GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders - Futures Only, March 26, 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  :    45,462:     2,529      1,905      2,496     40,123     41,031     45,148     45,432:       314         30
Old  :    45,462:     2,529      1,905      2,496     40,123     41,031     45,148     45,432:       314         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     4,474:       474       -232         64      3,921      4,642      4,459      4,474:        15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        4.2        5.5       88.3       90.3       99.3       99.9:       0.7        0.1
Old  :     100.0:       5.6        4.2        5.5       88.3       90.3       99.3       99.9:       0.7        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  :        56:         2          4          3         35         44         38         50:
Old  :        56:         2          4          3         35         44         38         50:
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  :                 51.8       33.6       70.8       53.3       43.0       24.1       53.3       36.6
Old  :                 51.8       33.6       70.8       53.3       43.0       24.1       53.3       36.6
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 - Futures Only, March 26, 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  :    19,425:       700          0          4     18,583     19,278     19,287     19,282:       138        143
Old  :    19,425:       700          0          4     18,583     19,278     19,287     19,282:       138        143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       171:         0          0          0        171        165        171        165:         0          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        0.0        0.0       95.7       99.2       99.3       99.3:       0.7        0.7
Old  :     100.0:       3.6        0.0        0.0       95.7       99.2       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  :        27:         1          0          1         21         21         22         22:
Old  :        27:         1          0          1         21         21         22         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  :                 66.2       49.6       85.1       70.8       39.9       24.0       42.8       33.7
Old  :                 66.2       49.6       85.1       70.8       39.9       24.0       42.8       33.7
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 - Futures Only, March 26, 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  :    12,820:       589        765        738     10,421     10,259     11,748     11,762:     1,072      1,058
Old  :    12,820:       589        765        738     10,421     10,259     11,748     11,762:     1,072      1,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       848:        -5          0        161        738        686        894        847:       -46          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        6.0        5.8       81.3       80.0       91.6       91.7:       8.4        8.3
Old  :     100.0:       4.6        6.0        5.8       81.3       80.0       91.6       91.7:       8.4        8.3
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  :        44:         2          3          4         35         38         39         44:
Old  :        44:         2          3          4         35         38         39         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  :                 33.3       29.7       55.3       48.3       18.6       16.3       26.4       24.8
Old  :                 33.3       29.7       55.3       48.3       18.6       16.3       26.4       24.8
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 - Futures Only, March 26, 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  :     9,317:       707          0        506      7,498      8,255      8,711      8,761:       606        556
Old  :     9,317:       707          0        506      7,498      8,255      8,711      8,761:       606        556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       994:        62          0         74        757        970        893      1,044:       101        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        0.0        5.4       80.5       88.6       93.5       94.0:       6.5        6.0
Old  :     100.0:       7.6        0.0        5.4       80.5       88.6       93.5       94.0:       6.5        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  :        58:         7          0          5         43         47         50         52:
Old  :        58:         7          0          5         43         47         50         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  :                 28.3       24.9       45.3       40.3       17.5       19.2       26.2       27.3
Old  :                 28.3       24.9       45.3       40.3       17.5       19.2       26.2       27.3
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 - Futures Only, March 26, 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  :     4,263:       100        765        199      3,272      2,976      3,571      3,940:       692        323
Old  :     4,263:       100        765        199      3,272      2,976      3,571      3,940:       692        323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       115:         0         -7         22         42        139         64        154:        51        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       17.9        4.7       76.8       69.8       83.8       92.4:      16.2        7.6
Old  :     100.0:       2.3       17.9        4.7       76.8       69.8       83.8       92.4:      16.2        7.6
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  :        31:         1          3          2         23         22         26         25:
Old  :        31:         1          3          2         23         22         26         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  :                 34.2       42.3       51.9       61.2       23.3       30.9       35.1       42.0
Old  :                 34.2       42.3       51.9       61.2       23.3       30.9       35.1       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165J
Commitments of Traders - Futures Only, March 26, 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  :     3,876:        85        194         93      3,248      3,044      3,426      3,331:       450        545
Old  :     3,876:        85        194         93      3,248      3,044      3,426      3,331:       450        545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       160:         0         58         22         99         45        121        125:        39         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        5.0        2.4       83.8       78.5       88.4       85.9:      11.6       14.1
Old  :     100.0:       2.2        5.0        2.4       83.8       78.5       88.4       85.9:      11.6       14.1
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  :        36:         1          3          3         27         24         31         27:
Old  :        36:         1          3          3         27         24         31         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  :                 35.5       35.9       52.9       52.2       31.6       30.5       45.7       45.9
Old  :                 35.5       35.9       52.9       52.2       31.6       30.5       45.7       45.9
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 - Futures Only, March 26, 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  :     5,346:       216         29        184      4,359      4,859      4,759      5,072:       587        274
Old  :     5,346:       216         29        184      4,359      4,859      4,759      5,072:       587        274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       355:       -57          0         50        326        306        319        356:        36         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        0.5        3.4       81.5       90.9       89.0       94.9:      11.0        5.1
Old  :     100.0:       4.0        0.5        3.4       81.5       90.9       89.0       94.9:      11.0        5.1
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  :        39:         2          1          3         31         31         34         34:
Old  :        39:         2          1          3         31         31         34         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  :                 46.2       36.2       59.7       56.6       43.8       34.0       51.5       48.4
Old  :                 46.2       36.2       59.7       56.6       43.8       34.0       51.5       48.4
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 - Futures Only, March 26, 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  :    10,785:       650          0          0      9,845     10,785     10,495     10,785:       290          0
Old  :    10,785:       650          0          0      9,845     10,785     10,495     10,785:       290          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       378:       275          0          0        103        378        378        378:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        0.0        0.0       91.3      100.0       97.3      100.0:       2.7        0.0
Old  :     100.0:       6.0        0.0        0.0       91.3      100.0       97.3      100.0:       2.7        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          0          0         22         17         23         17:
Old  :        28:         1          0          0         22         17         23         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  :                 51.5       67.1       74.2       87.7       40.2       49.0       51.9       62.4
Old  :                 51.5       67.1       74.2       87.7       40.2       49.0       51.9       62.4
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 - Futures Only, March 26, 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  :     8,836:         0      1,530        620      7,862      6,604      8,482      8,754:       354         82
Old  :     8,836:         0      1,530        620      7,862      6,604      8,482      8,754:       354         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       239:         0        126          0        239        109        239        235:         0          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.3        7.0       89.0       74.7       96.0       99.1:       4.0        0.9
