IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      165,215
COMMITMENTS
  16,117    4,620    3,998  145,100  156,597  165,215  165,215        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      2,705)
     265      -29      130    2,310    2,604    2,705    2,705        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      2.8      2.4     87.8     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        1        5        9       10       17       16
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,848
COMMITMENTS
   4,545    1,241      100   30,022   33,370   34,667   34,711      181      137

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      3,989)
     408      203        0    3,579    3,810    3,987    4,013        2      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      3.6      0.3     86.2     95.8     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        5        1       31       43       34       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,099
COMMITMENTS
       0        0        0   12,993   12,989   12,993   12,989      106      110

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        188)
       0        0        0      200      164      200      164      -12       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     99.2     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       25       21       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,407
COMMITMENTS
     424      423       90    9,704    9,688   10,218   10,201    1,189    1,206

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        482)
       6       45      -21      549      476      534      500      -52      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      3.7      0.8     85.1     84.9     89.6     89.4     10.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        1       32       31       34       34
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,618
COMMITMENTS
     464    1,281      228    6,219    5,353    6,911    6,862      707      756

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      1,151)
      66      356     -136    1,097      871    1,027    1,091      124       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     16.8      3.0     81.6     70.3     90.7     90.1      9.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        3        4       42       41       46       48
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,022
COMMITMENTS
       0      179      109    2,308    2,421    2,417    2,709      605      313

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:         48)
       0        0        5       28       33       33       38       15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      3.6     76.4     80.1     80.0     89.6     20.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       22       17       23       18
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,605
COMMITMENTS
      40      117       11    1,917    2,072    1,968    2,200      637      405

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        215)
       0       15        5      195      190      200      210       15        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      4.5      0.4     73.6     79.5     75.5     84.5     24.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       23       19       25       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,287
COMMITMENTS
     414      204      129    4,235    4,411    4,778    4,744      509      543

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        395)
     -15       15       -8      342      316      319      323       76       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      3.9      2.4     80.1     83.4     90.4     89.7      9.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        4       29       35       34       39
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,535
COMMITMENTS
       0        0        0    9,455    9,535    9,455    9,535       80        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        330)
       0        0        0      330      330      330      330        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       14       13       14       13
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,102
COMMITMENTS
     110      221       97    9,420    9,362    9,627    9,680      475      422

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        562)
      65        0        0      519      575      584      575      -22      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.2      1.0     93.2     92.7     95.3     95.8      4.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       23       22       25       25
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,851
COMMITMENTS
     161       65       30    2,575    2,656    2,766    2,751       85      100

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        240)
       0      -40       30      210      250      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      2.3      1.1     90.3     93.2     97.0     96.5      3.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        1       16       16       19       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,809
COMMITMENTS
       0    4,744        0   26,524   22,045   26,524   26,789      285       20

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        935)
       0      280        0      935      655      935      935        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.7      0.0     98.9     82.2     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       38       17       38       18
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,482
COMMITMENTS
       0      352       77    3,961    3,820    4,038    4,249      444      233

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        208)
       0       20        8      170      155      178      183       30       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      1.7     88.4     85.2     90.1     94.8      9.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        1       23       18       24       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      305,060
COMMITMENTS
  73,524   63,962   31,564  156,529  183,368  261,617  278,894   43,443   26,166

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:     12,641)
   5,985      718    1,997    1,871   10,002    9,853   12,717    2,788      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     21.0     10.3     51.3     60.1     85.8     91.4     14.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      45       27       41       72       73      135      127
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,372
COMMITMENTS
   1,217    1,349        0   10,019   10,134   11,236   11,483    3,136    2,889

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        745)
     285      202      -56      169       91      398      237      347      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      9.4      0.0     69.7     70.5     78.2     79.9     21.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       18       18       19       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,363,235
COMMITMENTS
 296,145  431,017  505,612  498,017  381,535  1299774  1318164   63,461   45,071

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:     -7,015)
 -16,765  -11,879   21,848   -7,299  -10,496   -2,216     -527   -4,799   -6,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     31.6     37.1     36.5     28.0     95.3     96.7      4.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     105      114      139       70       64      261      253
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      382,981
COMMITMENTS
 116,148   85,347   90,050  169,549  204,222  375,747  379,619    7,234    3,362

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      1,111)
   2,036      743     -350   -1,192      546      494      939      617      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     22.3     23.5     44.3     53.3     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       14       27       28       30       57       59
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       23,929
COMMITMENTS
   5,552    6,186    4,829   10,802    9,652   21,183   20,667    2,746    3,262

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        730)
     205      650       22      545      -42      772      630      -42      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     25.9     20.2     45.1     40.3     88.5     86.4     11.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        7       10        6        6       18       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,694,258
COMMITMENTS
 937,515   82,450  727,823  992,341  1868104  2657679  2678377   36,579   15,881

