IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                                                    Code-006GEC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 EUA)                                                    :
     :          :                                                                            :
All  :   124,660:    23,231      2,818        410    101,019    121,432    124,660    124,660:         0          0
Old  :   124,660:    23,231      2,818        410    101,019    121,432    124,660    124,660:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        2.3        0.3       81.0       97.4      100.0      100.0:       0.0        0.0
Old  :     100.0:      18.6        2.3        0.3       81.0       97.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          1          5         10          7         17         13:
Old  :        20:         7          1          5         10          7         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.0       96.4       95.7       99.7       70.0       88.8       86.6       89.3
Old  :                 79.0       96.4       95.7       99.7       70.0       88.8       86.6       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    45,053:     6,596      1,015      1,284     36,828     42,710     44,708     45,009:       345         44
Old  :    45,053:     6,596      1,015      1,284     36,828     42,710     44,708     45,009:       345         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     1,485:        74         28        149      1,252      1,308      1,475      1,485:        10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        2.3        2.8       81.7       94.8       99.2       99.9:       0.8        0.1
Old  :     100.0:      14.6        2.3        2.8       81.7       94.8       99.2       99.9:       0.8        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         1          6          7         39         43         46         52:
Old  :        57:         1          6          7         39         43         46         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       29.0       68.1       49.9       35.0       17.3       42.3       28.6
Old  :                 51.9       29.0       68.1       49.9       35.0       17.3       42.3       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,728:        53        240         27      9,594      9,461      9,674      9,728:        54          0
Old  :     9,728:        53        240         27      9,594      9,461      9,674      9,728:        54          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       266:         0          0          0        266        266        266        266:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        2.5        0.3       98.6       97.3       99.4      100.0:       0.6        0.0
Old  :     100.0:       0.5        2.5        0.3       98.6       97.3       99.4      100.0:       0.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          1          1         20         26         21         28:
Old  :        32:         1          1          1         20         26         21         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       43.6       81.3       64.3       28.4       20.7       41.3       33.9
Old  :                 56.6       43.6       81.3       64.3       28.4       20.7       41.3       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    10,025:       448        270        140      8,753      8,724      9,341      9,134:       684        891
Old  :    10,025:       448        270        140      8,753      8,724      9,341      9,134:       684        891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       369:        57          0        -53        346        393        350        340:        19         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        2.7        1.4       87.3       87.0       93.2       91.1:       6.8        8.9
Old  :     100.0:       4.5        2.7        1.4       87.3       87.0       93.2       91.1:       6.8        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         4          1          3         33         33         37         37:
Old  :        40:         4          1          3         33         33         37         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       35.7       55.1       54.4       18.1       18.1       25.3       23.2
Old  :                 33.2       35.7       55.1       54.4       18.1       18.1       25.3       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     5,747:       621         55         48      4,256      4,630      4,925      4,733:       822      1,014
Old  :     5,747:       621         55         48      4,256      4,630      4,925      4,733:       822      1,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       154:        26        -35        -13        106        167        119        119:        35         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        1.0        0.8       74.1       80.6       85.7       82.4:      14.3       17.6
Old  :     100.0:      10.8        1.0        0.8       74.1       80.6       85.7       82.4:      14.3       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         5          1          3         31         36         36         40:
Old  :        44:         5          1          3         31         36         36         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       28.2       53.6       42.4       30.8       24.2       39.8       34.1
Old  :                 35.6       28.2       53.6       42.4       30.8       24.2       39.8       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     3,103:       124          0         85      2,263      2,532      2,472      2,617:       631        486
Old  :     3,103:       124          0         85      2,263      2,532      2,472      2,617:       631        486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        0.0        2.7       72.9       81.6       79.7       84.3:      20.3       15.7
Old  :     100.0:       4.0        0.0        2.7       72.9       81.6       79.7       84.3:      20.3       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          1         17         14         19         15:
Old  :        21:         2          0          1         17         14         19         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       45.5       58.6       68.9       12.6       13.9       18.5       21.8
Old  :                 40.0       45.5       58.6       68.9       12.6       13.9       18.5       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     6,136:       243        116        298      5,023      5,302      5,564      5,716:       572        420
Old  :     6,136:       243        116        298      5,023      5,302      5,564      5,716:       572        420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       245:         0        -10          5        250        250        255        245:       -10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        1.9        4.9       81.9       86.4       90.7       93.2:       9.3        6.8
Old  :     100.0:       4.0        1.9        4.9       81.9       86.4       90.7       93.2:       9.3        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         1          3          4         40         40         44         46:
Old  :        51:         1          3          4         40         40         44         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       36.2       49.3       50.4       27.1       26.3       35.6       34.5
Old  :                 35.6       36.2       49.3       50.4       27.1       26.3       35.6       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 GALLONS)                                               :
     :          :                                                                            :
All  :     8,008:         0         35         80      7,673      7,878      7,753      7,993:       255         15
Old  :     8,008:         0         35         80      7,673      7,878      7,753      7,993:       255         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       305:         0        -80         80        225        305        305        305:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.4        1.0       95.8       98.4       96.8       99.8:       3.2        0.2
Old  :     100.0:       0.0        0.4        1.0       95.8       98.4       96.8       99.8:       3.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          1         19         15         20         16:
Old  :        25:         0          1          1         19         15         20         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       54.4       81.6       79.7       38.3       50.6       54.4       66.5
Old  :                 58.6       54.4       81.6       79.7       38.3       50.6       54.4       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     9,911:       320        260        169      9,189      9,345      9,678      9,774:       233        137
Old  :     9,911:       320        260        169      9,189      9,345      9,678      9,774:       233        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :        30:       -10         20         30          0        -40         20         10:        10         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        2.6        1.7       92.7       94.3       97.6       98.6:       2.4        1.4
Old  :     100.0:       3.2        2.6        1.7       92.7       94.3       97.6       98.6:       2.4        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         5          5          3         33         32         40         39:
Old  :        48:         5          5          3         33         32         40         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       55.2       66.2       75.8       48.7       49.6       61.4       59.3
Old  :                 49.7       55.2       66.2       75.8       48.7       49.6       61.4       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     3,659:       307        320        110      3,142      3,099      3,559      3,529:       100        130
Old  :     3,659:       307        320        110      3,142      3,099      3,559      3,529:       100        130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       100:         0          0          0         80        110         80        110:        20        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        8.7        3.0       85.9       84.7       97.3       96.4:       2.7        3.6
Old  :     100.0:       8.4        8.7        3.0       85.9       84.7       97.3       96.4:       2.7        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         4          3          2         26         27         32         31:
