GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,343
COMMITMENTS
   7,342      562      456   29,238   36,325   37,036   37,343      307        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:       -626)
     107      -11     -290     -443     -325     -626     -626        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      1.5      1.2     78.3     97.3     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        4        4       36       41       41       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,323
COMMITMENTS
       0      162        0    8,241    8,141    8,241    8,303       82       20

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        428)
       0       50        0      428      378      428      428        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.0     99.0     97.8     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       17       22       17       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,286
COMMITMENTS
     576      235      132    7,948    7,984    8,656    8,351      630      935

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        375)
     107       35       22      293      367      422      424      -47      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.5      1.4     85.6     86.0     93.2     89.9      6.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        3       32       33       38       37
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,254
COMMITMENTS
     132      132      180    3,989    3,909    4,301    4,221      953    1,033

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        346)
     -69       94       12      387      226      330      332       16       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.5      3.4     75.9     74.4     81.9     80.3     18.1     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       26       34       29       38
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,077
COMMITMENTS
     236      285       93    4,086    4,346    4,415    4,724      662      353

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        416)
      40      104      -15      362      362      387      451       29      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      5.6      1.8     80.5     85.6     87.0     93.0     13.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        4        4       37       37       41       43
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        6,384
COMMITMENTS
      25        0       55    6,064    6,329    6,144    6,384      240        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        763)
       0        0        0      763      763      763      763        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.9     95.0     99.1     96.2    100.0      3.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       15       15       16       16
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,009
COMMITMENTS
     182      150      147    8,376    8,524    8,705    8,821      304      188

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        831)
      80      -81      -42      799      965      837      842       -6      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.7      1.6     93.0     94.6     96.6     97.9      3.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        3       27       27       32       32
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,192
COMMITMENTS
     176      365       90    2,686    2,617    2,952    3,072      240      120

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:         95)
     -40      -25      -20      110      100       50       55       45       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     11.4      2.8     84.1     82.0     92.5     96.2      7.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        1       23       21       27       26
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,554
COMMITMENTS
       0    7,943      150   25,750   18,209   25,900   26,302      654      252

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        909)
     -45      -10        0      618      859      573      849      336       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     29.9      0.6     97.0     68.6     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       31       15       32       17
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,598
COMMITMENTS
     447    1,244       19    4,054    4,071    4,520    5,334    1,078      264

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        112)
      37       -3        0      121       35      158       32      -46       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     22.2      0.3     72.4     72.7     80.7     95.3     19.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        2        2       25       18       31       22
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      300,144
COMMITMENTS
  42,027   65,947   49,555  165,070  157,128  256,651  272,630   43,492   27,514

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -4,179)
   1,458   -5,445   -1,425   -6,633    5,626   -6,600   -1,245    2,421   -2,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     22.0     16.5     55.0     52.4     85.5     90.8     14.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      42       35       52       72       80      143      142
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,340,996
COMMITMENTS
 327,400  373,441  550,297  382,674  382,546  1260371  1306283   80,625   34,713

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     11,047)
  16,335    1,562    1,092   -6,774    6,778   10,654    9,433      393    1,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     27.8     41.0     28.5     28.5     94.0     97.4      6.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     132      121      166       73       67      307      263
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,260,729
COMMITMENTS
 120,312   31,153  448,037  686,629  777,284  1254978  1256474    5,751    4,255

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     18,703)
   5,696    3,346    8,833    3,450    5,444   17,980   17,623      724    1,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      2.5     35.5     54.5     61.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      42       30       60       57       54      125      118
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      458,449
COMMITMENTS
 176,423  125,227   80,104  194,660  247,528  451,187  452,859    7,262    5,591

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      3,897)
     574    2,977       82    1,853      -74    2,509    2,985    1,388      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     27.3     17.5     42.5     54.0     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      22        8       27       31       32       65       59
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       71,520
COMMITMENTS
   3,545   25,589   14,216   49,489   28,399   67,250   68,204    4,270    3,316

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      5,954)
     213    2,916    1,974    5,297    2,019    7,484    6,909   -1,530     -955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     35.8     19.9     69.2     39.7     94.0     95.4      6.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3       11       10       14       14       24       28
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      106,721
COMMITMENTS
  20,461   14,300   60,284   25,640   31,615  106,386  106,199      335      522