Old  :     100.0:       0.0       17.3        7.0       89.0       74.7       96.0       99.1:       4.0        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  :        27:         0          5          5         18         18         23         23:
Old  :        27:         0          5          5         18         18         23         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  :                 64.1       46.5       77.8       75.2       54.6       41.2       62.6       62.0
Old  :                 64.1       46.5       77.8       75.2       54.6       41.2       62.6       62.0
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 - Futures Only, March 26, 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  :    34,175:       360      5,156      2,237     31,559     26,782     34,156     34,175:        19          0
Old  :    34,175:       360      5,156      2,237     31,559     26,782     34,156     34,175:        19          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     4,083:         0        420        900      3,183      2,763      4,083      4,083:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       15.1        6.5       92.3       78.4       99.9      100.0:       0.1        0.0
Old  :     100.0:       1.1       15.1        6.5       92.3       78.4       99.9      100.0:       0.1        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  :        33:         1          2          2         28         20         31         22:
Old  :        33:         1          2          2         28         20         31         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  :                 39.2       70.0       62.4       87.4       31.7       54.1       43.8       59.9
Old  :                 39.2       70.0       62.4       87.4       31.7       54.1       43.8       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders - Futures Only, March 26, 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  :   285,120:    46,622     42,649     46,326    158,995    161,618    251,943    250,593:    33,177     34,527
Old  :   285,120:    46,622     42,649     46,326    158,995    161,618    251,943    250,593:    33,177     34,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    -9,895:    -4,798       -626     -1,522        572     -7,070     -5,748     -9,218:    -4,147       -677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       15.0       16.2       55.8       56.7       88.4       87.9:      11.6       12.1
Old  :     100.0:      16.4       15.0       16.2       55.8       56.7       88.4       87.9:      11.6       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  :       155:        35         37         44         68         72        126        134:
Old  :       155:        35         37         44         68         72        126        134:
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  :                 16.8       14.7       27.8       27.3       10.8        8.4       17.3       13.1
Old  :                 16.8       14.7       27.8       27.3       10.8        8.4       17.3       13.1
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 - Futures Only, March 26, 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  : 1,407,669:   353,090    423,042    525,191    451,443    412,870  1,329,724  1,361,103:    77,945     46,566
Old  : 1,407,669:   353,090    423,042    525,191    451,443    412,870  1,329,724  1,361,103:    77,945     46,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    67,553:    28,710    -10,252     42,994     -4,145     34,258     67,559     67,000:        -6        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       30.1       37.3       32.1       29.3       94.5       96.7:       5.5        3.3
Old  :     100.0:      25.1       30.1       37.3       32.1       29.3       94.5       96.7:       5.5        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  :       336:       138         95        145         75         72        301        246:
Old  :       336:       138         95        145         75         72        301        246:
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  :                 18.5       28.0       28.4       40.2        8.5       15.9       14.0       22.8
Old  :                 18.5       28.0       28.4       40.2        8.5       15.9       14.0       22.8
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 - Futures Only, March 26, 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  :   306,487:    94,511     89,077     66,735    138,505    144,344    299,751    300,156:     6,736      6,331
Old  :   306,487:    94,511     89,077     66,735    138,505    144,344    299,751    300,156:     6,736      6,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    39,010:     9,906     22,499      3,643     24,004     11,176     37,553     37,318:     1,457      1,692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       29.1       21.8       45.2       47.1       97.8       97.9:       2.2        2.1
Old  :     100.0:      30.8       29.1       21.8       45.2       47.1       97.8       97.9:       2.2        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  :        60:        21         11         25         23         27         56         52:
Old  :        60:        21         11         25         23         27         56         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  :                 33.6       43.5       53.9       64.4       27.1       26.8       35.2       33.8
Old  :                 33.6       43.5       53.9       64.4       27.1       26.8       35.2       33.8
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 - Futures Only, March 26, 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  : 2,734,495:   791,416     54,810    856,343  1,056,785  1,797,470  2,704,544  2,708,623:    29,951     25,872
Old  : 2,734,495:   791,416     54,810    856,343  1,056,785  1,797,470  2,704,544  2,708,623:    29,951     25,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    79,253:    84,808     13,765      1,469     10,362     60,134     96,639     75,368:   -17,386      3,885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        2.0       31.3       38.6       65.7       98.9       99.1:       1.1        0.9
Old  :     100.0:      28.9        2.0       31.3       38.6       65.7       98.9       99.1:       1.1        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  :       154:        38         16         45         90         78        146        126:
Old  :       154:        38         16         45         90         78        146        126:
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  :                 28.6       25.1       41.0       41.2       14.2       18.4       22.7       27.3
Old  :                 28.6       25.1       41.0       41.2       14.2       18.4       22.7       27.3
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 - Futures Only, March 26, 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  :   960,313:   108,203    157,850    177,841    666,074    619,955    952,118    955,646:     8,195      4,667
Old  :   960,313:   108,203    157,850    177,841    666,074    619,955    952,118    955,646:     8,195      4,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :   -33,239:    52,429    -74,434    -16,904    -67,273     60,274    -31,748    -31,064:    -1,491     -2,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       16.4       18.5       69.4       64.6       99.1       99.5:       0.9        0.5
Old  :     100.0:      11.3       16.4       18.5       69.4       64.6       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  :        77:        15         20         24         41         37         69         68:
Old  :        77:        15         20         24         41         37         69         68:
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  :                 36.2       41.5       54.2       62.5       17.5       16.6       24.9       27.5
Old  :                 36.2       41.5       54.2       62.5       17.5       16.6       24.9       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE                                                 Code-024651
Commitments of Traders - Futures Only, March 26, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,550 TONS)                                                  :
     :          :                                                                            :
All  :     6,890:     2,255        425        415      4,055      5,750      6,725      6,590:       165        300
Old  :     6,890:     2,255        425        415      4,055      5,750      6,725      6,590:       165        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :      -765:       -45         35        -35       -635       -615       -715       -615:       -50       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        6.2        6.0       58.9       83.5       97.6       95.6:       2.4        4.4
Old  :     100.0:      32.7        6.2        6.0       58.9       83.5       97.6       95.6:       2.4        4.4
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  :        22:         4          1          3         11         14         17         17:
Old  :        22:         4          1          3         11         14         17         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  :                 60.0       46.5       78.5       75.0       41.2       39.7       54.6       52.5
Old  :                 60.0       46.5       78.5       75.0       41.2       39.7       54.6       52.5
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 - Futures Only, March 26, 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  :    52,096:    11,573     11,296     16,416     23,652     23,989     51,641     51,701:       455        395
Old  :    52,096:    11,573     11,296     16,416     23,652     23,989     51,641     51,701:       455        395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     4,883:       994        839      2,103      1,951      1,956      5,048      4,898:      -165        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       21.7       31.5       45.4       46.0       99.1       99.2:       0.9        0.8
Old  :     100.0:      22.2       21.7       31.5       45.4       46.0       99.1       99.2:       0.9        0.8