Old  :        44:         4          3          2         26         27         32         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       59.1       65.4       70.9       49.3       57.8       63.2       67.6
Old  :                 51.0       59.1       65.4       70.9       49.3       57.8       63.2       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                           Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    28,805:         0      7,430        333     28,227     20,850     28,560     28,613:       245        192
Old  :    28,805:         0      7,430        333     28,227     20,850     28,560     28,613:       245        192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :        23:         0        180          0         23       -157         23         23:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       25.8        1.2       98.0       72.4       99.1       99.3:       0.9        0.7
Old  :     100.0:       0.0       25.8        1.2       98.0       72.4       99.1       99.3:       0.9        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         0          1          2         31         20         33         22:
Old  :        36:         0          1          2         31         20         33         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       76.7       61.4       91.5       32.6       71.6       53.1       80.7
Old  :                 40.6       76.7       61.4       91.5       32.6       71.6       53.1       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     5,577:       307        954         52      4,631      4,334      4,990      5,340:       587        237
Old  :     5,577:       307        954         52      4,631      4,334      4,990      5,340:       587        237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       150:         0        -20          0        171        150        171        130:       -21         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       17.1        0.9       83.0       77.7       89.5       95.8:      10.5        4.2
Old  :     100.0:       5.5       17.1        0.9       83.0       77.7       89.5       95.8:      10.5        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         4          3          3         28         20         33         25:
Old  :        40:         4          3          3         28         20         33         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       55.2       57.0       74.6       34.0       48.4       52.0       67.0
Old  :                 37.8       55.2       57.0       74.6       34.0       48.4       52.0       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   294,256:    56,041     65,200     36,002    158,641    170,973    250,685    272,175:    43,571     22,081
Old  :   294,256:    56,041     65,200     36,002    158,641    170,973    250,685    272,175:    43,571     22,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -11,327:     6,885       -876     -5,449    -12,907     -1,188    -11,472     -7,513:       144     -3,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       22.2       12.2       53.9       58.1       85.2       92.5:      14.8        7.5
Old  :     100.0:      19.0       22.2       12.2       53.9       58.1       85.2       92.5:      14.8        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        42         30         38         60         74        125        123:
Old  :       155:        42         30         38         60         74        125        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       20.6       24.6       31.9       11.3       16.4       18.9       22.9
Old  :                 14.2       20.6       24.6       31.9       11.3       16.4       18.9       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,332,567:   344,824    449,638    489,666    420,982    363,774  1,255,472  1,303,078:    77,094     29,489
Old  : 1,332,567:   344,824    449,638    489,666    420,982    363,774  1,255,472  1,303,078:    77,094     29,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -33,250:    12,351      9,194    -27,586    -14,747     -9,390    -29,982    -27,782:    -3,268     -5,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       33.7       36.7       31.6       27.3       94.2       97.8:       5.8        2.2
Old  :     100.0:      25.9       33.7       36.7       31.6       27.3       94.2       97.8:       5.8        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:       142        102        149         72         64        302        235:
Old  :       328:       142        102        149         72         64        302        235:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       29.4       36.1       44.6        9.8       15.7       15.4       23.0
Old  :                 22.3       29.4       36.1       44.6        9.8       15.7       15.4       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,156,677:   111,613     17,618    392,759    647,578    743,117  1,151,950  1,153,495:     4,727      3,182
Old  : 1,156,677:   111,613     17,618    392,759    647,578    743,117  1,151,950  1,153,495:     4,727      3,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :  -252,142:    -6,414    -15,359   -160,351    -84,466    -75,771   -251,232   -251,481:      -910       -660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        1.5       34.0       56.0       64.2       99.6       99.7:       0.4        0.3
Old  :     100.0:       9.6        1.5       34.0       56.0       64.2       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        42         25         55         55         52        119        110:
Old  :       123:        42         25         55         55         52        119        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       32.4       55.3       53.2        6.7        6.0        9.9        9.0
Old  :                 33.0       32.4       55.3       53.2        6.7        6.0        9.9        9.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                   Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   436,849:   162,754    125,388     75,164    193,651    232,048    431,569    432,600:     5,280      4,250
Old  :   436,849:   162,754    125,388     75,164    193,651    232,048    431,569    432,600:     5,280      4,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -33,088:    -5,239       -316    -12,431    -14,104    -15,957    -31,775    -28,705:    -1,313     -4,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       28.7       17.2       44.3       53.1       98.8       99.0:       1.2        1.0
Old  :     100.0:      37.3       28.7       17.2       44.3       53.1       98.8       99.0:       1.2        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        22         11         30         31         33         68         63:
Old  :        72:        22         11         30         31         33         68         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       46.2       58.0       60.6       32.0       28.5       41.4       36.3
Old  :                 40.4       46.2       58.0       60.6       32.0       28.5       41.4       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :    60,356:     4,047     23,919      9,429     42,645     23,835     56,121     57,183:     4,235      3,173
Old  :    60,356:     4,047     23,919      9,429     42,645     23,835     56,121     57,183:     4,235      3,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    -8,087:    -3,116     -5,370     -1,567     -2,231       -892     -6,914     -7,829:    -1,173       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       39.6       15.6       70.7       39.5       93.0       94.7:       7.0        5.3
Old  :     100.0:       6.7       39.6       15.6       70.7       39.5       93.0       94.7:       7.0        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          8          8         12         12         20         24:
Old  :        24:         4          8          8         12         12         20         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       47.0       81.0       71.3       39.9       40.6       46.6       46.7
Old  :                 60.9       47.0       81.0       71.3       39.9       40.6       46.6       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                           Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :    90,459:    17,644     11,789     51,105     21,533     27,136     90,282     90,030:       176        429
Old  :    90,459:    17,644     11,789     51,105     21,533     27,136     90,282     90,030:       176        429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -27,431:   -14,238    -11,691     -7,098     -5,985     -8,607    -27,322    -27,397:      -110        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       13.0       56.5       23.8       30.0       99.8       99.5:       0.2        0.5
Old  :     100.0:      19.5       13.0       56.5       23.8       30.0       99.8       99.5:       0.2        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        17          6         21         15         17         37         39:
Old  :        42:        17          6         21         15         17         37         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       42.0       72.5       62.3       18.9       16.6       23.0       23.8
Old  :                 50.3       42.0       72.5       62.3       18.9       16.6       23.0       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 2,434,922:   917,294     74,140    591,279    885,921  1,732,174  2,394,494  2,397,593:    40,428     37,329
Old  : 2,434,922:   917,294     74,140    591,279    885,921  1,732,174  2,394,494  2,397,593:    40,428     37,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :  -163,505:   -48,481     -3,893    -51,829    -47,622   -104,326   -147,932   -160,048:   -15,573     -3,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        3.0       24.3       36.4       71.1       98.3       98.5:       1.7        1.5
Old  :     100.0:      37.7        3.0       24.3       36.4       71.1       98.3       98.5:       1.7        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        32         14         41         70         66        115        110:
Old  :       124:        32         14         41         70         66        115        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       31.0       56.7       48.4       25.5       18.7       30.7       28.2
Old  :                 41.3       31.0       56.7       48.4       25.5       18.7       30.7       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   795,157:    32,561    246,586    131,752    625,466    411,004    789,779    789,342:     5,378      5,815