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      5,238)
  -4,569   -3,931    8,627    1,013      436    5,072    5,132      166      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     13.4     56.5     24.0     29.6     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      17        9       22       16       17       40       41
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,458,319
COMMITMENTS
 907,506   40,039  611,373  905,496  1771084  2424375  2422496   33,944   35,823

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     45,607)
   7,118     -689   34,274   10,803   13,554   52,195   47,139   -6,588   -1,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      1.6     24.9     36.8     72.0     98.6     98.5      1.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      32       14       39       73       68      118      110
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      853,904
COMMITMENTS
  41,145  243,658  165,230  641,513  440,447  847,888  849,335    6,016    4,569

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     25,520)
   6,019    1,996    3,116   15,675   20,608   24,810   25,720      710     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     28.5     19.3     75.1     51.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      17       23       27       34       33       68       66
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       72,613
COMMITMENTS
  33,593   14,778   15,069   22,728   41,790   71,390   71,637    1,223      976

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        906)
    -246      431      400      850     -115    1,004      716      -98      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.3     20.4     20.8     31.3     57.6     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19       16       26       12       15       44       44
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       34,788
COMMITMENTS
   9,971   20,113    3,298   21,263   10,447   34,532   33,858      256      930

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,666)
   1,334    1,239       -8      325      480    1,651    1,711       15      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     57.8      9.5     61.1     30.0     99.3     97.3      0.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12       15       14       10        9       30       30
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       42,456
COMMITMENTS
   2,920    1,049    4,074   34,985   37,040   41,978   42,163      478      294

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      3,800)
     724       87      636    2,363    3,096    3,723    3,819       77      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      2.5      9.6     82.4     87.2     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       8        8        7       45       45       57       56
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,959
COMMITMENTS
      69       87       74    1,118      983    1,261    1,144      698      815

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      4.4      3.8     57.1     50.2     64.4     58.4     35.6     41.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       16       15       18       18
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,402
COMMITMENTS
      51      275      270    2,762    2,671    3,083    3,216      319      186

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        342)
     -55       45       95      312      192      352      332      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      8.1      7.9     81.2     78.5     90.6     94.5      9.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        3       26       29       30       35
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,114
COMMITMENTS
     816    1,928       90   32,540   32,385   33,446   34,403    6,668    5,711

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,140)
       0        0        0      950    1,045      950    1,045      190       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      4.8      0.2     81.1     80.7     83.4     85.8     16.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       23       23       26       25
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,135
COMMITMENTS
     955      955        0   22,669   23,180   23,624   24,135      511        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.0      0.0     93.9     96.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       15       12       16       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      516,503
COMMITMENTS
   4,680    4,680        0  511,823  511,823  516,503  516,503        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      4,576)
       0        0        0    4,576    4,576    4,576    4,576        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.9      0.0     99.1     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       16       12       17       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,840
COMMITMENTS
       0        0        0   47,585   47,840   47,585   47,840      255        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        617)
       0        0        0      617      617      617      617        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       14       18       14       18
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      779,914
COMMITMENTS
   7,040        0        0  772,874  779,914  779,914  779,914        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      5,248)
       0        0        0    5,248    5,248    5,248    5,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     99.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       17       20       18       20
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      105,129
COMMITMENTS
   8,290    1,020    2,705   93,880  101,404  104,875  105,129      254        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      1.0      2.6     89.3     96.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       24       22       26       24
 
 
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE         Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,916,330
COMMITMENTS
       0  198,515   29,026  1887304  1688789  1916330  1916330        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     23,986)
       0        0        0   23,986   23,986   23,986   23,986        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.4      1.5     98.5     88.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        2       27       25       29       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,480
COMMITMENTS
     105    9,382    1,280   25,095   15,563   26,480   26,225        0      255

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     35.4      4.8     94.8     58.8    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       15       10       17       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,861
COMMITMENTS
     126    4,364    1,280   57,455   53,217   58,861   58,861        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      7.4      2.2     97.6     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       17       14       19       15
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,860
COMMITMENTS
   4,452        0    2,674   52,734   57,186   59,860   59,860        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        492)
  -1,124        0       80    1,536      412      492      492        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.0      4.5     88.1     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       21       17       23       19
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,995
COMMITMENTS
   2,537        0    2,048   45,155   47,692   49,740   49,740      255      255

