GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,078
COMMITMENTS
     818        0      471   41,680   42,254   42,969   42,725      109      353

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,892)
       1        0       42    1,850    1,851    1,893    1,893       -1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      1.1     96.8     98.1     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        0        1       46       44       48       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,297
COMMITMENTS
       0        0        0   12,134   12,182   12,134   12,182      163      115

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,842)
       0        0        0    1,842    1,842    1,842    1,842        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     99.1     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       28       29       28       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,838
COMMITMENTS
     105      347      191    9,482    9,066    9,778    9,604    1,060    1,234

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        530)
       0       33      -25      655      602      630      610     -100      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.2      1.8     87.5     83.7     90.2     88.6      9.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        3       33       39       37       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,669
COMMITMENTS
     736       83      107    5,385    5,540    6,228    5,730      441      939

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        323)
      73       83      -11      195       15      257       87       66      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      1.2      1.6     80.7     83.1     93.4     85.9      6.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        2        4       45       48       51       52
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,900
COMMITMENTS
       0        0        0    2,988    2,382    2,988    2,382      912    1,518

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         79)
       0        0        0       79       49       79       49        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     76.6     61.1     76.6     61.1     23.4     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       19       17       19
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,093
COMMITMENTS
     360      399       90    2,084    2,346    2,534    2,835      559      258

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        239)
       0      170        0      314       71      314      241      -75       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     12.9      2.9     67.4     75.8     81.9     91.7     18.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       21       20       24       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,125
COMMITMENTS
       0      170       81    1,567    1,597    1,648    1,848      477      277

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        127)
     -25       -5        0      171      156      146      151      -19      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.0      3.8     73.7     75.2     77.6     87.0     22.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       20       20       22       22
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,184
COMMITMENTS
       0        0        0    8,139    7,902    8,139    7,902       45      282

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,833)
       0        0        0    1,833    1,833    1,833    1,833        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     96.6     99.5     96.6      0.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       21       17       21       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,292
COMMITMENTS
       0      949      436   19,856   18,907   20,292   20,292        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,130)
       0       32      110    2,020    1,988    2,130    2,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      2.1     97.9     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       26       28       27       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      298,894
COMMITMENTS
  47,460   32,731   38,263  173,269  201,047  258,992  272,041   39,902   26,853

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,593)
   9,322   -3,313   -4,880      236   17,159    4,678    8,966   -1,085   -5,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     11.0     12.8     58.0     67.3     86.7     91.0     13.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      37       25       49       83       86      150      138
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,879
COMMITMENTS
     335      305      115   13,429   13,452   13,879   13,872        0        7

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,396)
     -15      115       15    2,416    2,266    2,416    2,396      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.2      0.8     96.8     96.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        2        3       44       42       48       46
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,976
COMMITMENTS
     411      915        0    6,505    6,001    6,916    6,916       60       60

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        720)
       0        0        0      720      720      720      720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     13.1      0.0     93.2     86.0     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        0       21       17       24       21
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,610
COMMITMENTS
       0        0        0    1,560    1,610    1,560    1,610       50        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.9    100.0     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       12       16       12
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      996,833
COMMITMENTS
 150,030  318,673  350,564  427,966  276,739  928,560  945,976   68,273   50,857

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     28,376)
   6,043    2,592   21,129    3,766      967   30,938   24,688   -2,562    3,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     32.0     35.2     42.9     27.8     93.2     94.9      6.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      78      135      126       92       81      252      273
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,573
COMMITMENTS
   1,402    9,424    2,718   57,321   46,491   61,441   58,633    2,132    4,940

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     14.8      4.3     90.2     73.1     96.6     92.2      3.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       13       18       16       21
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,976
COMMITMENTS
   3,739    4,044      681   49,286   48,204   53,706   52,929    7,270    8,047

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         11)
    -140        0       80       71      -69       11       11        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      6.6      1.1     80.8     79.1     88.1     86.8     11.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14       16       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       98,461
COMMITMENTS
   4,141        0    2,976   80,553   90,698   87,670   93,674   10,791    4,787

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         35)
    -417        0      285      167     -250       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      3.0     81.8     92.1     89.0     95.1     11.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        3       19       22       22       25
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,463,139
COMMITMENTS
 465,842  140,165  696,940  1267997  1601586  2430779  2438691   32,360   24,448