Old  :   795,157:    32,561    246,586    131,752    625,466    411,004    789,779    789,342:     5,378      5,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -59,253:    -3,141     -2,689    -38,458    -17,766    -18,900    -59,365    -60,047:       112        794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       31.0       16.6       78.7       51.7       99.3       99.3:       0.7        0.7
Old  :     100.0:       4.1       31.0       16.6       78.7       51.7       99.3       99.3:       0.7        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        14         26         29         34         30         68         65:
Old  :        75:        14         26         29         34         30         68         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       37.2       50.5       57.7       25.3       24.6       33.1       37.7
Old  :                 34.0       37.2       50.5       57.7       25.3       24.6       33.1       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                            Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    74,016:    37,367     16,940     13,530     22,128     42,805     73,025     73,275:       991        741
Old  :    74,016:    37,367     16,940     13,530     22,128     42,805     73,025     73,275:       991        741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    -4,760:    -1,060        850     -2,765     -1,181     -2,971     -5,006     -4,886:       246        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5       22.9       18.3       29.9       57.8       98.7       99.0:       1.3        1.0
Old  :     100.0:      50.5       22.9       18.3       29.9       57.8       98.7       99.0:       1.3        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        19         17         25         13         15         45         44:
Old  :        53:        19         17         25         13         15         45         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       50.7       61.4       72.2       39.0       46.0       59.0       59.9
Old  :                 39.1       50.7       61.4       72.2       39.0       46.0       59.0       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                           Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    31,795:     7,387     17,619      3,021     21,086     10,030     31,494     30,670:       301      1,125
Old  :    31,795:     7,387     17,619      3,021     21,086     10,030     31,494     30,670:       301      1,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    -2,105:      -335       -920       -470     -1,350       -930     -2,155     -2,320:        50        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       55.4        9.5       66.3       31.5       99.1       96.5:       0.9        3.5
Old  :     100.0:      23.2       55.4        9.5       66.3       31.5       99.1       96.5:       0.9        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        10         14         12          9          7         26         27:
Old  :        37:        10         14         12          9          7         26         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.8       37.8       85.2       60.8       71.9       32.8       79.0       53.6
Old  :                 72.8       37.8       85.2       60.8       71.9       32.8       79.0       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    36,968:     2,585      1,258      1,905     31,936     33,447     36,426     36,610:       542        358
Old  :    36,968:     2,585      1,258      1,905     31,936     33,447     36,426     36,610:       542        358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       843:       -99        248        263        587        329        751        840:        92          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        3.4        5.2       86.4       90.5       98.5       99.0:       1.5        1.0
Old  :     100.0:       7.0        3.4        5.2       86.4       90.5       98.5       99.0:       1.5        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:         8          7          7         47         50         57         62:
Old  :        79:         8          7          7         47         50         57         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       55.6       41.8       66.1       25.0       50.8       35.7       55.8
Old  :                 26.3       55.6       41.8       66.1       25.0       50.8       35.7       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     1,952:         6        113         90      1,131      1,048      1,227      1,251:       725        701
Old  :     1,952:         6        113         90      1,131      1,048      1,227      1,251:       725        701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :        63:       -13          0          0        -29        -13        -42        -13:       105         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        5.8        4.6       57.9       53.7       62.9       64.1:      37.1       35.9
Old  :     100.0:       0.3        5.8        4.6       57.9       53.7       62.9       64.1:      37.1       35.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          1         17         16         18         19:
Old  :        21:         1          2          1         17         16         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       26.5       41.6       42.9       21.9       22.2       32.6       32.0
Old  :                 25.3       26.5       41.6       42.9       21.9       22.2       32.6       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE                                            Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     4,197:       471        446         50      3,435      3,444      3,956      3,940:       241        257
Old  :     4,197:       471        446         50      3,435      3,444      3,956      3,940:       241        257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       345:         0         30          0        355        305        355        335:       -10         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       10.6        1.2       81.8       82.1       94.3       93.9:       5.7        6.1
Old  :     100.0:      11.2       10.6        1.2       81.8       82.1       94.3       93.9:       5.7        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         4          6          3         28         30         34         38:
Old  :        46:         4          6          3         28         30         34         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       35.3       52.7       51.3       29.9       34.6       44.2       46.5
Old  :                 34.7       35.3       52.7       51.3       29.9       34.6       44.2       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    36,555:       816      2,004        178     29,312     29,253     30,307     31,436:     6,248      5,119
Old  :    36,555:       816      2,004        178     29,312     29,253     30,307     31,436:     6,248      5,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    -4,590:         0       -504         26     -4,835     -3,969     -4,809     -4,447:       218       -144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        5.5        0.5       80.2       80.0       82.9       86.0:      17.1       14.0
Old  :     100.0:       2.2        5.5        0.5       80.2       80.0       82.9       86.0:      17.1       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         1          3          3         23         23         27         26:
Old  :        30:         1          3          3         23         23         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       43.0       56.0       63.2       20.6       25.9       30.3       34.0
Old  :                 37.6       43.0       56.0       63.2       20.6       25.9       30.3       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :    11,078:       361         84        255      9,653     10,676     10,269     11,015:       809         63
Old  :    11,078:       361         84        255      9,653     10,676     10,269     11,015:       809         63
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        0.8        2.3       87.1       96.4       92.7       99.4:       7.3        0.6
Old  :     100.0:       3.3        0.8        2.3       87.1       96.4       92.7       99.4:       7.3        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          1         10         16         11         18:
Old  :        21:         1          1          1         10         16         11         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       57.0       86.6       78.8       55.7       49.9       65.6       66.0
Old  :                 60.3       57.0       86.6       78.8       55.7       49.9       65.6       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    12,291:         0        728      1,162      9,206      9,184     10,368     11,074:     1,923      1,217
Old  :    12,291:         0        728      1,162      9,206      9,184     10,368     11,074:     1,923      1,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       332:         0          0          0        332        332        332        332:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.9        9.5       74.9       74.7       84.4       90.1:      15.6        9.9
Old  :     100.0:       0.0        5.9        9.5       74.9       74.7       84.4       90.1:      15.6        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          2          2         21         19         23         21:
Old  :        27:         0          2          2         21         19         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       41.4       54.6       65.6       18.2       31.5       27.8       41.9
Old  :                 32.2       41.4       54.6       65.6       18.2       31.5       27.8       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                 Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    25,790:       955        955          0     24,324     24,814     25,279     25,769:       511         21
Old  :    25,790:       955        955          0     24,324     24,814     25,279     25,769:       511         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        3.7        0.0       94.3       96.2       98.0       99.9:       2.0        0.1
Old  :     100.0:       3.7        3.7        0.0       94.3       96.2       98.0       99.9:       2.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          1          0         17         14         18         15:
Old  :        29:         1          1          0         17         14         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       77.9       84.7       91.7       49.7       77.1       81.5       89.8
