IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      124,660
COMMITMENTS
  23,231    2,818      410  101,019  121,432  124,660  124,660        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      2.3      0.3     81.0     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        1        5       10        7       17       13
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,053
COMMITMENTS
   6,596    1,015    1,284   36,828   42,710   44,708   45,009      345       44

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:      1,485)
      74       28      149    1,252    1,308    1,475    1,485       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      2.3      2.8     81.7     94.8     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        6        7       39       43       46       52
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,728
COMMITMENTS
      53      240       27    9,594    9,461    9,674    9,728       54        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        266)
       0        0        0      266      266      266      266        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.5      0.3     98.6     97.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       20       26       21       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,025
COMMITMENTS
     448      270      140    8,753    8,724    9,341    9,134      684      891

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        369)
      57        0      -53      346      393      350      340       19       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      2.7      1.4     87.3     87.0     93.2     91.1      6.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        3       33       33       37       37
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,747
COMMITMENTS
     621       55       48    4,256    4,630    4,925    4,733      822    1,014

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        154)
      26      -35      -13      106      167      119      119       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      1.0      0.8     74.1     80.6     85.7     82.4     14.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        1        3       31       36       36       40
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,103
COMMITMENTS
     124        0       85    2,263    2,532    2,472    2,617      631      486

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      2.7     72.9     81.6     79.7     84.3     20.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       17       14       19       15
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,136
COMMITMENTS
     243      116      298    5,023    5,302    5,564    5,716      572      420

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        245)
       0      -10        5      250      250      255      245      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.9      4.9     81.9     86.4     90.7     93.2      9.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        3        4       40       40       44       46
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,008
COMMITMENTS
       0       35       80    7,673    7,878    7,753    7,993      255       15

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        305)
       0      -80       80      225      305      305      305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      1.0     95.8     98.4     96.8     99.8      3.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       19       15       20       16
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,911
COMMITMENTS
     320      260      169    9,189    9,345    9,678    9,774      233      137

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:         30)
     -10       20       30        0      -40       20       10       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      2.6      1.7     92.7     94.3     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        5        3       33       32       40       39
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,659
COMMITMENTS
     307      320      110    3,142    3,099    3,559    3,529      100      130

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        100)
       0        0        0       80      110       80      110       20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      8.7      3.0     85.9     84.7     97.3     96.4      2.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        3        2       26       27       32       31
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,805
COMMITMENTS
       0    7,430      333   28,227   20,850   28,560   28,613      245      192

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:         23)
       0      180        0       23     -157       23       23        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     25.8      1.2     98.0     72.4     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        2       31       20       33       22
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,577
COMMITMENTS
     307      954       52    4,631    4,334    4,990    5,340      587      237

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        150)
       0      -20        0      171      150      171      130      -21       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     17.1      0.9     83.0     77.7     89.5     95.8     10.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        3       28       20       33       25
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      294,256
COMMITMENTS
  56,041   65,200   36,002  158,641  170,973  250,685  272,175   43,571   22,081

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:    -11,327)
   6,885     -876   -5,449  -12,907   -1,188  -11,472   -7,513      144   -3,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     22.2     12.2     53.9     58.1     85.2     92.5     14.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      42       30       38       60       74      125      123
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,332,567
COMMITMENTS
 344,824  449,638  489,666  420,982  363,774  1255472  1303078   77,094   29,489

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:    -33,250)
  12,351    9,194  -27,586  -14,747   -9,390  -29,982  -27,782   -3,268   -5,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     33.7     36.7     31.6     27.3     94.2     97.8      5.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     142      102      149       72       64      302      235
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,156,677
COMMITMENTS
 111,613   17,618  392,759  647,578  743,117  1151950  1153495    4,727    3,182

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:   -252,142)
  -6,414  -15,359 -160,351  -84,466  -75,771 -251,232 -251,481     -910     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      1.5     34.0     56.0     64.2     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      42       25       55       55       52      119      110
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      436,849
COMMITMENTS
 162,754  125,388   75,164  193,651  232,048  431,569  432,600    5,280    4,250