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     55,545)
   7,481    2,760   26,247   23,531   27,878   57,259   56,885   -1,714   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      5.7     28.3     51.5     65.0     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      37       23       51      100       93      161      147
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,063,862
COMMITMENTS
 195,927   93,000  203,258  659,467  762,892  1058652  1059150    5,210    4,712

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     44,619)
  10,847   10,430    9,764   23,769   24,209   44,380   44,403      239      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      8.7     19.1     62.0     71.7     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       20       35       42       40       80       79
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,281
COMMITMENTS
     297    1,209      139   20,504   19,680   20,940   21,028      341      253

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,491)
     -16      110      -70    1,466    1,465    1,380    1,505      111      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      5.7      0.7     96.3     92.5     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        5        4       38       44       43       52
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,170
COMMITMENTS
       0      313       72    1,420      913    1,492    1,298      678      872

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.4      3.3     65.4     42.1     68.8     59.8     31.2     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       17       16       18       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,359
COMMITMENTS
      49       48      117      707      764      873      929      486      430

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      3.5      8.6     52.0     56.2     64.2     68.4     35.8     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       14       18       17       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       54,511
COMMITMENTS
  21,306      380    2,754   29,016   50,652   53,076   53,786    1,435      725

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        324)
     284       40      240     -189     -185      335       95      -11      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1      0.7      5.1     53.2     92.9     97.4     98.7      2.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        4       34       29       39       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,489
COMMITMENTS
     182    1,322      664   13,291   12,849   14,137   14,835    1,352      654

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        262)
       0       54        0      180      208      180      262       82        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      8.5      4.3     85.8     83.0     91.3     95.8      8.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       22       21       24       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,796
COMMITMENTS
     547      720      278    6,464    7,677    7,289    8,675    2,507    1,121

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        -36)
    -120        0      120     -384     -370     -384     -250      348      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      7.3      2.8     66.0     78.4     74.4     88.6     25.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       16       14       18       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,294
COMMITMENTS
   1,242      666       86    9,019    9,050   10,347    9,802      947    1,492

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        336)
     552        0      -24      -72      168      456      144     -120      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      5.9      0.8     79.9     80.1     91.6     86.8      8.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       11       14       15       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,601
COMMITMENTS
   1,710    2,800      314   21,981   21,695   24,005   24,809    2,596    1,792

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        752)
     480        0        0      190      550      670      550       82      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     10.5      1.2     82.6     81.6     90.2     93.3      9.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       21       19       24       22
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,895
COMMITMENTS
   3,850        0      218    4,567    8,022    8,635    8,240    1,260    1,655

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      0.0      2.2     46.2     81.1     87.3     83.3     12.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       16       13       19       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,103
COMMITMENTS
       0      954      320   10,102    8,773   10,422   10,047      681    1,056

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        196)
       0       24        0      136      168      136      192       60        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.6      2.9     91.0     79.0     93.9     90.5      6.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       21       16       22       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,633
COMMITMENTS
   2,235        0      315   52,020   54,297   54,570   54,612       63       21

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,600)
       0        0        0    1,600    1,579    1,600    1,579        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.6     95.2     99.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       14       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      927,487
COMMITMENTS
  32,918        0        0  894,569  927,487  927,487  927,487        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     29,392)
       0        0        0   29,392   29,392   29,392   29,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.0     96.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       17       14       18       14
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       23,188
COMMITMENTS
     750        0      510   21,695   22,678   22,955   23,188      233        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      2.2     93.6     97.8     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       11       11       12       12
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      373,980
COMMITMENTS
  16,652        0    9,408  347,920  364,572  373,980  373,980        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      2.5     93.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       10       12       12       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,501
COMMITMENTS
       0        0        0   42,501   42,501   42,501   42,501        0        0

CHANGES FROM 10/11/11 (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:       23)
       0        0        0       14       12       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      791,682
COMMITMENTS
       0        0        0  791,682  791,682  791,682  791,682        0        0