Old  :                 52.8       77.9       84.7       91.7       49.7       77.1       81.5       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                             Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   556,863:     4,680      4,680          0    552,183    552,183    556,863    556,863:         0          0
Old  :   556,863:     4,680      4,680          0    552,183    552,183    556,863    556,863:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        0.8        0.0       99.2       99.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.8        0.8        0.0       99.2       99.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          1          0         21         13         22         14:
Old  :        28:         1          1          0         21         13         22         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       89.3       79.0       96.8       51.6       89.0       76.3       94.4
Old  :                 54.2       89.3       79.0       96.8       51.6       89.0       76.3       94.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                   Code-064A38
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    11,568:     1,358          0          0      9,933     11,291     11,291     11,291:       277        277
Old  :    11,568:     1,358          0          0      9,933     11,291     11,291     11,291:       277        277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        0.0        0.0       85.9       97.6       97.6       97.6:       2.4        2.4
Old  :     100.0:      11.7        0.0        0.0       85.9       97.6       97.6       97.6:       2.4        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0         12         11         13         11:
Old  :        20:         1          0          0         12         11         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.7       76.6       89.4       92.7       71.7       76.6       86.4       87.7
Old  :                 71.7       76.6       89.4       92.7       71.7       76.6       86.4       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                               Code-064A39
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   139,682:    15,288          0          0    124,394    139,682    139,682    139,682:         0          0
Old  :   139,682:    15,288          0          0    124,394    139,682    139,682    139,682:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        0.0        0.0       89.1      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      10.9        0.0        0.0       89.1      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0         10         11         11         11:
Old  :        20:         1          0          0         10         11         11         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       74.8       93.4       93.0       65.9       74.8       87.8       91.6
Old  :                 65.9       74.8       93.4       93.0       65.9       74.8       87.8       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                               Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    49,428:         0          0          0     49,173     49,428     49,173     49,428:       255          0
Old  :    49,428:         0          0          0     49,173     49,428     49,173     49,428:       255          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0        254          0        254:         0       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.5      100.0       99.5      100.0:       0.5        0.0
Old  :     100.0:       0.0        0.0        0.0       99.5      100.0       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          0          0         15         19         15         19:
Old  :        24:         0          0          0         15         19         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.5       54.1       95.9       76.6       65.2       52.1       80.0       72.9
Old  :                 72.5       54.1       95.9       76.6       65.2       52.1       80.0       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                           Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 MEGAWATT HOURS)                                            :
     :          :                                                                            :
All  :   805,590:         0          0          0    805,590    805,590    805,590    805,590:         0          0
Old  :   805,590:         0          0          0    805,590    805,590    805,590    805,590:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    43,152:         0          0          0     43,152     43,152     43,152     43,152:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         17         19         17         19:
Old  :        25:         0          0          0         17         19         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       47.6       87.4       70.8       46.4       46.1       67.3       65.4
Old  :                 57.0       47.6       87.4       70.8       46.4       46.1       67.3       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                               Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   103,308:     8,925      1,335      2,805     91,578     99,147    103,308    103,287:         0         21
Old  :   103,308:     8,925      1,335      2,805     91,578     99,147    103,308    103,287:         0         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    -1,320:         0          0          0     -1,320     -1,320     -1,320     -1,320:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        1.3        2.7       88.6       96.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.6        1.3        2.7       88.6       96.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         1          3          2         27         24         29         28:
Old  :        40:         1          3          2         27         24         29         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       48.4       70.6       74.0       42.1       46.8       59.5       68.2
Old  :                 46.6       48.4       70.6       74.0       42.1       46.8       59.5       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE                                            Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 1,809,093:       133    199,360     29,301  1,779,659  1,580,432  1,809,093  1,809,093:         0          0
Old  : 1,809,093:       133    199,360     29,301  1,779,659  1,580,432  1,809,093  1,809,093:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     8,232:         0          0          0      8,232      8,232      8,232      8,232:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.0        1.6       98.4       87.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       11.0        1.6       98.4       87.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         1          2          2         29         26         31         29:
Old  :        40:         1          2          2         29         26         31         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       50.9       76.9       75.8       50.0       37.2       62.6       57.4
Old  :                 54.6       50.9       76.9       75.8       50.0       37.2       62.6       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    29,021:        42      9,382      1,343     27,636     17,999     29,021     28,724:         0        297
Old  :    29,021:        42      9,382      1,343     27,636     17,999     29,021     28,724:         0        297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       32.3        4.6       95.2       62.0      100.0       99.0:       0.0        1.0
Old  :     100.0:       0.1       32.3        4.6       95.2       62.0      100.0       99.0:       0.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          2          2         19         15         21         18:
Old  :        27:         1          2          2         19         15         21         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       71.9       71.9       88.9       45.7       63.0       68.3       72.9
Old  :                 47.2       71.9       71.9       88.9       45.7       63.0       68.3       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    59,402:       126      4,495      1,280     57,996     53,627     59,402     59,402:         0          0
Old  :    59,402:       126      4,495      1,280     57,996     53,627     59,402     59,402:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        7.6        2.2       97.6       90.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.2        7.6        2.2       97.6       90.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          1         18         18         20         19:
Old  :        27:         1          1          1         18         18         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       75.5       71.8       93.4       45.5       58.6       61.9       68.1
Old  :                 50.0       75.5       71.8       93.4       45.5       58.6       61.9       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    59,621:     3,668          0      2,970     52,983     56,651     59,621     59,621:         0          0
Old  :    59,621:     3,668          0      2,970     52,983     56,651     59,621     59,621:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        0.0        5.0       88.9       95.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.2        0.0        5.0       88.9       95.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          0          2         25         20         27         22:
Old  :        34:         2          0          2         25         20         27         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       68.8       70.2       86.4       34.9       58.7       52.4       67.0
Old  :                 50.8       68.8       70.2       86.4       34.9       58.7       52.4       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-064A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    50,898:     2,621          0      2,048     45,974     48,595     50,643     50,643:       255        255
Old  :    50,898:     2,621          0      2,048     45,974     48,595     50,643     50,643:       255        255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        0.0        4.0       90.3       95.5       99.5       99.5:       0.5        0.5
Old  :     100.0:       5.1        0.0        4.0       90.3       95.5       99.5       99.5:       0.5        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          0          1         20         22         21         23:
Old  :        27:         1          0          1         20         22         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       49.1       74.7       71.5       44.1       46.8       62.8       62.0