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:    -33,088)
  -5,239     -316  -12,431  -14,104  -15,957  -31,775  -28,705   -1,313   -4,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     28.7     17.2     44.3     53.1     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      22       11       30       31       33       68       63
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       60,356
COMMITMENTS
   4,047   23,919    9,429   42,645   23,835   56,121   57,183    4,235    3,173

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:     -8,087)
  -3,116   -5,370   -1,567   -2,231     -892   -6,914   -7,829   -1,173     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     39.6     15.6     70.7     39.5     93.0     94.7      7.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        8        8       12       12       20       24
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       90,459
COMMITMENTS
  17,644   11,789   51,105   21,533   27,136   90,282   90,030      176      429

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:    -27,431)
 -14,238  -11,691   -7,098   -5,985   -8,607  -27,322  -27,397     -110      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     13.0     56.5     23.8     30.0     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      17        6       21       15       17       37       39
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,434,922
COMMITMENTS
 917,294   74,140  591,279  885,921  1732174  2394494  2397593   40,428   37,329

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:   -163,505)
 -48,481   -3,893  -51,829  -47,622 -104,326 -147,932 -160,048  -15,573   -3,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7      3.0     24.3     36.4     71.1     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      32       14       41       70       66      115      110
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      795,157
COMMITMENTS
  32,561  246,586  131,752  625,466  411,004  789,779  789,342    5,378    5,815

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:    -59,253)
  -3,141   -2,689  -38,458  -17,766  -18,900  -59,365  -60,047      112      794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     31.0     16.6     78.7     51.7     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14       26       29       34       30       68       65
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       74,016
COMMITMENTS
  37,367   16,940   13,530   22,128   42,805   73,025   73,275      991      741

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:     -4,760)
  -1,060      850   -2,765   -1,181   -2,971   -5,006   -4,886      246      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.5     22.9     18.3     29.9     57.8     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      19       17       25       13       15       45       44
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       31,795
COMMITMENTS
   7,387   17,619    3,021   21,086   10,030   31,494   30,670      301    1,125

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:     -2,105)
    -335     -920     -470   -1,350     -930   -2,155   -2,320       50      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     55.4      9.5     66.3     31.5     99.1     96.5      0.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       14       12        9        7       26       27
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       36,968
COMMITMENTS
   2,585    1,258    1,905   31,936   33,447   36,426   36,610      542      358

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        843)
     -99      248      263      587      329      751      840       92        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      3.4      5.2     86.4     90.5     98.5     99.0      1.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       8        7        7       47       50       57       62
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,952
COMMITMENTS
       6      113       90    1,131    1,048    1,227    1,251      725      701

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:         63)
     -13        0        0      -29      -13      -42      -13      105       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      5.8      4.6     57.9     53.7     62.9     64.1     37.1     35.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       17       16       18       19
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,197
COMMITMENTS
     471      446       50    3,435    3,444    3,956    3,940      241      257

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        345)
       0       30        0      355      305      355      335      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     10.6      1.2     81.8     82.1     94.3     93.9      5.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        6        3       28       30       34       38
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,555
COMMITMENTS
     816    2,004      178   29,312   29,253   30,307   31,436    6,248    5,119

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:     -4,590)
       0     -504       26   -4,835   -3,969   -4,809   -4,447      218     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      5.5      0.5     80.2     80.0     82.9     86.0     17.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       23       23       27       26
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,078
COMMITMENTS
     361       84      255    9,653   10,676   10,269   11,015      809       63

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.8      2.3     87.1     96.4     92.7     99.4      7.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       10       16       11       18
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,291
COMMITMENTS
       0      728    1,162    9,206    9,184   10,368   11,074    1,923    1,217

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        332)
       0        0        0      332      332      332      332        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      9.5     74.9     74.7     84.4     90.1     15.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       21       19       23       21
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       25,790
COMMITMENTS
     955      955        0   24,324   24,814   25,279   25,769      511       21