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  :        48:        15         16         26         17         16         44         46:
Old  :        48:        15         16         26         17         16         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  :                 40.4       35.5       59.0       55.7       36.5       23.6       43.7       35.3
Old  :                 40.4       35.5       59.0       55.7       36.5       23.6       43.7       35.3
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 - Futures Only, March 26, 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  :    18,772:     6,302      6,347      3,975      8,145      7,915     18,422     18,237:       350        535
Old  :    18,772:     6,302      6,347      3,975      8,145      7,915     18,422     18,237:       350        535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       845:       465       -240         30        355      1,030        850        820:        -5         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       33.8       21.2       43.4       42.2       98.1       97.2:       1.9        2.8
Old  :     100.0:      33.6       33.8       21.2       43.4       42.2       98.1       97.2:       1.9        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  :        35:        10         13         21         12         12         34         34:
Old  :        35:        10         13         21         12         12         34         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  :                 60.6       47.7       75.7       62.9       53.1       37.6       59.3       48.2
Old  :                 60.6       47.7       75.7       62.9       53.1       37.6       59.3       48.2
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 - Futures Only, March 26, 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  :    31,662:     2,712        831      2,091     26,558     28,627     31,361     31,549:       301        113
Old  :    31,662:     2,712        831      2,091     26,558     28,627     31,361     31,549:       301        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     3,126:       143        -56         10      3,021      3,226      3,174      3,180:       -48        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        2.6        6.6       83.9       90.4       99.0       99.6:       1.0        0.4
Old  :     100.0:       8.6        2.6        6.6       83.9       90.4       99.0       99.6:       1.0        0.4
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  :        69:        13          2          9         33         41         49         52:
Old  :        69:        13          2          9         33         41         49         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  :                 38.9       32.1       60.5       52.1       26.8       27.2       37.7       36.8
Old  :                 38.9       32.1       60.5       52.1       26.8       27.2       37.7       36.8
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 - Futures Only, March 26, 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  :     2,790:        82          0         30      1,966      2,134      2,078      2,164:       712        626
Old  :     2,790:        82          0         30      1,966      2,134      2,078      2,164:       712        626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       121:        -1          0         17        151         48        167         65:       -46         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        0.0        1.1       70.5       76.5       74.5       77.6:      25.5       22.4
Old  :     100.0:       2.9        0.0        1.1       70.5       76.5       74.5       77.6:      25.5       22.4
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  :        23:         2          0          2         19         20         21         22:
Old  :        23:         2          0          2         19         20         21         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  :                 35.1       35.0       52.7       53.3       20.3       29.0       27.3       33.8
Old  :                 35.1       35.0       52.7       53.3       20.3       29.0       27.3       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-03265C
Commitments of Traders - Futures Only, March 26, 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  :     2,065:       270        242         80      1,101      1,391      1,451      1,713:       614        352
Old  :     2,065:       270        242         80      1,101      1,391      1,451      1,713:       614        352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       130:        79         10          5        -34         32         50         47:        80         83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       11.7        3.9       53.3       67.4       70.3       83.0:      29.7       17.0
Old  :     100.0:      13.1       11.7        3.9       53.3       67.4       70.3       83.0:      29.7       17.0
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:         4          4          4         19         19         25         25:
Old  :        29:         4          4          4         19         19         25         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  :                 26.5       30.7       42.8       47.7       17.6       23.9       27.9       36.5
Old  :                 26.5       30.7       42.8       47.7       17.6       23.9       27.9       36.5
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 - Futures Only, March 26, 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  :     1,634:        97         35         10      1,148      1,305      1,255      1,350:       379        284
Old  :     1,634:        97         35         10      1,148      1,305      1,255      1,350:       379        284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :        45:        29         10          0         23         16         52         26:        -7         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        2.1        0.6       70.3       79.9       76.8       82.6:      23.2       17.4
Old  :     100.0:       5.9        2.1        0.6       70.3       79.9       76.8       82.6:      23.2       17.4
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  :        26:         2          1          1         17         18         20         19:
Old  :        26:         2          1          1         17         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  :                 42.2       37.6       54.8       54.7       37.4       29.0       46.1       44.2
Old  :                 42.2       37.6       54.8       54.7       37.4       29.0       46.1       44.2
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 - Futures Only, March 26, 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  :    52,625:     2,740      1,818      1,570     47,050     47,932     51,360     51,320:     1,265      1,305
Old  :    52,625:     2,740      1,818      1,570     47,050     47,932     51,360     51,320:     1,265      1,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       172:         0          0          0        172        172        172        172:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        3.5        3.0       89.4       91.1       97.6       97.5:       2.4        2.5
Old  :     100.0:       5.2        3.5        3.0       89.4       91.1       97.6       97.5:       2.4        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  :        38:         4          2          4         25         29         31         33:
Old  :        38:         4          2          4         25         29         31         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  :                 60.7       62.2       76.1       79.5       59.1       61.3       73.3       76.8
Old  :                 60.7       62.2       76.1       79.5       59.1       61.3       73.3       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-06465H
Commitments of Traders - Futures Only, March 26, 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  :    11,724:     1,556          0      1,174      7,902      9,714     10,632     10,888:     1,092        836
Old  :    11,724:     1,556          0      1,174      7,902      9,714     10,632     10,888:     1,092        836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :        24:         0          0          0         24         24         24         24:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        0.0       10.0       67.4       82.9       90.7       92.9:       9.3        7.1
Old  :     100.0:      13.3        0.0       10.0       67.4       82.9       90.7       92.9:       9.3        7.1
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  :        21:         3          0          3         16         13         19         16:
Old  :        21:         3          0          3         16         13         19         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  :                 45.9       56.6       69.8       81.5       37.9       52.5       53.3       59.7
Old  :                 45.9       56.6       69.8       81.5       37.9       52.5       53.3       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-06465I
Commitments of Traders - Futures Only, March 26, 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  :     6,476:         0      1,098          0      5,506      4,424      5,506      5,522:       970        954
Old  :     6,476:         0      1,098          0      5,506      4,424      5,506      5,522:       970        954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 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       17.0        0.0       85.0       68.3       85.0       85.3:      15.0       14.7
Old  :     100.0:       0.0       17.0        0.0       85.0       68.3       85.0       85.3:      15.0       14.7
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          2          0         17         13         17         15:
Old  :        20:         0          2          0         17         13         17         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  :                 49.4       44.5       70.2       66.6       36.4       39.3       50.5       51.0
Old  :                 49.4       44.5       70.2       66.6       36.4       39.3       50.5       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465K