Old  :                 49.8       49.1       74.7       71.5       44.1       46.8       62.8       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    57,324:         0          0        105     57,198     57,219     57,303     57,324:        21          0
Old  :    57,324:         0          0        105     57,198     57,219     57,303     57,324:        21          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.2       99.8       99.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.2       99.8       99.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         0          0          1         25         23         26         24:
Old  :        34:         0          0          1         25         23         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       59.0       70.6       82.6       41.8       55.8       64.6       76.3
Old  :                 42.9       59.0       70.6       82.6       41.8       55.8       64.6       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-064A69
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    22,241:         0      1,280          0     22,199     20,812     22,199     22,092:        42        149
Old  :    22,241:         0      1,280          0     22,199     20,812     22,199     22,092:        42        149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.8        0.0       99.8       93.6       99.8       99.3:       0.2        0.7
Old  :     100.0:       0.0        5.8        0.0       99.8       93.6       99.8       99.3:       0.2        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          0         15         14         15         15:
Old  :        20:         0          1          0         15         14         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       60.1       86.8       86.4       59.0       54.4       79.5       76.7
Old  :                 60.3       60.1       86.8       86.4       59.0       54.4       79.5       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-064A78
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   388,132:    41,381     11,440     35,720    311,031    340,972    388,132    388,132:         0          0
Old  :   388,132:    41,381     11,440     35,720    311,031    340,972    388,132    388,132:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        2.9        9.2       80.1       87.8      100.0      100.0:       0.0        0.0
Old  :     100.0:      10.7        2.9        9.2       80.1       87.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          1          2         18         18         21         20:
Old  :        29:         2          1          2         18         18         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       55.6       79.8       76.7       41.6       44.4       57.1       55.7
Old  :                 56.5       55.6       79.8       76.7       41.6       44.4       57.1       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-064A79
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   870,280:         0      5,312     48,016    822,264    816,952    870,280    870,280:         0          0
Old  :   870,280:         0      5,312     48,016    822,264    816,952    870,280    870,280:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.6        5.5       94.5       93.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.6        5.5       94.5       93.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          1          1         19         21         20         22:
Old  :        27:         0          1          1         19         21         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       53.0       84.7       74.8       38.9       26.2       48.0       39.5
Old  :                 63.8       53.0       84.7       74.8       38.9       26.2       48.0       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 1,247,679:   205,443          0     47,040    995,196  1,200,639  1,247,679  1,247,679:         0          0
Old  : 1,247,679:   205,443          0     47,040    995,196  1,200,639  1,247,679  1,247,679:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        0.0        3.8       79.8       96.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      16.5        0.0        3.8       79.8       96.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          0          1         24         16         26         17:
Old  :        29:         2          0          1         24         16         26         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       72.9       79.3       91.4       45.6       68.8       61.8       75.5
Old  :                 58.3       72.9       79.3       91.4       45.6       68.8       61.8       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-064A82
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   699,077:   160,160          0        408    538,509    698,669    699,077    699,077:         0          0
Old  :   699,077:   160,160          0        408    538,509    698,669    699,077    699,077:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        0.0        0.1       77.0       99.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      22.9        0.0        0.1       77.0       99.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          1         19         18         20         19:
Old  :        26:         1          0          1         19         18         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       57.4       85.2       80.4       60.3       40.0       66.1       55.5
Old  :                 60.4       57.4       85.2       80.4       60.3       40.0       66.1       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   651,107:         0     16,328          0    651,107    634,779    651,107    651,107:         0          0
Old  :   651,107:         0     16,328          0    651,107    634,779    651,107    651,107:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     9,800:         0      9,800          0      9,800          0      9,800      9,800:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.5        0.0      100.0       97.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        2.5        0.0      100.0       97.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         0          2          0         24         20         24         22:
Old  :        34:         0          2          0         24         20         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       54.3       76.7       78.9       36.8       38.9       58.9       56.6
Old  :                 44.1       54.3       76.7       78.9       36.8       38.9       58.9       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-064A85
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   335,255:    26,224      2,703        816    308,215    331,736    335,255    335,255:         0          0
Old  :   335,255:    26,224      2,703        816    308,215    331,736    335,255    335,255:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        0.8        0.2       91.9       99.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.8        0.8        0.2       91.9       99.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          1         13          9         15         11:
Old  :        21:         2          1          1         13          9         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       79.6       91.5       98.7       46.9       52.4       60.3       61.1
Old  :                 60.1       79.6       91.5       98.7       46.9       52.4       60.3       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE                                           Code-064A87
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatts Per Hour)                                        :
     :          :                                                                            :
All  :   431,000:         0      6,720          0    431,000    424,280    431,000    431,000:         0          0
Old  :   431,000:         0      6,720          0    431,000    424,280    431,000    431,000:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     5,880:         0          0          0      5,880      5,880      5,880      5,880:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.6        0.0      100.0       98.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        1.6        0.0      100.0       98.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          1          0         16         14         16         15:
Old  :        23:         0          1          0         16         14         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       64.1       93.0       87.1       49.8       51.9       64.7       64.3
Old  :                 71.8       64.1       93.0       87.1       49.8       51.9       64.7       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06665G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     2,494:       250          0          0      2,093      1,978      2,343      1,978:       151        516
Old  :     2,494:       250          0          0      2,093      1,978      2,343      1,978:       151        516
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        0.0        0.0       83.9       79.3       93.9       79.3:       6.1       20.7
Old  :     100.0:      10.0        0.0        0.0       83.9       79.3       93.9       79.3:       6.1       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          0          0         11          9         13          9:
Old  :        20:         2          0          0         11          9         13          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       65.1       82.0       78.3       50.6       60.1       71.1       65.5
Old  :                 61.5       65.1       82.0       78.3       50.6       60.1       71.1       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    22,477:       377        136        699     21,193     21,369     22,269     22,204:       208        273
Old  :    22,477:       377        136        699     21,193     21,369     22,269     22,204:       208        273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       384:         0          0          0        384        384        384        384:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.6        3.1       94.3       95.1       99.1       98.8:       0.9        1.2
Old  :     100.0:       1.7        0.6        3.1       94.3       95.1       99.1       98.8:       0.9        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         3          2          4         39         36         44         41:
Old  :        52:         3          2          4         39         36         44         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       61.0       55.2       73.6       26.6       52.5       43.0       60.2