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      3.7      0.0     94.3     96.2     98.0     99.9      2.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       17       14       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      556,863
COMMITMENTS
   4,680    4,680        0  552,183  552,183  556,863  556,863        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       21       13       22       14
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,568
COMMITMENTS
   1,358        0        0    9,933   11,291   11,291   11,291      277      277

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      0.0      0.0     85.9     97.6     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       11       13       11
 
 
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      139,682
COMMITMENTS
  15,288        0        0  124,394  139,682  139,682  139,682        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      0.0      0.0     89.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       11       11       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,428
COMMITMENTS
       0        0        0   49,173   49,428   49,173   49,428      255        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      254        0      254        0     -254

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:       24)
       0        0        0       15       19       15       19
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      805,590
COMMITMENTS
       0        0        0  805,590  805,590  805,590  805,590        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:     43,152)
       0        0        0   43,152   43,152   43,152   43,152        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       19       17       19
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      103,308
COMMITMENTS
   8,925    1,335    2,805   91,578   99,147  103,308  103,287        0       21

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:     -1,320)
       0        0        0   -1,320   -1,320   -1,320   -1,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      1.3      2.7     88.6     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        2       27       24       29       28
 
 
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE         Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,809,093
COMMITMENTS
     133  199,360   29,301  1779659  1580432  1809093  1809093        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:      8,232)
       0        0        0    8,232    8,232    8,232    8,232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.0      1.6     98.4     87.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        2       29       26       31       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       29,021
COMMITMENTS
      42    9,382    1,343   27,636   17,999   29,021   28,724        0      297

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     32.3      4.6     95.2     62.0    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       19       15       21       18
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,402
COMMITMENTS
     126    4,495    1,280   57,996   53,627   59,402   59,402        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      7.6      2.2     97.6     90.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       18       18       20       19
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,621
COMMITMENTS
   3,668        0    2,970   52,983   56,651   59,621   59,621        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.0      5.0     88.9     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        2       25       20       27       22
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,898
COMMITMENTS
   2,621        0    2,048   45,974   48,595   50,643   50,643      255      255

CHANGES FROM 12/24/13 (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      4.0     90.3     95.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       20       22       21       23
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,324
COMMITMENTS
       0        0      105   57,198   57,219   57,303   57,324       21        0

CHANGES FROM 12/24/13 (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      0.2     99.8     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        1       25       23       26       24
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,241
COMMITMENTS
       0    1,280        0   22,199   20,812   22,199   22,092       42      149

CHANGES FROM 12/24/13 (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      5.8      0.0     99.8     93.6     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       14       15       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      388,132
COMMITMENTS
  41,381   11,440   35,720  311,031  340,972  388,132  388,132        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      2.9      9.2     80.1     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       18       18       21       20
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      870,280
COMMITMENTS
       0    5,312   48,016  822,264  816,952  870,280  870,280        0        0

CHANGES FROM 12/24/13 (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      0.6      5.5     94.5     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       21       20       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,247,679
COMMITMENTS
 205,443        0   47,040  995,196  1200639  1247679  1247679        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      0.0      3.8     79.8     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       24       16       26       17
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      699,077
COMMITMENTS
 160,160        0      408  538,509  698,669  699,077  699,077        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      0.0      0.1     77.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       19       18       20       19
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      651,107
COMMITMENTS
       0   16,328        0  651,107  634,779  651,107  651,107        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:      9,800)
       0    9,800        0    9,800        0    9,800    9,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       24       20       24       22
 
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      335,255
COMMITMENTS
  26,224    2,703      816  308,215  331,736  335,255  335,255        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.8      0.2     91.9     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       13        9       15       11
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      431,000
COMMITMENTS
       0    6,720        0  431,000  424,280  431,000  431,000        0        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:      5,880)
       0        0        0    5,880    5,880    5,880    5,880        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:       23)
       0        1        0       16       14       16       15
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        2,494
COMMITMENTS
     250        0        0    2,093    1,978    2,343    1,978      151      516

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.0      0.0     83.9     79.3     93.9     79.3      6.1     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11        9       13        9
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,477
COMMITMENTS
     377      136      699   21,193   21,369   22,269   22,204      208      273