Commitments of Traders - Futures Only, March 26, 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  :    11,442:     1,252        400        964      8,538      9,534     10,754     10,898:       688        544
Old  :    11,442:     1,252        400        964      8,538      9,534     10,754     10,898:       688        544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 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        3.5        8.4       74.6       83.3       94.0       95.2:       6.0        4.8
Old  :     100.0:      10.9        3.5        8.4       74.6       83.3       94.0       95.2:       6.0        4.8
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  :        26:         2          1          2         17         17         19         20:
Old  :        26:         2          1          2         17         17         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  :                 39.7       37.4       64.8       61.8       25.6       35.2       45.1       54.1
Old  :                 39.7       37.4       64.8       61.8       25.6       35.2       45.1       54.1
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 - Futures Only, March 26, 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  :    17,424:       300        512      1,438     13,867     14,495     15,605     16,445:     1,819        979
Old  :    17,424:       300        512      1,438     13,867     14,495     15,605     16,445:     1,819        979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     1,194:       -48         72        648        594        474      1,194      1,194:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        2.9        8.3       79.6       83.2       89.6       94.4:      10.4        5.6
Old  :     100.0:       1.7        2.9        8.3       79.6       83.2       89.6       94.4:      10.4        5.6
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  :        30:         1          2          2         23         23         26         25:
Old  :        30:         1          2          2         23         23         26         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       39.6       57.1       61.9       29.2       35.4       41.2       46.2
Old  :                 37.8       39.6       57.1       61.9       29.2       35.4       41.2       46.2
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 - Futures Only, March 26, 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  :    46,372:       170          0          0     46,202     46,372     46,372     46,372:         0          0
Old  :    46,372:       170          0          0     46,202     46,372     46,372     46,372:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     1,585:         0          0          0      1,585      1,585      1,585      1,585:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.0        0.0       99.6      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.4        0.0        0.0       99.6      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  :        30:         1          0          0         21         17         22         17:
Old  :        30:         1          0          0         21         17         22         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  :                 61.0       78.1       80.8       92.4       60.6       72.1       79.2       85.7
Old  :                 61.0       78.1       80.8       92.4       60.6       72.1       79.2       85.7
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 - Futures Only, March 26, 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  :   779,276:         0          0          0    779,276    779,276    779,276    779,276:         0          0
Old  :   779,276:         0          0          0    779,276    779,276    779,276    779,276:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    17,270:         0          0          0     17,270     17,270     17,270     17,270:         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  :        27:         0          0          0         21         17         21         17:
Old  :        27:         0          0          0         21         17         21         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  :                 51.2       81.4       76.2       93.7       48.6       74.7       73.6       84.4
Old  :                 51.2       81.4       76.2       93.7       48.6       74.7       73.6       84.4
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 - Futures Only, March 26, 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  :    24,156:     2,427     18,764          0     21,516      4,923     23,943     23,687:       213        469
Old  :    24,156:     2,427     18,764          0     21,516      4,923     23,943     23,687:       213        469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 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       77.7        0.0       89.1       20.4       99.1       98.1:       0.9        1.9
Old  :     100.0:      10.0       77.7        0.0       89.1       20.4       99.1       98.1:       0.9        1.9
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          1          0         12          9         13         10:
Old  :        21:         1          1          0         12          9         13         10:
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  :                 75.0       90.1       92.9       96.7       74.0       89.0       91.8       95.5
Old  :                 75.0       90.1       92.9       96.7       74.0       89.0       91.8       95.5
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 - Futures Only, March 26, 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  :    57,413:       874          0          0     56,284     57,348     57,158     57,348:       255         65
Old  :    57,413:       874          0          0     56,284     57,348     57,158     57,348:       255         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        0.0        0.0       98.0       99.9       99.6       99.9:       0.4        0.1
Old  :     100.0:       1.5        0.0        0.0       98.0       99.9       99.6       99.9:       0.4        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  :        33:         1          0          0         15         24         16         24:
Old  :        33:         1          0          0         15         24         16         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  :                 71.6       45.0       89.8       75.0       67.6       44.3       84.2       74.0
Old  :                 71.6       45.0       89.8       75.0       67.6       44.3       84.2       74.0
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 - Futures Only, March 26, 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  :   767,350:         0          0          0    767,350    767,350    767,350    767,350:         0          0
Old  :   767,350:         0          0          0    767,350    767,350    767,350    767,350:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 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        0.0      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  :        31:         0          0          0         17         19         17         19:
Old  :        31:         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  :                 72.3       52.0       86.3       77.8       72.3       49.3       83.2       70.4
Old  :                 72.3       52.0       86.3       77.8       72.3       49.3       83.2       70.4
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 - Futures Only, March 26, 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  :    52,723:     6,395      1,016        320     45,753     51,387     52,468     52,723:       255          0
Old  :    52,723:     6,395      1,016        320     45,753     51,387     52,468     52,723:       255          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        1.9        0.6       86.8       97.5       99.5      100.0:       0.5        0.0
Old  :     100.0:      12.1        1.9        0.6       86.8       97.5       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  :        33:         2          2          2         22         17         25         20:
Old  :        33:         2          2          2         22         17         25         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  :                 43.2       55.8       67.2       79.4       39.8       51.3       63.8       73.8
Old  :                 43.2       55.8       67.2       79.4       39.8       51.3       63.8       73.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                           Code-064A59
Commitments of Traders - Futures Only, March 26, 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  : 1,233,947:    21,636    149,080      5,781  1,206,530  1,079,086  1,233,947  1,233,947:         0          0
Old  : 1,233,947:    21,636    149,080      5,781  1,206,530  1,079,086  1,233,947  1,233,947:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    14,880:         0          0          0     14,880     14,880     14,880     14,880:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       12.1        0.5       97.8       87.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.8       12.1        0.5       97.8       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  :        38:         3          2          1         22         24         25         27:
Old  :        38:         3          2          1         22         24         25         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  :                 56.2       43.1       74.7       71.6       52.5       42.6       70.2       69.6
Old  :                 56.2       43.1       74.7       71.6       52.5       42.6       70.2       69.6
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 - Futures Only, March 26, 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  :    30,515:         0      3,290          0     30,302     27,012     30,302     30,302:       213        213
Old  :    30,515:         0      3,290          0     30,302     27,012     30,302     30,302:       213        213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 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       10.8        0.0       99.3       88.5       99.3       99.3:       0.7        0.7
Old  :     100.0:       0.0       10.8        0.0       99.3       88.5       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  :        20:         0          3          0         14          8         14         11:
Old  :        20:         0          3          0         14          8         14         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  :                 62.2       81.6       86.6       97.5       60.1       71.1       75.6       82.2
Old  :                 62.2       81.6       86.6       97.5       60.1       71.1       75.6       82.2
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 - Futures Only, March 26, 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  :    34,220:         0      6,065          0     34,220     28,155     34,220     34,220:         0          0
Old  :    34,220:         0      6,065          0     34,220     28,155     34,220     34,220:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     1,184:         0          0          0      1,184      1,184      1,184      1,184:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.7        0.0      100.0       82.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       17.7        0.0      100.0       82.3      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  :        24:         0          1          0         15         15         15         16:
Old  :        24:         0          1          0         15         15         15         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  :                 67.0       69.0       90.0       87.7       57.5       51.8       74.5       70.2
Old  :                 67.0       69.0       90.0       87.7       57.5       51.8       74.5       70.2
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 - Futures Only, March 26, 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  :    20,152:     2,830          0      3,770     13,552     16,382     20,152     20,152:         0          0
Old  :    20,152:     2,830          0      3,770     13,552     16,382     20,152     20,152:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :         0:         0          0        320       -320       -320          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        0.0       18.7       67.2       81.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      14.0        0.0       18.7       67.2       81.3      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  :        21:         2          0          2         10         15         12         17:
Old  :        21:         2          0          2         10         15         12         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  :                 66.5       52.0       93.7       81.4       47.8       37.9       54.8       50.1
Old  :                 66.5       52.0       93.7       81.4       47.8       37.9       54.8       50.1
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 - Futures Only, March 26, 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  :    17,290:       384          0      1,064     15,267     15,671     16,715     16,735:       575        555
Old  :    17,290:       384          0      1,064     15,267     15,671     16,715     16,735:       575        555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :        22:         0          0          0         22         22         22         22:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        0.0        6.2       88.3       90.6       96.7       96.8:       3.3        3.2
Old  :     100.0:       2.2        0.0        6.2       88.3       90.6       96.7       96.8:       3.3        3.2
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  :        20:         1          0          1         15         14         16         15:
Old  :        20:         1          0          1         15         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  :                 43.0       64.2       71.8       80.7       34.1       53.3       54.0       60.7
Old  :                 43.0       64.2       71.8       80.7       34.1       53.3       54.0       60.7
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 - Futures Only, March 26, 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  :    25,810:         0      1,107          0     25,597     24,703     25,597     25,810:       213          0
Old  :    25,810:         0      1,107          0     25,597     24,703     25,597     25,810:       213          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       863:         0          0          0        863        863        863        863:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.3        0.0       99.2       95.7       99.2      100.0:       0.8        0.0
Old  :     100.0:       0.0        4.3        0.0       99.2       95.7       99.2      100.0:       0.8        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          1          0         17         14         17         15:
Old  :        25:         0          1          0         17         14         17         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  :                 48.6       77.1       72.3       92.6       48.2       71.0       70.3       82.8
Old  :                 48.6       77.1       72.3       92.6       48.2       71.0       70.3       82.8
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 - Futures Only, March 26, 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  :   483,619:         0     10,147     21,168    462,451    452,304    483,619    483,619:         0          0
Old  :   483,619:         0     10,147     21,168    462,451    452,304    483,619    483,619:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 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        2.1        4.4       95.6       93.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        2.1        4.4       95.6       93.5      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  :        24:         0          2          1         15         11         16         13:
Old  :        24:         0          2          1         15         11         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  :                 58.4       76.4       81.4       92.6       49.1       58.2       67.1       71.5
Old  :                 58.4       76.4       81.4       92.6       49.1       58.2       67.1       71.5
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 - Futures Only, March 26, 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  :   922,372:         0     96,120     23,320    899,052    802,932    922,372    922,372:         0          0
Old  :   922,372:         0     96,120     23,320    899,052    802,932    922,372    922,372:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     2,753:         0          0          0      2,753      2,753      2,753      2,753:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.4        2.5       97.5       87.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       10.4        2.5       97.5       87.1      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         17         22         18         23:
Old  :        27:         0          1          1         17         22         18         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  :                 53.3       60.9       75.8       77.7       28.9       39.6       46.2       50.1
Old  :                 53.3       60.9       75.8       77.7       28.9       39.6       46.2       50.1
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 - Futures Only, March 26, 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  :   573,174:   136,395    113,258     19,542    417,237    440,374    573,174    573,174:         0          0
Old  :   573,174:   136,395    113,258     19,542    417,237    440,374    573,174    573,174:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    23,400:         0          0          0     23,400     23,400     23,400     23,400:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       19.8        3.4       72.8       76.8      100.0      100.0:       0.0        0.0
Old  :     100.0:      23.8       19.8        3.4       72.8       76.8      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  :        23:         2          1          1         15         16         18         17:
Old  :        23:         2          1          1         15         16         18         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  :                 61.3       53.5       82.1       81.2       56.2       47.8       70.0       67.1
Old  :                 61.3       53.5       82.1       81.2       56.2       47.8       70.0       67.1
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 - Futures Only, March 26, 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  :   243,684:         0     37,314          0    243,684    206,370    243,684    243,684:         0          0
Old  :   243,684:         0     37,314          0    243,684    206,370    243,684    243,684:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 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       15.3        0.0      100.0       84.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       15.3        0.0      100.0       84.7      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          2          0         18         11         18         13:
Old  :        25:         0          2          0         18         11         18         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  :                 44.6       56.3       74.5       90.5       43.1       51.1       71.0       77.2
Old  :                 44.6       56.3       74.5       90.5       43.1       51.1       71.0       77.2
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 - Futures Only, March 26, 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  :    29,364:       351          0        120     28,461     29,110     28,932     29,230:       432        134
Old  :    29,364:       351          0        120     28,461     29,110     28,932     29,230:       432        134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       921:         0          0       -120      1,021      1,076        901        956:        20        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.0        0.4       96.9       99.1       98.5       99.5:       1.5        0.5
Old  :     100.0:       1.2        0.0        0.4       96.9       99.1       98.5       99.5:       1.5        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  :        44:         1          0          1         37         37         39         38:
Old  :        44:         1          0          1         37         37         39         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  :                 47.0       42.4       65.4       66.8       42.9       36.9       53.9       52.8