CHANGES FROM 10/11/11 (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:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      132,765
COMMITMENTS
   1,501        0    1,113  129,896  131,652  132,510  132,765      255        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         42)
    -630        0      420      252     -378       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.8     97.8     99.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       18       26       20       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,311,415
COMMITMENTS
   7,930   27,325   14,886  2288599  2269204  2311415  2311415        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        768)
       0    3,840   -3,072    3,840        0      768      768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.2      0.6     99.0     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       18       27       20       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,515
COMMITMENTS
   3,379    1,538    1,203   39,933   41,774   44,515   44,515        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      3.5      2.7     89.7     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        3       27       22       31       27
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,079,279
COMMITMENTS
  54,815   10,042   13,160  1011304  1056077  1079279  1079279        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,840)
   3,840        0        0        0    3,840    3,840    3,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.9      1.2     93.7     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        2       24       18       28       21
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,700
COMMITMENTS
       0    1,656      105   52,532   50,684   52,637   52,445       63      255

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.2     99.7     96.2     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       20       18       21       21
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       19,081
COMMITMENTS
     650    5,352      616   17,815   13,113   19,081   19,081        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     28.0      3.2     93.4     68.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       13        8       14       11
 
 
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                Code-064A62
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,948
COMMITMENTS
     126        0        0   22,822   22,927   22,948   22,927        0       21

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     99.5     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       14       11       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,716
COMMITMENTS
       0    4,323      777   45,792   41,553   46,569   46,653      147       63

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.3      1.7     98.0     88.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       15       16       17       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       19,482
COMMITMENTS
     933       88        0   18,549   19,394   19,482   19,482        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        765)
       0        0        0      765      765      765      765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.5      0.0     95.2     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       14       14       16       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      975,421
COMMITMENTS
  24,936   38,282    2,833  947,652  934,306  975,421  975,421        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      3.9      0.3     97.2     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       21       21       24       23
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      891,458
COMMITMENTS
 110,988        0   14,412  766,058  877,046  891,458  891,458        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     23,520)
       0        0        0   23,520   23,520   23,520   23,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      0.0      1.6     85.9     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       16       12       18       13
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      131,724
COMMITMENTS
       0    6,005        0  131,724  125,719  131,724  131,724        0        0

CHANGES FROM 10/11/11 (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      4.6      0.0    100.0     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,252
COMMITMENTS
     195       66      177   23,667   23,796   24,039   24,039      213      213

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0       33      329       33      329      -78     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.3      0.7     97.6     98.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        1        4       41       39       45       43
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,672
COMMITMENTS
     135       35      130   10,230   10,226   10,495   10,391      177      281

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        168)
       0        0        0      130      110      130      110       38       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.3      1.2     95.9     95.8     98.3     97.4      1.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       19       21       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,355
COMMITMENTS
       0       80        0    6,951    6,836    6,951    6,916      404      439

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       33       60       33       60      -13      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     94.5     92.9     94.5     94.0      5.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       24       21       24       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,372
COMMITMENTS
       0        0        0   10,005   10,196   10,005   10,196    1,367    1,176

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        394)
       0        0        0      315      334      315      334       79       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.0     89.7     88.0     89.7     12.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       19       20       19       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,431,563
COMMITMENTS
 323,224  178,853  365,369  684,996  817,265  1373589  1361487   57,974   70,076

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      6,929)
  10,931  -12,379   -5,925   10,765   22,469   15,771    4,165   -8,842    2,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     12.5     25.5     47.8     57.1     96.0     95.1      4.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     109       93      151       96      101      287      278
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      208,152
COMMITMENTS
  48,566   18,475    5,645  116,922  143,934  171,133  168,054   37,019   40,098

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        753)
     345    2,424   -1,610    1,053   -1,813     -212     -999      965    1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      8.9      2.7     56.2     69.1     82.2     80.7     17.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        9       18       23       29       34
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,803
COMMITMENTS
     500    1,049      350   14,933   14,404   15,783   15,803       20        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        450)
     275     -100        0      175      550      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      6.6      2.2     94.5     91.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        3       33       31       37       37
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       81,147
COMMITMENTS
   3,606   17,257   11,945   63,497   47,663   79,048   76,865    2,099    4,282