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        384)
       0        0        0      384      384      384      384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.6      3.1     94.3     95.1     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        2        4       39       36       44       41
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,157
COMMITMENTS
     187      975      142   14,671   13,627   15,000   14,744      157      413

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:         70)
     -30        0       25       75       20       70       45        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      6.4      0.9     96.8     89.9     99.0     97.3      1.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        2       32       28       35       33
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,721
COMMITMENTS
      20      534       82    5,444    4,709    5,546    5,325      175      396

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        180)
       0       65        0      180      115      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      9.3      1.4     95.2     82.3     96.9     93.1      3.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       20       15       22       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,122,114
COMMITMENTS
 465,692   82,105  737,818  824,202  1221316  2027711  2041238   94,403   80,876

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:     27,762)
   1,041   -1,153   26,250   -3,154    3,225   24,137   28,322    3,624     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      3.9     34.8     38.8     57.6     95.6     96.2      4.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     154       61      175       85       96      301      284
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       84,263
COMMITMENTS
  38,448    4,628   28,611   15,497   48,657   82,556   81,896    1,706    2,367

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:         81)
   1,475    2,497     -692     -720   -2,016       62     -211       19      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6      5.5     34.0     18.4     57.7     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        4        7       10        8       17       16
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      163,455
COMMITMENTS
  65,026   18,558      745   65,575  115,409  131,346  134,712   32,109   28,743

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        464)
    -234       18        0      559      -18      325        0      139      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8     11.4      0.5     40.1     70.6     80.4     82.4     19.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        6        4       18       21       25       28
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,280
COMMITMENTS
   6,027      881    2,042   11,141   16,408   19,210   19,331    1,070      949

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        143)
      10        5      -43      181      148      148      111       -4       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7      4.3     10.1     54.9     80.9     94.7     95.3      5.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        5        7       13       12       22       23
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      157,900
COMMITMENTS
  20,210      310   12,695  118,046  136,215  150,951  149,220    6,949    8,680

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:    -17,098)
  -1,375       -9   -3,547  -10,920  -13,102  -15,842  -16,658   -1,257     -441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      0.2      8.0     74.8     86.3     95.6     94.5      4.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        1        9       24       25       33       34
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,080
COMMITMENTS
  13,281   15,441   27,515   29,778   25,054   70,574   68,009    2,506    5,070

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:      4,691)
    -401      516    2,804    2,219    1,336    4,622    4,657       69       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     21.1     37.7     40.7     34.3     96.6     93.1      3.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7       10       15       15       14       31       30
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,806
COMMITMENTS
   1,936    1,826    6,056   53,267   56,978   61,259   64,860   12,546    8,946

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:     -1,900)
     -51       33      -87   -1,449   -1,529   -1,588   -1,582     -312     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.5      8.2     72.2     77.2     83.0     87.9     17.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       19       18       21       21
 
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE               Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,858
COMMITMENTS
     401   11,396    2,645   14,869    5,153   17,916   19,194    1,942      664

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:       -218)
     -48      232     -355       92      -56     -311     -179       93      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     57.4     13.3     74.9     26.0     90.2     96.7      9.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        4       16       11       24       16
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,543
COMMITMENTS
       0        0        0   15,513   15,543   15,513   15,543       30        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -60      -60      -60      -60        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       16       13       16       13
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       40,795
COMMITMENTS
  23,631    6,255    1,707   13,498   31,823   38,836   39,784    1,959    1,011

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:      1,543)
     570      741      215      978      776    1,762    1,732     -220     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.9     15.3      4.2     33.1     78.0     95.2     97.5      4.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      79       42       18       36       33      124       89
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,120
COMMITMENTS
  41,417   18,339    1,315   16,277   40,799   59,008   60,452    5,112    3,667

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:     -1,951)
     -46   -2,173     -308   -1,603      771   -1,957   -1,709        5     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.6     28.6      2.1     25.4     63.6     92.0     94.3      8.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      86       47       18       31       31      124       89
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      249,464
COMMITMENTS
  92,772   30,783   30,968  101,286  175,437  225,027  237,189   24,438   12,276