Old  :                 47.0       42.4       65.4       66.8       42.9       36.9       53.9       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06665P
Commitments of Traders - Futures Only, March 26, 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  :     6,444:     1,205          0         16      5,143      6,169      6,364      6,185:        80        259
Old  :     6,444:     1,205          0         16      5,143      6,169      6,364      6,185:        80        259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       -59:      -225          0         16        202         60         -7         76:       -52       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        0.0        0.2       79.8       95.7       98.8       96.0:       1.2        4.0
Old  :     100.0:      18.7        0.0        0.2       79.8       95.7       98.8       96.0:       1.2        4.0
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:         2          0          1         16         17         18         18:
Old  :        22:         2          0          1         16         17         18         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  :                 53.2       48.7       82.0       76.0       40.8       32.7       48.9       45.8
Old  :                 53.2       48.7       82.0       76.0       40.8       32.7       48.9       45.8
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 - Futures Only, March 26, 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  :    12,870:       425        585         25     12,046     11,676     12,496     12,286:       374        584
Old  :    12,870:       425        585         25     12,046     11,676     12,496     12,286:       374        584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     1,192:         0          0         15      1,177      1,177      1,192      1,192:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        4.5        0.2       93.6       90.7       97.1       95.5:       2.9        4.5
Old  :     100.0:       3.3        4.5        0.2       93.6       90.7       97.1       95.5:       2.9        4.5
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          3          1         23         15         25         18:
Old  :        27:         1          3          1         23         15         25         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  :                 66.6       68.8       79.2       84.0       62.1       65.9       73.5       77.7
Old  :                 66.6       68.8       79.2       84.0       62.1       65.9       73.5       77.7
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 - Futures Only, March 26, 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  :    10,688:     1,512        321        249      8,517      9,706     10,278     10,276:       410        412
Old  :    10,688:     1,512        321        249      8,517      9,706     10,278     10,276:       410        412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       760:       120        -25          0        615        775        735        750:        25         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        3.0        2.3       79.7       90.8       96.2       96.1:       3.8        3.9
Old  :     100.0:      14.1        3.0        2.3       79.7       90.8       96.2       96.1:       3.8        3.9
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  :        31:         3          1          3         20         19         24         22:
Old  :        31:         3          1          3         20         19         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  :                 59.9       49.8       76.3       73.7       59.9       48.9       74.0       68.2
Old  :                 59.9       49.8       76.3       73.7       59.9       48.9       74.0       68.2
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 - Futures Only, March 26, 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  : 1,693,684:   364,846    120,239    642,466    605,459    849,358  1,612,771  1,612,063:    80,913     81,621
Old  : 1,693,684:   364,846    120,239    642,466    605,459    849,358  1,612,771  1,612,063:    80,913     81,621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    46,293:     6,760    -14,126     10,241     25,589     47,635     42,590     43,750:     3,703      2,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        7.1       37.9       35.7       50.1       95.2       95.2:       4.8        4.8
Old  :     100.0:      21.5        7.1       37.9       35.7       50.1       95.2       95.2:       4.8        4.8
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  :       333:       125         75        156         83         99        288        276:
Old  :       333:       125         75        156         83         99        288        276:
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  :                 17.9       15.9       28.2       26.7       10.8       11.0       17.0       17.1
Old  :                 17.9       15.9       28.2       26.7       10.8       11.0       17.0       17.1
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 - Futures Only, March 26, 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  :   178,502:    66,692     12,620        250     68,766    115,396    135,708    128,266:    42,794     50,236
Old  :   178,502:    66,692     12,620        250     68,766    115,396    135,708    128,266:    42,794     50,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     2,846:       488        500          0      1,721        674      2,209      1,174:       637      1,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        7.1        0.1       38.5       64.6       76.0       71.9:      24.0       28.1
Old  :     100.0:      37.4        7.1        0.1       38.5       64.6       76.0       71.9:      24.0       28.1
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  :        30:         5          4          2         17         19         24         23:
Old  :        30:         5          4          2         17         19         24         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  :                 44.0       34.0       61.6       51.6       43.8       33.8       56.9       49.9
Old  :                 44.0       34.0       61.6       51.6       43.8       33.8       56.9       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765I
Commitments of Traders - Futures Only, March 26, 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  :    71,701:     9,814      2,400      6,219     52,143     55,748     68,176     64,367:     3,525      7,334
Old  :    71,701:     9,814      2,400      6,219     52,143     55,748     68,176     64,367:     3,525      7,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    -1,047:     1,309          3     -3,365      1,625      4,044       -431        682:      -616     -1,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        3.3        8.7       72.7       77.8       95.1       89.8:       4.9       10.2
Old  :     100.0:      13.7        3.3        8.7       72.7       77.8       95.1       89.8:       4.9       10.2
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:         5          3          6         16         15         25         21:
Old  :        25:         5          3          6         16         15         25         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  :                 36.3       45.5       63.8       66.7       18.4       19.7       28.4       24.7
Old  :                 36.3       45.5       63.8       66.7       18.4       19.7       28.4       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                          Code-06765J
Commitments of Traders - Futures Only, March 26, 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  :    49,816:     4,593      6,988      4,366     38,916     35,141     47,875     46,495:     1,941      3,321
Old  :    49,816:     4,593      6,988      4,366     38,916     35,141     47,875     46,495:     1,941      3,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    -2,060:      -332      1,400     -2,887      1,186       -899     -2,033     -2,386:       -27        326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       14.0        8.8       78.1       70.5       96.1       93.3:       3.9        6.7
Old  :     100.0:       9.2       14.0        8.8       78.1       70.5       96.1       93.3:       3.9        6.7
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:         1          5          4         15         13         19         20:
Old  :        22:         1          5          4         15         13         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  :                 44.6       38.7       68.4       68.7       23.2       21.5       29.2       28.0
Old  :                 44.6       38.7       68.4       68.7       23.2       21.5       29.2       28.0
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 - Futures Only, March 26, 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  :    50,413:    10,319     15,647     20,801     16,509     10,424     47,629     46,872:     2,784      3,541
Old  :    50,413:    10,319     15,647     20,801     16,509     10,424     47,629     46,872:     2,784      3,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       911:       734        968        809        277        -76      1,820      1,701:      -909       -790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       31.0       41.3       32.7       20.7       94.5       93.0:       5.5        7.0
Old  :     100.0:      20.5       31.0       41.3       32.7       20.7       94.5       93.0:       5.5        7.0
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:         9          8         17         12         12         31         30:
Old  :        34:         9          8         17         12         12         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  :                 38.8       41.4       61.6       67.0       22.5       30.6       31.1       35.0
Old  :                 38.8       41.4       61.6       67.0       22.5       30.6       31.1       35.0
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 - Futures Only, March 26, 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  :    37,808:    28,707      2,674      1,597      4,891     32,661     35,195     36,932:     2,613        876
