400   21,440        0    1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      0.0    100.0     95.5    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       15       12       15       14
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      385,904
COMMITMENTS
       0   13,840        0  385,904  372,064  385,904  385,904        0        0

CHANGES FROM 07/16/13 (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      3.6      0.0    100.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       12       15       13
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        4,928
COMMITMENTS
     255        0      150    4,524    4,779    4,928    4,928       -0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:         57)
       8        0       -1       64       66       70       64      -13       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.0      3.0     91.8     97.0    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        3       19       20       22       23
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,586
COMMITMENTS
     882      130      245   23,039   23,655   24,166   24,030      420      556

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,215)
       0        0        0    1,199    1,157    1,199    1,157       16       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.5      1.0     93.7     96.2     98.3     97.7      1.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        2       38       37       41       40
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,964
COMMITMENTS
     260      368      233   13,325   12,932   13,818   13,533      146      431

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        216)
       0      -86      166       50      156      216      236        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.6      1.7     95.4     92.6     99.0     96.9      1.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       27       23       29       26
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,508
COMMITMENTS
     885      912      194    8,043    8,283    9,122    9,389      386      119

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        210)
     -45      120       24      171       66      150      210       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      9.6      2.0     84.6     87.1     95.9     98.7      4.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       19       17       22       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,696,544
COMMITMENTS
 495,581   93,156  963,936  1130582  1538224  2590099  2595317  106,445  101,227

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:   -100,680)
  27,969    4,908 -107,128  -16,227   12,430  -95,387  -89,790   -5,293  -10,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      3.5     35.7     41.9     57.0     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     161      106      188       94      108      344      330
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      166,671
COMMITMENTS
  15,222   10,890   43,216  107,978  111,279  166,415  165,386      255    1,285

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,878)
  -7,866     -107    8,784    1,519   -6,590    2,437    2,087     -559     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      6.5     25.9     64.8     66.8     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        5       10       18       22       30       33
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      166,825
COMMITMENTS
  58,651   14,322      759   58,689  106,041  118,099  121,122   48,726   45,703

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      2,971)
   2,455      382       41    1,596    6,560    4,092    6,983   -1,121   -4,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2      8.6      0.5     35.2     63.6     70.8     72.6     29.2     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        4       15       18       22       24
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,374
COMMITMENTS
   5,279    1,821    4,095   17,085   21,203   26,460   27,119    1,915    1,255

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -929)
    -717     -128     -757      122     -160   -1,352   -1,044      423      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      6.4     14.4     60.2     74.7     93.3     95.6      6.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        6        9       15       15       26       27
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      250,620
COMMITMENTS
  27,273      196   36,120  172,235  198,396  235,627  234,712   14,993   15,908

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     10,287)
   2,254      -15    1,046    6,183    8,854    9,483    9,886      804      401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      0.1     14.4     68.7     79.2     94.0     93.7      6.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        1       10       24       24       34       34
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,200
COMMITMENTS
   8,657    1,866    1,452   44,783   48,265   54,892   51,583    2,308    5,617

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     -2,928)
  -1,173      457     -457   -1,343   -2,578   -2,973   -2,578       45     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      3.3      2.5     78.3     84.4     96.0     90.2      4.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        3        6       16       15       24       21
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       81,116
COMMITMENTS
   9,921   17,386   24,734   42,112   35,392   76,766   77,512    4,349    3,604

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -927)
     324      722   -1,529      210     -151     -995     -958       68       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     21.4     30.5     51.9     43.6     94.6     95.6      5.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        8       17       17       17       36       37
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,481
COMMITMENTS
   1,762      193       60    2,197    3,838    4,019    4,092      462      390

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -131)
    -244      -47       -3      104     -156     -143     -206       12       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.3      4.3      1.3     49.0     85.6     89.7     91.3     10.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        5        1       11       12       18       17
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       72,093
COMMITMENTS
   1,415    3,355    3,438   53,344   55,905   58,196   62,698   13,896    9,395

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -213)
      -8      -73      -68     -290     -234     -366     -375      153      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      4.7      4.8     74.0     77.5     80.7     87.0     19.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        3       18       19       22       22
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,428
COMMITMENTS
  17,958   18,377   10,976   24,196   23,319   53,129   52,672      299      756

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      3,705)
     660      602      682    2,442    2,451    3,784    3,734      -79      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     34.4     20.5     45.3     43.6     99.4     98.6      0.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        7        7       17       17       29       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       40,607
COMMITMENTS
  26,659    3,038    3,544    8,479   33,144   38,683   39,726    1,925      881