Old  :                 31.9       61.0       55.2       73.6       26.6       52.5       43.0       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    15,157:       187        975        142     14,671     13,627     15,000     14,744:       157        413
Old  :    15,157:       187        975        142     14,671     13,627     15,000     14,744:       157        413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :        70:       -30          0         25         75         20         70         45:         0         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        6.4        0.9       96.8       89.9       99.0       97.3:       1.0        2.7
Old  :     100.0:       1.2        6.4        0.9       96.8       89.9       99.0       97.3:       1.0        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          3          2         32         28         35         33:
Old  :        40:         3          3          2         32         28         35         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       49.1       71.2       72.9       38.9       35.8       49.0       48.7
Old  :                 49.6       49.1       71.2       72.9       38.9       35.8       49.0       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     5,721:        20        534         82      5,444      4,709      5,546      5,325:       175        396
Old  :     5,721:        20        534         82      5,444      4,709      5,546      5,325:       175        396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       180:         0         65          0        180        115        180        180:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        9.3        1.4       95.2       82.3       96.9       93.1:       3.1        6.9
Old  :     100.0:       0.3        9.3        1.4       95.2       82.3       96.9       93.1:       3.1        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          2          2         20         15         22         18:
Old  :        26:         1          2          2         20         15         22         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       51.0       70.6       76.6       54.1       45.7       65.8       62.6
Old  :                 54.1       51.0       70.6       76.6       54.1       45.7       65.8       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 2,122,114:   465,692     82,105    737,818    824,202  1,221,316  2,027,711  2,041,238:    94,403     80,876
Old  : 2,122,114:   465,692     82,105    737,818    824,202  1,221,316  2,027,711  2,041,238:    94,403     80,876
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    27,762:     1,041     -1,153     26,250     -3,154      3,225     24,137     28,322:     3,624       -560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        3.9       34.8       38.8       57.6       95.6       96.2:       4.4        3.8
Old  :     100.0:      21.9        3.9       34.8       38.8       57.6       95.6       96.2:       4.4        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       154         61        175         85         96        301        284:
Old  :       332:       154         61        175         85         96        301        284:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       15.8       28.1       27.4        9.1       12.1       15.6       18.2
Old  :                 17.2       15.8       28.1       27.4        9.1       12.1       15.6       18.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                             Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    84,263:    38,448      4,628     28,611     15,497     48,657     82,556     81,896:     1,706      2,367
Old  :    84,263:    38,448      4,628     28,611     15,497     48,657     82,556     81,896:     1,706      2,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :        81:     1,475      2,497       -692       -720     -2,016         62       -211:        19        292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6        5.5       34.0       18.4       57.7       98.0       97.2:       2.0        2.8
Old  :     100.0:      45.6        5.5       34.0       18.4       57.7       98.0       97.2:       2.0        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          4          7         10          8         17         16:
Old  :        20:         4          4          7         10          8         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.3       63.9       91.0       84.2       49.5       44.5       52.7       51.4
Old  :                 77.3       63.9       91.0       84.2       49.5       44.5       52.7       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   163,455:    65,026     18,558        745     65,575    115,409    131,346    134,712:    32,109     28,743
Old  :   163,455:    65,026     18,558        745     65,575    115,409    131,346    134,712:    32,109     28,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       464:      -234         18          0        559        -18        325          0:       139        464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       11.4        0.5       40.1       70.6       80.4       82.4:      19.6       17.6
Old  :     100.0:      39.8       11.4        0.5       40.1       70.6       80.4       82.4:      19.6       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          6          4         18         21         25         28:
Old  :        32:         4          6          4         18         21         25         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       40.1       66.7       59.0       44.4       38.7       64.5       55.8
Old  :                 44.8       40.1       66.7       59.0       44.4       38.7       64.5       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    20,280:     6,027        881      2,042     11,141     16,408     19,210     19,331:     1,070        949
Old  :    20,280:     6,027        881      2,042     11,141     16,408     19,210     19,331:     1,070        949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       143:        10          5        -43        181        148        148        111:        -4         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        4.3       10.1       54.9       80.9       94.7       95.3:       5.3        4.7
Old  :     100.0:      29.7        4.3       10.1       54.9       80.9       94.7       95.3:       5.3        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         8          5          7         13         12         22         23:
Old  :        26:         8          5          7         13         12         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       60.4       72.4       82.5       27.0       29.3       36.4       38.7
Old  :                 51.4       60.4       72.4       82.5       27.0       29.3       36.4       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   157,900:    20,210        310     12,695    118,046    136,215    150,951    149,220:     6,949      8,680
Old  :   157,900:    20,210        310     12,695    118,046    136,215    150,951    149,220:     6,949      8,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -17,098:    -1,375         -9     -3,547    -10,920    -13,102    -15,842    -16,658:    -1,257       -441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        0.2        8.0       74.8       86.3       95.6       94.5:       4.4        5.5
Old  :     100.0:      12.8        0.2        8.0       74.8       86.3       95.6       94.5:       4.4        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         8          1          9         24         25         33         34:
Old  :        34:         8          1          9         24         25         33         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       35.8       59.5       56.2       21.1       19.3       29.7       29.6
Old  :                 39.4       35.8       59.5       56.2       21.1       19.3       29.7       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                 Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    73,080:    13,281     15,441     27,515     29,778     25,054     70,574     68,009:     2,506      5,070
Old  :    73,080:    13,281     15,441     27,515     29,778     25,054     70,574     68,009:     2,506      5,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     4,691:      -401        516      2,804      2,219      1,336      4,622      4,657:        69         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       21.1       37.7       40.7       34.3       96.6       93.1:       3.4        6.9
Old  :     100.0:      18.2       21.1       37.7       40.7       34.3       96.6       93.1:       3.4        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7         10         15         15         14         31         30:
Old  :        32:         7         10         15         15         14         31         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       34.4       69.6       56.6       22.7       20.1       27.2       24.2
Old  :                 51.0       34.4       69.6       56.6       22.7       20.1       27.2       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    73,806:     1,936      1,826      6,056     53,267     56,978     61,259     64,860:    12,546      8,946
Old  :    73,806:     1,936      1,826      6,056     53,267     56,978     61,259     64,860:    12,546      8,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    -1,900:       -51         33        -87     -1,449     -1,529     -1,588     -1,582:      -312       -317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        2.5        8.2       72.2       77.2       83.0       87.9:      17.0       12.1
Old  :     100.0:       2.6        2.5        8.2       72.2       77.2       83.0       87.9:      17.0       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          2         19         18         21         21:
Old  :        22:         2          1          2         19         18         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       32.4       55.6       53.4       10.3       15.0       14.9       22.8
Old  :                 36.6       32.4       55.6       53.4       10.3       15.0       14.9       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    19,858:       401     11,396      2,645     14,869      5,153     17,916     19,194:     1,942        664
Old  :    19,858:       401     11,396      2,645     14,869      5,153     17,916     19,194:     1,942        664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :      -218:       -48        232       -355         92        -56       -311       -179:        93        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       57.4       13.3       74.9       26.0       90.2       96.7:       9.8        3.3