Old  :    37,808:    28,707      2,674      1,597      4,891     32,661     35,195     36,932:     2,613        876
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       137:      -711        -84        164        888        -93        341        -13:      -204        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.9        7.1        4.2       12.9       86.4       93.1       97.7:       6.9        2.3
Old  :     100.0:      75.9        7.1        4.2       12.9       86.4       93.1       97.7:       6.9        2.3
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  :       187:       106         26         11         22         34        134         71:
Old  :       187:       106         26         11         22         34        134         71:
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  :                 28.1       41.0       43.3       58.1       25.3       40.7       40.5       57.8
Old  :                 28.1       41.0       43.3       58.1       25.3       40.7       40.5       57.8
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 - Futures Only, March 26, 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  :    65,542:    44,013      8,520        632     14,015     53,905     58,660     63,057:     6,882      2,485
Old  :    65,542:    44,013      8,520        632     14,015     53,905     58,660     63,057:     6,882      2,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       872:     1,918        688     -1,009      1,192      1,736      2,101      1,415:    -1,229       -543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.2       13.0        1.0       21.4       82.2       89.5       96.2:      10.5        3.8
Old  :     100.0:      67.2       13.0        1.0       21.4       82.2       89.5       96.2:      10.5        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  :       191:       112         29         13         29         30        147         68:
Old  :       191:       112         29         13         29         30        147         68:
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  :                 20.1       38.7       29.9       56.5       20.1       38.6       29.9       56.1
Old  :                 20.1       38.7       29.9       56.5       20.1       38.6       29.9       56.1
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 - Futures Only, March 26, 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  :   324,581:   111,497     26,489     35,375    154,390    249,651    301,262    311,515:    23,319     13,066
Old  :   324,581:   111,497     26,489     35,375    154,390    249,651    301,262    311,515:    23,319     13,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     5,992:     2,369      1,949       -835      6,761      7,055      8,295      8,169:    -2,303     -2,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        8.2       10.9       47.6       76.9       92.8       96.0:       7.2        4.0
Old  :     100.0:      34.4        8.2       10.9       47.6       76.9       92.8       96.0:       7.2        4.0
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  :       227:        85         31         51         82         95        194        157:
Old  :       227:        85         31         51         82         95        194        157:
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  :                 14.0       16.9       24.9       31.0       11.6       12.6       18.7       21.0
Old  :                 14.0       16.9       24.9       31.0       11.6       12.6       18.7       21.0
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 - Futures Only, March 26, 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  :    12,877:         0          0          0     11,907     11,822     11,907     11,822:       970      1,055
Old  :    12,877:         0          0          0     11,907     11,822     11,907     11,822:       970      1,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       92.5       91.8       92.5       91.8:       7.5        8.2
Old  :     100.0:       0.0        0.0        0.0       92.5       91.8       92.5       91.8:       7.5        8.2
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  :        20:         0          0          0         16         17         16         17:
Old  :        20:         0          0          0         16         17         16         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  :                 50.2       42.3       76.0       69.9       34.7       26.6       41.6       37.8
Old  :                 50.2       42.3       76.0       69.9       34.7       26.6       41.6       37.8
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 - Futures Only, March 26, 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  :    22,788:    10,343          0        765      9,606     19,279     20,714     20,044:     2,074      2,744
Old  :    22,788:    10,343          0        765      9,606     19,279     20,714     20,044:     2,074      2,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       654:       525          0          0        191        661        716        661:       -62         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4        0.0        3.4       42.2       84.6       90.9       88.0:       9.1       12.0
Old  :     100.0:      45.4        0.0        3.4       42.2       84.6       90.9       88.0:       9.1       12.0
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          0          1         12         19         14         20:
Old  :        21:         2          0          1         12         19         14         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  :                 71.5       52.2       85.9       70.5       64.0       52.2       73.4       67.0
Old  :                 71.5       52.2       85.9       70.5       64.0       52.2       73.4       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                                                    Code-192651
Commitments of Traders - Futures Only, March 26, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20 SHORT TONS)                                               :
     :          :                                                                            :
All  :    13,370:     5,690      7,596      1,559      5,950      4,211     13,199     13,366:       171          4
Old  :    13,370:     5,690      7,596      1,559      5,950      4,211     13,199     13,366:       171          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       104:       339        765       -490        255       -171        104        104:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       56.8       11.7       44.5       31.5       98.7      100.0:       1.3        0.0
Old  :     100.0:      42.6       56.8       11.7       44.5       31.5       98.7      100.0:       1.3        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:         6          5          4          7          8         16         14:
Old  :        21:         6          5          4          7          8         16         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  :                 66.9       72.9       88.5       91.7       63.4       64.0       81.1       80.0
Old  :                 66.9       72.9       88.5       91.7       63.4       64.0       81.1       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-26265A
Commitments of Traders - Futures Only, March 26, 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  :    12,602:     3,829        912          3      8,720     11,637     12,552     12,552:        50         50
Old  :    12,602:     3,829        912          3      8,720     11,637     12,552     12,552:        50         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       164:       138          0          0          6        144        144        144:        20         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        7.2        0.0       69.2       92.3       99.6       99.6:       0.4        0.4
Old  :     100.0:      30.4        7.2        0.0       69.2       92.3       99.6       99.6:       0.4        0.4
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  :        21:         5          1          1          9         13         15         14:
Old  :        21:         5          1          1          9         13         15         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  :                 80.6       88.5       94.7       96.0       78.2       84.2       87.2       87.6
Old  :                 80.6       88.5       94.7       96.0       78.2       84.2       87.2       87.6
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 - Futures Only, March 26, 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  :     7,866:       429      2,468        243      7,057      4,761      7,729      7,472:       137        394
Old  :     7,866:       429      2,468        243      7,057      4,761      7,729      7,472:       137        394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     1,905:       262          0        150      1,520      1,785      1,932      1,935:       -27        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       31.4        3.1       89.7       60.5       98.3       95.0:       1.7        5.0
Old  :     100.0:       5.5       31.4        3.1       89.7       60.5       98.3       95.0:       1.7        5.0
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  :        33:         3          3          3         22         22         27         26:
Old  :        33:         3          3          3         22         22         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  :                 47.1       54.6       68.0       72.3       35.5       40.2       50.1       49.1
Old  :                 47.1       54.6       68.0       72.3       35.5       40.2       50.1       49.1
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 - Futures Only, March 26, 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  :    55,988:     1,652      3,645      3,014     50,660     49,267     55,326     55,926:       662         62
Old  :    55,988:     1,652      3,645      3,014     50,660     49,267     55,326     55,926:       662         62
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     4,690:      -580          0        150      5,110      4,540      4,680      4,690:        10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        6.5        5.4       90.5       88.0       98.8       99.9:       1.2        0.1