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0      4.1     90.3     95.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       17       19       18       20
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,752
COMMITMENTS
     105        0        0   54,647   54,752   54,752   54,752        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       23       18       24       18
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      355,492
COMMITMENTS
  38,525   19,600   23,480  293,487  312,412  355,492  355,492        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      5.5      6.6     82.6     87.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       14       14       15       16
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      838,179
COMMITMENTS
   1,216        0   46,800  790,163  791,379  838,179  838,179        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     24,835)
       0        0        0   24,835   24,835   24,835   24,835        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      5.6     94.3     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       17       18       18       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,324,580
COMMITMENTS
 218,520        0   47,040  1059020  1277540  1324580  1324580        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     38,216)
 -16,104        0        0   54,320   38,216   38,216   38,216        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      0.0      3.6     80.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       20       14       22       15
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      716,629
COMMITMENTS
 207,208        0        0  509,421  716,629  716,629  716,629        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      0.0      0.0     71.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       15       17       15
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      621,662
COMMITMENTS
       0    9,800        0  621,662  611,862  621,662  621,662        0        0

CHANGES FROM 01/14/14 (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      1.6      0.0    100.0     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       16       17       16       18
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,018
COMMITMENTS
     452      171      164   19,230   19,298   19,846   19,633      172      385

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,397)
       0        0        0    1,433    1,327    1,433    1,327      -36       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.9      0.8     96.1     96.4     99.1     98.1      0.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        2       35       34       40       37
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,470
COMMITMENTS
      89      666      160   13,154   12,298   13,403   13,124       67      346

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        710)
       0      -35       45      665      685      710      695        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      4.9      1.2     97.7     91.3     99.5     97.4      0.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        2       30       25       32       29
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,968
COMMITMENTS
      25      224      107    4,536    4,276    4,668    4,607      300      361

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        457)
       0      -90        0      457      547      457      457        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      4.5      2.2     91.3     86.1     94.0     92.7      6.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       17       16       19       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,124,496
COMMITMENTS
 480,782  112,948  736,387  818,352  1185095  2035521  2034430   88,975   90,067

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:    -73,655)
  20,831   12,170  -68,797  -12,862  -19,298  -60,829  -75,926  -12,826    2,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      5.3     34.7     38.5     55.8     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
     136       93      176       94      100      308      309
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       72,155
COMMITMENTS
  37,538    5,192   19,178   12,838   44,737   69,553   69,108    2,601    3,047

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:    -12,311)
  -1,251   -2,248   -7,571   -5,267   -3,064  -14,089  -12,883    1,778      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.0      7.2     26.6     17.8     62.0     96.4     95.8      3.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        6        9       10       15       19
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      154,822
COMMITMENTS
  56,650   14,495      615   55,660   98,287  112,925  113,397   41,897   41,425

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        690)
    -512        0       19      961       39      468       58      222      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6      9.4      0.4     36.0     63.5     72.9     73.2     27.1     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        4       13       16       19       21
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,029
COMMITMENTS
   5,974      876    2,216   10,070   15,444   18,260   18,536      769      493

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:       -367)
     -45     -203      -34      -56      165     -135      -72     -232     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      4.6     11.6     52.9     81.2     96.0     97.4      4.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        6        8       13       13       23       25
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      153,346
COMMITMENTS
  19,329      221   13,342  114,172  131,646  146,844  145,210    6,502    8,136

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:       -433)
    -628      -16     -493      245       97     -876     -412      443      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      0.1      8.7     74.5     85.8     95.8     94.7      4.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        1        9       25       26       34       35
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       77,624
COMMITMENTS
  13,722   17,025   25,421   33,377   29,463   72,521   71,909    5,103    5,715

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -2,966)
     -86     -733   -1,098   -1,473     -454   -2,657   -2,284     -309     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     21.9     32.7     43.0     38.0     93.4     92.6      6.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        9       16       14       13       30       30
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,024
COMMITMENTS
     715   11,453    2,126   14,030    5,111   16,872   18,689    2,152      334