Old  :     100.0:       2.0       57.4       13.3       74.9       26.0       90.2       96.7:       9.8        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          4          4         16         11         24         16:
Old  :        25:         5          4          4         16         11         24         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       83.4       75.1       91.3       55.4       72.8       64.9       75.0
Old  :                 57.8       83.4       75.1       91.3       55.4       72.8       64.9       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE                                             Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    15,543:         0          0          0     15,513     15,543     15,513     15,543:        30          0
Old  :    15,543:         0          0          0     15,513     15,543     15,513     15,543:        30          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       -60:         0          0          0        -60        -60        -60        -60:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.8      100.0       99.8      100.0:       0.2        0.0
Old  :     100.0:       0.0        0.0        0.0       99.8      100.0       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          0          0         16         13         16         13:
Old  :        26:         0          0          0         16         13         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       82.6       84.9       95.5       59.0       77.1       77.2       84.9
Old  :                 59.4       82.6       84.9       95.5       59.0       77.1       77.2       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    40,795:    23,631      6,255      1,707     13,498     31,823     38,836     39,784:     1,959      1,011
Old  :    40,795:    23,631      6,255      1,707     13,498     31,823     38,836     39,784:     1,959      1,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     1,543:       570        741        215        978        776      1,762      1,732:      -220       -189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.9       15.3        4.2       33.1       78.0       95.2       97.5:       4.8        2.5
Old  :     100.0:      57.9       15.3        4.2       33.1       78.0       95.2       97.5:       4.8        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        79         42         18         36         33        124         89:
Old  :       178:        79         42         18         36         33        124         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       40.7       45.0       57.3       32.2       39.2       44.8       55.5
Old  :                 32.3       40.7       45.0       57.3       32.2       39.2       44.8       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    64,120:    41,417     18,339      1,315     16,277     40,799     59,008     60,452:     5,112      3,667
Old  :    64,120:    41,417     18,339      1,315     16,277     40,799     59,008     60,452:     5,112      3,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    -1,951:       -46     -2,173       -308     -1,603        771     -1,957     -1,709:         5       -242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.6       28.6        2.1       25.4       63.6       92.0       94.3:       8.0        5.7
Old  :     100.0:      64.6       28.6        2.1       25.4       63.6       92.0       94.3:       8.0        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        86         47         18         31         31        124         89:
Old  :       179:        86         47         18         31         31        124         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       38.0       34.8       52.1       22.3       36.2       34.3       50.3
Old  :                 22.3       38.0       34.8       52.1       22.3       36.2       34.3       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   249,464:    92,772     30,783     30,968    101,286    175,437    225,027    237,189:    24,438     12,276
Old  :   249,464:    92,772     30,783     30,968    101,286    175,437    225,027    237,189:    24,438     12,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -20,334:     5,160       -367     -9,211    -14,842     -7,358    -18,893    -16,936:    -1,441     -3,398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       12.3       12.4       40.6       70.3       90.2       95.1:       9.8        4.9
Old  :     100.0:      37.2       12.3       12.4       40.6       70.3       90.2       95.1:       9.8        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        71         35         56         70         85        168        154:
Old  :       207:        71         35         56         70         85        168        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       16.4       26.6       28.7       16.5       13.7       24.9       22.1
Old  :                 16.5       16.4       26.6       28.7       16.5       13.7       24.9       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    13,278:     5,285         23        432      4,738      7,979     10,455      8,434:     2,823      4,844
Old  :    13,278:     5,285         23        432      4,738      7,979     10,455      8,434:     2,823      4,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        0.2        3.3       35.7       60.1       78.7       63.5:      21.3       36.5
Old  :     100.0:      39.8        0.2        3.3       35.7       60.1       78.7       63.5:      21.3       36.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          1          3          8         10         15         13:
Old  :        20:         6          1          3          8         10         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       43.3       63.3       57.0       38.0       40.1       58.4       51.2
Old  :                 42.3       43.3       63.3       57.0       38.0       40.1       58.4       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    15,490:         0        300          0     14,267     12,510     14,267     12,810:     1,223      2,680
Old  :    15,490:         0        300          0     14,267     12,510     14,267     12,810:     1,223      2,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :      -300:         0          0          0       -300       -350       -300       -350:         0         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.9        0.0       92.1       80.8       92.1       82.7:       7.9       17.3
Old  :     100.0:       0.0        1.9        0.0       92.1       80.8       92.1       82.7:       7.9       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          0         13         16         13         17:
Old  :        22:         0          1          0         13         16         13         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       37.8       86.6       61.0       68.1       34.5       78.3       55.5
Old  :                 71.2       37.8       86.6       61.0       68.1       34.5       78.3       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE                                           Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1000 U.S. Barrels)                                                        :
     :          :                                                                            :
All  :    14,992:         0        750          0     13,671     13,347     13,671     14,097:     1,321        895
Old  :    14,992:         0        750          0     13,671     13,347     13,671     14,097:     1,321        895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :        50:         0         50          0          0       -125          0        -75:        50        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.0        0.0       91.2       89.0       91.2       94.0:       8.8        6.0
Old  :     100.0:       0.0        5.0        0.0       91.2       89.0       91.2       94.0:       8.8        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          2          0         19         18         19         20:
Old  :        22:         0          2          0         19         18         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       51.0       70.7       72.1       36.3       42.5       49.8       54.0
Old  :                 45.9       51.0       70.7       72.1       36.3       42.5       49.8       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE                                           Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    17,813:     7,334      2,591        655      7,310     11,936     15,299     15,182:     2,514      2,631
Old  :    17,813:     7,334      2,591        655      7,310     11,936     15,299     15,182:     2,514      2,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       132:       501         19          0        -19        -29        482        -10:      -350        142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2       14.5        3.7       41.0       67.0       85.9       85.2:      14.1       14.8
Old  :     100.0:      41.2       14.5        3.7       41.0       67.0       85.9       85.2:      14.1       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          2          2         14         14         17         18:
Old  :        22:         3          2          2         14         14         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       41.5       78.9       60.5       58.1       38.6       63.2       53.7
Old  :                 65.6       41.5       78.9       60.5       58.1       38.6       63.2       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    10,173:     1,511        890        450      8,182      8,682     10,143     10,022:        30        151
Old  :    10,173:     1,511        890        450      8,182      8,682     10,143     10,022:        30        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     1,733:       350        117          0      1,383      1,616      1,733      1,733:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        8.7        4.4       80.4       85.3       99.7       98.5:       0.3        1.5
Old  :     100.0:      14.9        8.7        4.4       80.4       85.3       99.7       98.5:       0.3        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3          5          4         29         31         34         39:
Old  :        44:         3          5          4         29         31         34         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       42.1       59.9       65.0       29.0       35.5       38.1       44.7
Old  :                 38.7       42.1       59.9       65.0       29.0       35.5       38.1       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    73,871:     6,954      2,700         50     66,214     70,728     73,218     73,478:       653        393