Old  :     100.0:       3.0        6.5        5.4       90.5       88.0       98.8       99.9:       1.2        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  :        61:         6          5          4         39         32         46         40:
Old  :        61:         6          5          4         39         32         46         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  :                 51.2       45.1       70.7       65.8       38.5       30.9       49.1       48.5
Old  :                 51.2       45.1       70.7       65.8       38.5       30.9       49.1       48.5
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 - Futures Only, March 26, 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  :    39,450:     1,540      4,097        125     37,621     35,228     39,286     39,450:       164          0
Old  :    39,450:     1,540      4,097        125     37,621     35,228     39,286     39,450:       164          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     5,017:        25        270          0      5,082      4,747      5,107      5,017:       -90          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       10.4        0.3       95.4       89.3       99.6      100.0:       0.4        0.0
Old  :     100.0:       3.9       10.4        0.3       95.4       89.3       99.6      100.0:       0.4        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  :        35:         4          2          1         25         19         30         21:
Old  :        35:         4          2          1         25         19         30         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  :                 54.3       78.2       74.5       90.3       46.1       65.9       56.3       69.9
Old  :                 54.3       78.2       74.5       90.3       46.1       65.9       56.3       69.9
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 - Futures Only, March 26, 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  :    14,094:     2,185      6,129         50     11,859      7,915     14,094     14,094:         0          0
Old  :    14,094:     2,185      6,129         50     11,859      7,915     14,094     14,094:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       325:        50         50          0        275        275        325        325:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       43.5        0.4       84.1       56.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      15.5       43.5        0.4       84.1       56.2      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  :        46:         8          2          1         31         20         40         23:
Old  :        46:         8          2          1         31         20         40         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  :                 47.7       72.0       64.4       86.9       36.4       66.7       53.1       75.1
Old  :                 47.7       72.0       64.4       86.9       36.4       66.7       53.1       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-86565A
Commitments of Traders - Futures Only, March 26, 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  :     7,024:     1,045      1,108        379      5,540      5,537      6,964      7,024:        60          0
Old  :     7,024:     1,045      1,108        379      5,540      5,537      6,964      7,024:        60          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       225:       -50         50          0        275        175        225        225:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       15.8        5.4       78.9       78.8       99.1      100.0:       0.9        0.0
Old  :     100.0:      14.9       15.8        5.4       78.9       78.8       99.1      100.0:       0.9        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  :        22:         4          2          2          9         13         14         16:
Old  :        22:         4          2          2          9         13         14         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  :                 77.8       73.7       94.6       90.8       67.1       52.7       74.1       69.8
Old  :                 77.8       73.7       94.6       90.8       67.1       52.7       74.1       69.8
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 - Futures Only, March 26, 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  :    43,346:     2,737      6,485      4,393     36,032     32,375     43,162     43,253:       184         93
Old  :    43,346:     2,737      6,485      4,393     36,032     32,375     43,162     43,253:       184         93
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :      -237:       211        -84       -855        375        702       -269       -237:        32          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       15.0       10.1       83.1       74.7       99.6       99.8:       0.4        0.2
Old  :     100.0:       6.3       15.0       10.1       83.1       74.7       99.6       99.8:       0.4        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  :        66:         8          9         13         42         39         57         56:
Old  :        66:         8          9         13         42         39         57         56:
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  :                 34.8       35.6       54.7       53.1       30.9       25.6       40.3       37.2
Old  :                 34.8       35.6       54.7       53.1       30.9       25.6       40.3       37.2
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 - Futures Only, March 26, 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  :     7,487:       720        289          0      6,427      6,844      7,147      7,133:       340        354
Old  :     7,487:       720        289          0      6,427      6,844      7,147      7,133:       340        354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       280:        30          0          0        295        325        325        325:       -45        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        3.9        0.0       85.8       91.4       95.5       95.3:       4.5        4.7
Old  :     100.0:       9.6        3.9        0.0       85.8       91.4       95.5       95.3:       4.5        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  :        24:         3          2          0         14         13         17         15:
Old  :        24:         3          2          0         14         13         17         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  :                 64.2       61.9       83.2       82.2       61.3       53.9       73.6       70.4
Old  :                 64.2       61.9       83.2       82.2       61.3       53.9       73.6       70.4
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 - Futures Only, March 26, 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  :    14,272:     2,014      1,089        388     11,735     12,595     14,137     14,072:       135        200
Old  :    14,272:     2,014      1,089        388     11,735     12,595     14,137     14,072:       135        200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       729:       152        585         37        589        137        778        759:       -49        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        7.6        2.7       82.2       88.2       99.1       98.6:       0.9        1.4
Old  :     100.0:      14.1        7.6        2.7       82.2       88.2       99.1       98.6:       0.9        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  :        47:         7          7          5         29         28         39         38:
Old  :        47:         7          7          5         29         28         39         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  :                 42.4       37.4       61.1       61.1       23.5       29.2       35.7       40.2
Old  :                 42.4       37.4       61.1       61.1       23.5       29.2       35.7       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FAME BIODIESEL V GASOIL SPR SP - NEW YORK MERCANTILE EXCHANGE                                           Code-869654
Commitments of Traders - Futures Only, March 26, 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  :     3,375:       790        395        340      2,175      2,310      3,305      3,045:        70        330
Old  :     3,375:       790        395        340      2,175      2,310      3,305      3,045:        70        330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       11.7       10.1       64.4       68.4       97.9       90.2:       2.1        9.8
Old  :     100.0:      23.4       11.7       10.1       64.4       68.4       97.9       90.2:       2.1        9.8
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          5          7         12         13         19:
Old  :        20:         4          4          5          7         12         13         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  :                 59.4       43.7       85.5       68.0       52.9       39.3       69.2       58.5
Old  :                 59.4       43.7       85.5       68.0       52.9       39.3       69.2       58.5
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 - Futures Only, March 26, 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  :    37,796:     4,191        719      1,609     29,438     31,531     35,238     33,859:     2,558      3,937
Old  :    37,796:     4,191        719      1,609     29,438     31,531     35,238     33,859:     2,558      3,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     1,407:      -270         10        327      1,163      1,521      1,220      1,858:       187       -451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        1.9        4.3       77.9       83.4       93.2       89.6:       6.8       10.4
Old  :     100.0:      11.1        1.9        4.3       77.9       83.4       93.2       89.6:       6.8       10.4
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  :        35:         6          1          4         20         27         26         32:
Old  :        35:         6          1          4         20         27         26         32:
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  :                 49.4       36.2       68.1       54.8       40.9       35.5       52.9       51.6
Old  :                 49.4       36.2       68.1       54.8       40.9       35.5       52.9       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 29, 2013