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -323)
     954      381   -1,161     -461      568     -668     -213      346     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.7      7.5      8.7     20.9     81.6     95.3     97.8      4.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      72       36       23       30       44      118       97
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       68,182
COMMITMENTS
  43,114   17,504    1,653   19,723   45,325   64,490   64,482    3,692    3,700

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      2,694)
   1,479     -465     -258    1,583    3,804    2,804    3,082     -110     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.2     25.7      2.4     28.9     66.5     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      77       48       20       35       39      124      100
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      300,351
COMMITMENTS
 104,741   43,285   39,066  132,333  203,681  276,140  286,033   24,211   14,319

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     10,653)
  16,956    8,244   -7,718      926    9,660   10,164   10,186      489      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9     14.4     13.0     44.1     67.8     91.9     95.2      8.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      74       34       45       74       96      172      154
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,467
COMMITMENTS
   8,375        0      918    3,861   10,685   13,154   11,603    3,313    4,864

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,301)
   1,045        0     -269      347    1,280    1,123    1,011      178      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.9      0.0      5.6     23.4     64.9     79.9     70.5     20.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        0        5        9       14       16       19
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,370
COMMITMENTS
       0        0        0   13,733   12,183   13,733   12,183      637    2,187

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.6     84.8     95.6     84.8      4.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       16       14       16
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        8,614
COMMITMENTS
       0        0        0    7,428    7,546    7,428    7,546    1,186    1,068

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        190)
       0        0        0      140      100      140      100       50       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.2     87.6     86.2     87.6     13.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       19       19       19
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,478
COMMITMENTS
   8,977        0    1,704    8,329   16,411   19,010   18,115    2,468    3,363

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.8      0.0      7.9     38.8     76.4     88.5     84.3     11.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        1       11       19       14       20
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,554
COMMITMENTS
   4,426    9,531    1,435    8,473    3,588   14,334   14,554      220        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        150)
      12     -100      200      -62       50      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     65.5      9.9     58.2     24.7     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        5        6        6        4       17       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,932
COMMITMENTS
     441    1,437      275    6,180    4,935    6,896    6,647       36      285

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          2)
     -15      137      -85      102      -69        2      -17        0       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     20.7      4.0     89.2     71.2     99.5     95.9      0.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        2       29       22       34       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       75,825
COMMITMENTS
     913    3,757      350   74,057   71,706   75,320   75,813      505       12

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      5,395)
      50     -300      200    5,045    5,495    5,295    5,395      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      5.0      0.5     97.7     94.6     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        4        2       39       35       45       39
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,013
COMMITMENTS
   2,581        0       60    5,282    7,908    7,923    7,968       90       45

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        733)
       0        0        0      733      733      733      733        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      0.0      0.7     65.9     98.7     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        1       14       13       18       14
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       59,877
COMMITMENTS
   1,209        0        0   58,635   59,877   59,844   59,877       33        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      2,238)
      50        0        0    2,398    2,238    2,448    2,238     -210        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     97.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        0       33       21       37       21
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,379
COMMITMENTS
     725    4,494       75   12,429    8,585   13,229   13,154      150      225

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        315)
       0        0        0      240      315      240      315       75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     33.6      0.6     92.9     64.2     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        4        2       25       17       29       23
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,024
COMMITMENTS
   1,593    1,211      233    4,128    4,475    5,954    5,919       70      105

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        -44)
      60       75      -50      -64     -144      -54     -119       10       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     20.1      3.9     68.5     74.3     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       12       12       14       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,036
COMMITMENTS
   1,732    4,889      939   29,834   27,051   32,505   32,879      531      157

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        684)
       0     -203      192      475      743      667      732       17      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     14.8      2.8     90.3     81.9     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        8        4       37       40       43       51
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,361
COMMITMENTS
     785      881    1,255   12,303   12,186   14,343   14,322       18       39

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        363)
     -88       49       27      433      278      372      354       -9        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      6.1      8.7     85.7     84.9     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        8        7       29       31       36       43
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,586
COMMITMENTS
     261       60       39    1,146    1,327    1,446    1,426      140      160

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        255)
      81       60       19      145      185      245      264       10       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      3.8      2.5     72.3     83.7     91.2     89.9      8.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        2       16       20       21       23
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,858
COMMITMENTS
   4,110      300    1,050   11,470   15,388   16,630   16,738      228      120

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,050)
       0        0      180      870      870    1,050    1,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      1.8      6.2     68.0     91.3     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       14       11       19       15
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,683
COMMITMENTS
   3,770    1,876      201   19,275   18,960   23,246   21,037    2,437    4,646

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        880)
     548       75        0    1,699    1,513    2,247    1,588   -1,367     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      7.3      0.8     75.0     73.8     90.5     81.9      9.5     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        2       22       26       26       29



Updated July 26, 2013