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -976)
     723      -24       70   -1,025     -374     -232     -328     -744     -648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     21.3     14.7     78.2     58.7     97.4     94.7      2.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       10       16       25       22       41       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,866
COMMITMENTS
   3,330    3,953    5,669   27,146   26,585   36,145   36,207    2,721    2,659

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -1,922)
  -1,210     -320       96     -708   -1,748   -1,822   -1,972     -100       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     10.2     14.6     69.8     68.4     93.0     93.2      7.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        6        7       16       17       25       28
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,535
COMMITMENTS
   3,975      150        0    9,460   13,180   13,435   13,330      100      205

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        105)
    -375        0        0      480       75      105       75        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      1.1      0.0     69.9     97.4     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       16       15       18       16
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,472
COMMITMENTS
   4,919      892    5,742    5,697    8,957   16,358   15,591    2,114    2,881

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        282)
     918       52    1,004     -738     -277    1,184      779     -902     -497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      4.8     31.1     30.8     48.5     88.6     84.4     11.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        3        9        8        9       17       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,398
COMMITMENTS
  11,616    4,454      490    6,086   12,779   18,192   17,723    1,206    1,675

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        331)
     -11     -220       47      220      174      256        1       75      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.9     23.0      2.5     31.4     65.9     93.8     91.4      6.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      47       43        9       18       31       71       80
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       37,657
COMMITMENTS
  25,759    5,579      328    6,190   28,764   32,277   34,671    5,380    2,986

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -862)
      63     -440       19     -946     -479     -864     -900        2       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.4     14.8      0.9     16.4     76.4     85.7     92.1     14.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      66       37        6       22       27       91       68
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      278,350
COMMITMENTS
  78,080   26,080   27,457  153,249  214,300  258,786  267,837   19,564   10,513

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     11,047)
   7,498      455   -4,520    6,864   17,656    9,842   13,591    1,205   -2,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      9.4      9.9     55.1     77.0     93.0     96.2      7.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      70       24       46       74       94      166      148
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,930
COMMITMENTS
   8,552      280      816    7,441   16,728   16,809   17,824    7,121    6,106

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,071)
     418        0      -21      274      457      671      436      400      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7      1.2      3.4     31.1     69.9     70.2     74.5     29.8     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        3       10       16       14       20
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,785
COMMITMENTS
       0        0        0   24,305   23,765   24,305   23,765      480    1,020

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.1     95.9     98.1     95.9      1.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       16       14       16
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,370
COMMITMENTS
     100        0        0    6,237    6,350    6,337    6,350       33       20

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        829)
       0        0        0      829      955      829      955        0     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     97.9     99.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       32       29       33       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,445
COMMITMENTS
     300      850       25   52,148   52,419   52,473   53,294      972      151

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      5,339)
       0     -125        0    5,301    5,479    5,301    5,354       38      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.6      0.0     97.6     98.1     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        1        1       41       32       43       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,707
COMMITMENTS
       0      300        0   15,587   15,382   15,587   15,682      120       25

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        115)
       0        0        0      115      115      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.0     99.2     97.9     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       18       20       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,235
COMMITMENTS
       0    3,000        0    5,190    2,235    5,190    5,235       45        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        225)
       0      100        0      225      125      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     57.3      0.0     99.1     42.7     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        0       26       13       26       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,950
COMMITMENTS
     194        0       38    5,409    5,822    5,641    5,860      309       90

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        -16)
      50        0      -50      -25       25      -25      -25        9        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.6     90.9     97.8     94.8     98.5      5.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       16       18       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,582
COMMITMENTS
     723    2,436      800   20,029   18,286   21,552   21,522       30       60

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,080)
      35       90       -3    1,048      993    1,080    1,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     11.3      3.7     92.8     84.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        5        5       42       41       48       50
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,232
COMMITMENTS
     945        0      777   11,418   12,360   13,140   13,137       92       95

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        705)
     170        0      162      412      498      744      660      -39       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.0      5.9     86.3     93.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        0        2       31       30       35       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,675
COMMITMENTS
  11,541      865      733   21,129   31,426   33,403   33,024      272      651

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,090)
     342       57     -120    1,868    2,153    2,090    2,090        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      2.6      2.2     62.7     93.3     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        3        5       27       36       34       44
 

Updated October 21, 2011