Old  :    73,871:     6,954      2,700         50     66,214     70,728     73,218     73,478:       653        393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     1,091:         0         50          0      1,091      1,041      1,091      1,091:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        3.7        0.1       89.6       95.7       99.1       99.5:       0.9        0.5
Old  :     100.0:       9.4        3.7        0.1       89.6       95.7       99.1       99.5:       0.9        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:         5          7          1         38         37         44         44:
Old  :        65:         5          7          1         38         37         44         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       43.5       72.4       62.1       41.4       36.1       50.5       48.2
Old  :                 51.4       43.5       72.4       62.1       41.4       36.1       50.5       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE                                            Code-022A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    12,344:     2,957         25        173      9,027     12,055     12,157     12,253:       187         91
Old  :    12,344:     2,957         25        173      9,027     12,055     12,157     12,253:       187         91
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       -20:         0          0          0        -20        -20        -20        -20:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        0.2        1.4       73.1       97.7       98.5       99.3:       1.5        0.7
Old  :     100.0:      24.0        0.2        1.4       73.1       97.7       98.5       99.3:       1.5        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          1          1         12         14         16         16:
Old  :        22:         4          1          1         12         14         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       72.1       84.9       93.6       48.1       61.9       61.2       67.5
Old  :                 60.2       72.1       84.9       93.6       48.1       61.9       61.2       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    47,088:       611      6,025        375     46,084     40,688     47,070     47,088:        18          0
Old  :    47,088:       611      6,025        375     46,084     40,688     47,070     47,088:        18          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       791:         0          0          0        791        791        791        791:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       12.8        0.8       97.9       86.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.3       12.8        0.8       97.9       86.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         2          3          1         31         21         34         24:
Old  :        39:         2          3          1         31         21         34         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       49.7       69.9       78.3       35.3       43.8       54.3       64.8
Old  :                 47.2       49.7       69.9       78.3       35.3       43.8       54.3       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,203:       465      1,033         35      8,528      7,910      9,028      8,978:       175        225
Old  :     9,203:       465      1,033         35      8,528      7,910      9,028      8,978:       175        225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       11.2        0.4       92.7       86.0       98.1       97.6:       1.9        2.4
Old  :     100.0:       5.1       11.2        0.4       92.7       86.0       98.1       97.6:       1.9        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          2          2         22         21         27         25:
Old  :        38:         4          2          2         22         21         27         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       42.5       67.0       71.3       47.0       35.1       57.2       56.2
Old  :                 48.3       42.5       67.0       71.3       47.0       35.1       57.2       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    29,062:     2,255      4,088      1,135     25,397     23,581     28,787     28,804:       275        258
Old  :    29,062:     2,255      4,088      1,135     25,397     23,581     28,787     28,804:       275        258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       458:         0       -222          0        689        734        689        512:      -231        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       14.1        3.9       87.4       81.1       99.1       99.1:       0.9        0.9
Old  :     100.0:       7.8       14.1        3.9       87.4       81.1       99.1       99.1:       0.9        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:         6          9          4         45         37         54         47:
Old  :        65:         6          9          4         45         37         54         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       41.9       52.7       64.4       25.9       29.7       43.7       49.0
Old  :                 29.8       41.9       52.7       64.4       25.9       29.7       43.7       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     5,202:       296        225          0      4,872      4,508      5,168      4,733:        34        469
Old  :     5,202:       296        225          0      4,872      4,508      5,168      4,733:        34        469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        4.3        0.0       93.7       86.7       99.3       91.0:       0.7        9.0
Old  :     100.0:       5.7        4.3        0.0       93.7       86.7       99.3       91.0:       0.7        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          1          0         13         11         14         12:
Old  :        22:         1          1          0         13         11         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       73.2       90.7       88.9       67.6       72.2       87.5       84.5
Old  :                 69.3       73.2       90.7       88.9       67.6       72.2       87.5       84.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    12,221:       545        706        410     11,181     10,842     12,136     11,958:        85        263
Old  :    12,221:       545        706        410     11,181     10,842     12,136     11,958:        85        263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       -14:         0          0          0        -14        -14        -14        -14:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        5.8        3.4       91.5       88.7       99.3       97.8:       0.7        2.2
Old  :     100.0:       4.5        5.8        3.4       91.5       88.7       99.3       97.8:       0.7        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         5          3          5         25         32         31         39:
Old  :        44:         5          3          5         25         32         31         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       37.9       64.9       53.8       35.9       30.3       47.6       41.4
Old  :                 42.1       37.9       64.9       53.8       35.9       30.3       47.6       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE                                           Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (100 METRIC TONS)                                                          :
     :          :                                                                            :
All  :     3,077:       876        550        218      1,869      2,204      2,963      2,972:       114        105
Old  :     3,077:       876        550        218      1,869      2,204      2,963      2,972:       114        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       105:       -36         50         33         89         22         86        105:        19          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       17.9        7.1       60.7       71.6       96.3       96.6:       3.7        3.4
Old  :     100.0:      28.5       17.9        7.1       60.7       71.6       96.3       96.6:       3.7        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         9          6          6         21         21         32         31:
Old  :        46:         9          6          6         21         21         32         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       33.6       50.0       54.6       29.5       33.3       43.4       51.0
Old  :                 31.8       33.6       50.0       54.6       29.5       33.3       43.4       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    22,990:     4,035        300      1,417     16,968     20,793     22,420     22,510:       570        480
Old  :    22,990:     4,035        300      1,417     16,968     20,793     22,420     22,510:       570        480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        1.3        6.2       73.8       90.4       97.5       97.9:       2.5        2.1
Old  :     100.0:      17.6        1.3        6.2       73.8       90.4       97.5       97.9:       2.5        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          2          4         14         14         19         19:
Old  :        24:         2          2          4         14         14         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       68.6       75.1       85.6       30.8       49.7       45.1       52.0
Old  :                 51.4       68.6       75.1       85.6       30.8       49.7       45.1       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE                                                  Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    28,681:     1,845        804        422     21,638     22,935     23,905     24,161:     4,776      4,520
Old  :    28,681:     1,845        804        422     21,638     22,935     23,905     24,161:     4,776      4,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :        23:        29          0          0       -395       -578       -366       -578:       389        601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        2.8        1.5       75.4       80.0       83.3       84.2:      16.7       15.8
Old  :     100.0:       6.4        2.8        1.5       75.4       80.0       83.3       84.2:      16.7       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         16         21         17         23:
Old  :        24:         1          1          1         16         21         17         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       47.8       75.5       61.8       57.7       44.6       66.7       57.2
Old  :                 61.3       47.8       75.5       61.8       57.7       44.6       66.7       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 6, 2014