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:     21,282)
  14,011   -3,496    2,067    5,366   26,599   21,444   25,170     -162   -3,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      3.1     27.0     36.8     69.3     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      35       14       45       84       83      133      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      964,285
COMMITMENTS
  41,057  199,956  243,114  678,261  517,988  962,432  961,058    1,853    3,227

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      4,574)
  -1,429   -1,888    2,210    4,060    4,364    4,841    4,686     -267     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     20.7     25.2     70.3     53.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      15       31       34       42       41       77       86
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,980
COMMITMENTS
   1,865      505      710    5,185    6,340    7,760    7,555      220      425

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        -30)
     170      -10     -160      -40      140      -30      -30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      6.3      8.9     65.0     79.4     97.2     94.7      2.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        3       15       16       20       19
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:       12,194
COMMITMENTS
     809    1,486    1,425    9,774    9,275   12,008   12,186      186        8

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        520)
     -30        0      270      295      265      535      535      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     12.2     11.7     80.2     76.1     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       17       16       20       19
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       75,465
COMMITMENTS
  23,537   15,748   24,201   26,563   34,371   74,301   74,320    1,164    1,145

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        884)
     630     -379      130     -210      938      550      689      334      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     20.9     32.1     35.2     45.5     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      16       17       30       14       13       45       45
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       26,312
COMMITMENTS
   6,178   13,891    4,986   14,225    7,035   25,389   25,912      923      400

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        615)
    -432       45      360      225      270      153      675      462      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     52.8     18.9     54.1     26.7     96.5     98.5      3.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6       21       20       12       10       34       35
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       31,383
COMMITMENTS
   1,128      638      906   29,041   29,662   31,075   31,206      308      177

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        742)
    -471       45       19    1,230      661      778      725      -36       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      2.0      2.9     92.5     94.5     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       6        5        8       39       49       49       61
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,311
COMMITMENTS
       0      120       23    1,736    1,566    1,759    1,709      552      602

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:         52)
       0      -49       23       81       74      104       48      -52        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      1.0     75.1     67.8     76.1     74.0     23.9     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       19       16       21       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,713
COMMITMENTS
     129        0       27    1,068    1,110    1,224    1,137      489      576

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.0      1.6     62.3     64.8     71.5     66.4     28.5     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       16       16       18       17
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        2,961
COMMITMENTS
     491      160       95    1,963    2,419    2,549    2,674      412      287

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        338)
      78        0        0      290      358      368      358      -30      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      5.4      3.2     66.3     81.7     86.1     90.3     13.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        3        3       24       29       30       34
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,394
COMMITMENTS
   1,566    1,472    1,230   36,625   37,062   39,421   39,764      973      630

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      270      270      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      3.6      3.0     90.7     91.8     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       26       31       31       33
 
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE           Code-06465I
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        4,944
COMMITMENTS
       0      848        0    4,278    3,276    4,278    4,124      666      820

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.2      0.0     86.5     66.3     86.5     83.4     13.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       16       11       16       13
 
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE        Code-06465K
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:        9,159
COMMITMENTS
   1,404      938      776    6,331    7,061    8,511    8,775      648      384

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     10.2      8.5     69.1     77.1     92.9     95.8      7.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       18       17       20       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,631
COMMITMENTS
     150      592    1,298   11,635   11,879   13,083   13,769    1,548      862

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      4.0      8.9     79.5     81.2     89.4     94.1     10.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       22       22       25       24
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,958
COMMITMENTS
     343      443        0   34,615   34,515   34,958   34,958        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.3      0.0     99.0     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       20       16       21       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      693,844
COMMITMENTS
   4,680    4,680        0  689,164  689,164  693,844  693,844        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      3,200)
       0        0        0    3,200    3,200    3,200    3,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.7      0.0     99.3     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       21       14       22       15
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       19,725
COMMITMENTS
   1,722   11,743        0   17,897    7,620   19,619   19,363      106      362

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      1,375)
       0      100        0    1,375    1,275    1,375    1,375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     59.5      0.0     90.7     38.6     99.5     98.2      0.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       12       10       14       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,125
COMMITMENTS
       0        0        0   42,615   43,125   42,615   43,125      510        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       17       13       17
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      644,676
COMMITMENTS
       0        0        0  644,676  644,676  644,676  644,676        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       15       17       15
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       70,048
COMMITMENTS
  13,265    1,169    2,550   53,978   66,223   69,793   69,942      255      106

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      210        0      210        0     -210        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      1.7      3.6     77.1     94.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        1       22       20       24       23
 
 
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE         Code-064A59
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,534,571
COMMITMENTS
 307,278  351,470    5,781  1221512  1177320  1534571  1534571        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      9,635)
       0        0        0    9,635    9,635    9,635    9,635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     22.9      0.4     79.6     76.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        1       25       26       27       31
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,979
COMMITMENTS
       0    2,350      484   21,495   18,742   21,979   21,576        0      403