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:    -20,334)
   5,160     -367   -9,211  -14,842   -7,358  -18,893  -16,936   -1,441   -3,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     12.3     12.4     40.6     70.3     90.2     95.1      9.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      71       35       56       70       85      168      154
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,278
COMMITMENTS
   5,285       23      432    4,738    7,979   10,455    8,434    2,823    4,844

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8      0.2      3.3     35.7     60.1     78.7     63.5     21.3     36.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        3        8       10       15       13
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,490
COMMITMENTS
       0      300        0   14,267   12,510   14,267   12,810    1,223    2,680

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:       -300)
       0        0        0     -300     -350     -300     -350        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.0     92.1     80.8     92.1     82.7      7.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13       16       13       17
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       14,992
COMMITMENTS
       0      750        0   13,671   13,347   13,671   14,097    1,321      895

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:         50)
       0       50        0        0     -125        0      -75       50      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.0      0.0     91.2     89.0     91.2     94.0      8.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       19       18       19       20
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,813
COMMITMENTS
   7,334    2,591      655    7,310   11,936   15,299   15,182    2,514    2,631

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        132)
     501       19        0      -19      -29      482      -10     -350      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.2     14.5      3.7     41.0     67.0     85.9     85.2     14.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        2       14       14       17       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,173
COMMITMENTS
   1,511      890      450    8,182    8,682   10,143   10,022       30      151

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:      1,733)
     350      117        0    1,383    1,616    1,733    1,733        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      8.7      4.4     80.4     85.3     99.7     98.5      0.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        5        4       29       31       34       39
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       73,871
COMMITMENTS
   6,954    2,700       50   66,214   70,728   73,218   73,478      653      393

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:      1,091)
       0       50        0    1,091    1,041    1,091    1,091        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      3.7      0.1     89.6     95.7     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        7        1       38       37       44       44
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,344
COMMITMENTS
   2,957       25      173    9,027   12,055   12,157   12,253      187       91

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      -20      -20      -20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      0.2      1.4     73.1     97.7     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1       12       14       16       16
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       47,088
COMMITMENTS
     611    6,025      375   46,084   40,688   47,070   47,088       18        0

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        791)
       0        0        0      791      791      791      791        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     12.8      0.8     97.9     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        1       31       21       34       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,203
COMMITMENTS
     465    1,033       35    8,528    7,910    9,028    8,978      175      225

CHANGES FROM 12/24/13 (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     11.2      0.4     92.7     86.0     98.1     97.6      1.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        2       22       21       27       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,062
COMMITMENTS
   2,255    4,088    1,135   25,397   23,581   28,787   28,804      275      258

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        458)
       0     -222        0      689      734      689      512     -231      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     14.1      3.9     87.4     81.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        9        4       45       37       54       47
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,202
COMMITMENTS
     296      225        0    4,872    4,508    5,168    4,733       34      469

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      4.3      0.0     93.7     86.7     99.3     91.0      0.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13       11       14       12
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,221
COMMITMENTS
     545      706      410   11,181   10,842   12,136   11,958       85      263

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        -14)
       0        0        0      -14      -14      -14      -14        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      5.8      3.4     91.5     88.7     99.3     97.8      0.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        5       25       32       31       39
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        3,077
COMMITMENTS
     876      550      218    1,869    2,204    2,963    2,972      114      105

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:        105)
     -36       50       33       89       22       86      105       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     17.9      7.1     60.7     71.6     96.3     96.6      3.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9        6        6       21       21       32       31
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,990
COMMITMENTS
   4,035      300    1,417   16,968   20,793   22,420   22,510      570      480

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      1.3      6.2     73.8     90.4     97.5     97.9      2.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        4       14       14       19       19
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,681
COMMITMENTS
   1,845      804      422   21,638   22,935   23,905   24,161    4,776    4,520

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:         23)
      29        0        0     -395     -578     -366     -578      389      601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.8      1.5     75.4     80.0     83.3     84.2     16.7     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       21       17       23



Updated January 6, 2014