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -1,658)
      -6     -728     -423   -1,352     -386   -1,781   -1,538      123     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     60.2     11.2     73.8     26.9     88.7     98.2     11.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        4       14       12       21       19
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,566
COMMITMENTS
       0      198        0   15,551   15,306   15,551   15,504       15       62

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -1,715)
       0      198        0   -1,700   -1,942   -1,700   -1,744      -15       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     99.9     98.3     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       20       15       20       16
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       42,009
COMMITMENTS
  26,728    4,366    2,333   10,659   34,475   39,721   41,174    2,288      835

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        961)
   1,501      -32      370   -1,000      682      871    1,020       90      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.6     10.4      5.6     25.4     82.1     94.6     98.0      5.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      84       34       21       37       37      133       87
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       63,909
COMMITMENTS
  42,927    7,585    1,799   12,975   51,962   57,701   61,346    6,207    2,563

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        991)
   1,691     -888      551   -1,531    1,506      711    1,169      281     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.2     11.9      2.8     20.3     81.3     90.3     96.0      9.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      94       37       16       35       35      135       83
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      277,349
COMMITMENTS
  83,105   39,388   36,590  136,284  183,848  255,979  259,827   21,370   17,522

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     13,392)
    -483    4,827      231   14,937    8,308   14,685   13,366   -1,292       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0     14.2     13.2     49.1     66.3     92.3     93.7      7.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      58       40       59       84       90      173      165
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,606
COMMITMENTS
   3,997      200      570    4,676    6,667    9,243    7,437    2,363    4,169

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        421)
     191        0      135       87      365      413      500        8      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4      1.7      4.9     40.3     57.4     79.6     64.1     20.4     35.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        1        6        7        9       15       15
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       11,861
COMMITMENTS
       0      430        0   10,705   10,372   10,705   10,802    1,156    1,059

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0     90.3     87.4     90.3     91.1      9.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       16       15       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,956
COMMITMENTS
   1,111      685      497    6,216    6,640    7,824    7,822      132      134

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        547)
     100        0      247      200      300      547      547        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      8.6      6.2     78.1     83.5     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        3       27       24       32       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       66,162
COMMITMENTS
   6,636    2,304        0   58,806   63,465   65,442   65,769      720      393

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      2,841)
       0        0        0    2,759    2,841    2,759    2,841       82        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      3.5      0.0     88.9     95.9     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        4        0       30       36       34       40
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,923
COMMITMENTS
   4,055        0      190    8,588   12,684   12,833   12,874       90       49

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        212)
     100        0      -25      137      237      212      212        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      0.0      1.5     66.5     98.2     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        2       11       13       16       15
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,425
COMMITMENTS
     969    6,340        0   45,441   40,085   46,410   46,425       15        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        915)
       0      -50        0      915      965      915      915        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     13.7      0.0     97.9     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        0       26       25       28       28
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,340
COMMITMENTS
     300    1,240       25    8,865    7,850    9,190    9,115      150      225

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,150)
       0      475        0    1,150      675    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     13.3      0.3     94.9     84.0     98.4     97.6      1.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        1       20       14       23       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,479
COMMITMENTS
   1,934    4,287    1,195   22,041   19,556   25,170   25,038      309      441

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        497)
    -308       68      124      681      315      497      507        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     16.8      4.7     86.5     76.8     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        8        3       34       29       41       38
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,783
COMMITMENTS
     634    1,102      441   11,635   11,087   12,710   12,630       73      153

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,031)
    -221      185       -8    1,260      934    1,031    1,111        0      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      8.6      3.4     91.0     86.7     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        4        2       26       28       31       33
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,495
COMMITMENTS
     679      420      290    1,441    1,697    2,410    2,407       85       88

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        333)
      20       50       70      243      213      333      333        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     16.8     11.6     57.8     68.0     96.6     96.5      3.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        8        6       22       19       34       29
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,539
COMMITMENTS
   4,020      300    1,392   16,815   20,607   22,227   22,299      312      240

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      540      540      540      540     -240     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      1.3      6.2     74.6     91.4     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        4       14       13       19       17
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,466
COMMITMENTS
   1,749      124      494   22,297   23,982   24,540   24,600    3,926    3,866

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      1,194)
       8     -408      144      804    1,292      956    1,028      238      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.4      1.7     78.3     84.2     86.2     86.4     13.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       17       20       19       22



Updated January 24, 2014