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        212)
       0        0        0      212      212      212      212        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.7      2.2     97.8     85.3    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       13       11       14       13
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,608
COMMITMENTS
     126    9,652        0   46,482   36,956   46,608   46,608        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     20.7      0.0     99.7     79.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       17       19       18       20
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,664
COMMITMENTS
   6,619    9,602    3,712   38,333   35,350   48,664   48,664        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:       -433)
       0     -100      100     -533     -433     -433     -433        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     19.7      7.6     78.8     72.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       22       17       26       20
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,350
COMMITMENTS
       0    1,849    1,606   34,212   32,873   35,818   36,328      532       22

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        733)
       0        0        0      733      988      733      988        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      4.4     94.1     90.4     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       20       20       21       21
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,875
COMMITMENTS
       0      640      205   39,564   39,030   39,769   39,875      106        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        140)
       0     -100      100       40      140      140      140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.5     99.2     97.9     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        2       21       21       23       23
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,348
COMMITMENTS
       0        0        0   18,136   18,199   18,136   18,199      212      149

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      550      550      550      550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     99.2     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       13       17       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      376,037
COMMITMENTS
  29,425        0   25,856  320,756  350,181  376,037  376,037        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.0      6.9     85.3     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       15       15       17       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      920,366
COMMITMENTS
       0   59,049   23,320  897,046  837,997  920,366  920,366        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      3,200)
       0        0        0    3,200    3,200    3,200    3,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.4      2.5     97.5     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       17       22       18       23
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,141,597
COMMITMENTS
 318,439  521,454    6,306  816,852  613,837  1141597  1141597        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:     23,320)
       0   23,320        0   23,320        0   23,320   23,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     45.7      0.6     71.6     53.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        1       18       15       23       16
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      493,691
COMMITMENTS
  45,348   28,080        0  448,343  465,611  493,691  493,691        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:     84,208)
       0   28,080        0   84,208   56,128   84,208   84,208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      5.7      0.0     90.8     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       17       16       18       17
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      490,237
COMMITMENTS
       0   33,943        0  490,237  456,294  490,237  490,237        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:     10,265)
       0        0        0   10,265   10,265   10,265   10,265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.9      0.0    100.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       19       20       19       22
 
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A85
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      285,354
COMMITMENTS
       0    8,617        0  285,354  276,737  285,354  285,354        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      2,800)
       0        0        0    2,800    2,800    2,800    2,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0    100.0     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       15       11       15       13
 
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A87
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      401,920
COMMITMENTS
       0    9,920        0  401,920  392,000  401,920  401,920        0        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       12       15       13
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,151
COMMITMENTS
     507      120      125   22,056   22,197   22,688   22,442      463      709

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        293)
       0        0     -120      401      281      281      161       12      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.5      0.5     95.3     95.9     98.0     96.9      2.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        1       35       32       37       34
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,646
COMMITMENTS
     225      190      318   13,941   13,664   14,484   14,172      162      474

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        845)
       0       -9       88      781      786      869      865      -24      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.3      2.2     95.2     93.3     98.9     96.8      1.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       29       21       31       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,973
COMMITMENTS
     805      786      260    7,542    7,708    8,607    8,754      366      219

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:         70)
       0      -15        0       70       85       70       70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      8.8      2.9     84.1     85.9     95.9     97.6      4.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       17       15       20       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,835,367
COMMITMENTS
 470,147  124,770  613,518  653,883  1010155  1737548  1748443   97,819   86,924

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:    -99,050)
  -4,410      688  -33,267  -66,075  -63,614 -103,752  -96,193    4,702   -2,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      6.8     33.4     35.6     55.0     94.7     95.3      5.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     133       80      143       89      108      283      291
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      162,120
COMMITMENTS
  59,884   16,103    1,996   54,474  107,025  116,354  125,124   45,766   36,996

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      2,296)
     741      530      123   -5,499      972   -4,635    1,625    6,931      671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9      9.9      1.2     33.6     66.0     71.8     77.2     28.2     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        5        4       17       18       26       24
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,884
COMMITMENTS
   2,358    1,872      661   42,682   39,889   45,701   42,422    2,183    5,462

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:    -10,486)
  -5,767   -1,204   -1,220   -3,669   -7,979  -10,656  -10,403      170      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      3.9      1.4     89.1     83.3     95.4     88.6      4.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        4       16       15       22       19
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,556
COMMITMENTS
  17,901   13,662   14,561   23,586   27,186   56,048   55,409    3,508    4,147

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:     -6,684)
   2,442   -2,506   -4,214   -4,547      908   -6,319   -5,812     -365     -872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     22.9     24.4     39.6     45.6     94.1     93.0      5.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        7       11       14       13       26       27
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       39,391
COMMITMENTS
  28,418    2,493    2,071    6,373   33,960   36,862   38,524    2,529      867

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:         83)
     429      -48       56     -544      191      -59      199      142     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.1      6.3      5.3     16.2     86.2     93.6     97.8      6.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      79       31       16       26       43      116       86
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,710
COMMITMENTS
  44,095    8,149    2,307   14,699   52,642   61,101   63,098    4,609    2,612

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        757)
   1,285     -986      141     -880    1,609      546      764      211       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     12.4      3.5     22.4     80.1     93.0     96.0      7.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      83       33       17       28       38      120       87
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      275,017
COMMITMENTS
  95,771   45,469   22,718  134,225  191,589  252,714  259,776   22,303   15,241

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      7,139)
   1,273      127   -1,780    6,031    7,764    5,524    6,111    1,615    1,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     16.5      8.3     48.8     69.7     91.9     94.5      8.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      63       41       42       78       90      163      155
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,104
COMMITMENTS
   8,569        0      631    3,184   10,080   12,384   10,711    3,720    5,393

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        406)
       3        0        0      553      789      556      789     -150     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.2      0.0      3.9     19.8     62.6     76.9     66.5     23.1     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        0        4        7       14       14       18
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,861
COMMITMENTS
       0        0        0   14,126   13,535   14,126   13,535      735    1,326

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        262)
       0        0        0      442      367      442      367     -180     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.1     91.1     95.1     91.1      4.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       16       14       16
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,938
COMMITMENTS
   9,934        0      944    8,650   17,430   19,528   18,374    2,410    3,564

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        100)
     -34        0      233      -99     -133      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3      0.0      4.3     39.4     79.5     89.0     83.8     11.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       11       18       14       21
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,999
COMMITMENTS
   4,563   10,054    1,341    8,896    3,574   14,800   14,969      199       30

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        309)
     300      -25       15       -6      304      309      294        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     67.0      8.9     59.3     23.8     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        4        5        5        4       16       11
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,611
COMMITMENTS
     866    1,634      108    5,519    4,620    6,493    6,362      118      249

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        101)
     142      120      -42        1       23      101      101        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     24.7      1.6     83.5     69.9     98.2     96.2      1.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        1       26       22       30       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       74,590
COMMITMENTS
     997    3,257      400   72,740   70,925   74,137   74,582      453        8

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      3,673)
     125      -50        0    3,530    3,723    3,655    3,673       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.4      0.5     97.5     95.1     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        3        2       41       34       48       37
 
 
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE         Code-022A60
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,615
COMMITMENTS
   2,841        0       25    5,695    8,560    8,561    8,585       54       30

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        535)
     375        0       17      143      518      535      535        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      0.0      0.3     66.1     99.4     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       17       13       20       14
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       54,721
COMMITMENTS
     996      215        0   53,630   54,506   54,626   54,721       95        0

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0      -90      -25      -90      -25       65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.4      0.0     98.0     99.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        0       33       22       36       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,939
COMMITMENTS
     725    3,419       50   11,014    8,245   11,789   11,714      150      225

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:       -150)
       0     -250        0     -150      100     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     28.6      0.4     92.3     69.1     98.7     98.1      1.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        3        2       25       21       30       26
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,507
COMMITMENTS
     906    1,166      168    4,373    4,143    5,447    5,477       60       30

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:         51)
     -50        0        0      101       51       51       51        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     21.2      3.1     79.4     75.2     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       12       11       15       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,480
COMMITMENTS
   1,545    3,945    1,340   30,146   28,051   33,031   33,336      449      144

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:      1,736)
     -64      390     -166    1,966    1,512    1,736    1,736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     11.8      4.0     90.0     83.8     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        7        4       40       39       45       49
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,115
COMMITMENTS
     802    1,078      423   10,800   10,497   12,025   11,998       90      117

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:       -170)
      45      453     -387      172     -266     -170     -200        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      8.9      3.5     89.1     86.6     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        4       27       33       32       39
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        2,037
COMMITMENTS
     115      100      110    1,517    1,627    1,742    1,837      295      200

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        498)
      40        5      -15      463      488      488      478       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      4.9      5.4     74.5     79.9     85.5     90.2     14.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        3       20       21       24       25
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,212
COMMITMENTS
   4,095      300      845   10,762   14,647   15,702   15,792      510      420

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      180      180      180      180     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      1.9      5.2     66.4     90.3     96.9     97.4      3.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       13       12       17       15
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 08/20/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,645
COMMITMENTS
   3,272    1,384      201   20,213   19,414   23,686   20,999      959    3,646

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:        595)
    -149        0        0      836      261      687      261      -92      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      5.6      0.8     82.0     78.8     96.1     85.2      3.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        2       25       29       29       32



Updated August 23, 2013