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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,671
COMMITMENTS
   2,062      483       60   33,482   34,697   35,604   35,240       67      431

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -6,615)
    -707     -264        0   -5,867   -6,358   -6,574   -6,622      -41        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.4      0.2     93.9     97.3     99.8     98.8      0.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        2        1       37       45       39       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,672
COMMITMENTS
       0        0        0   10,504   10,567   10,504   10,567      168      105

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,968)
       0        0        0   -1,982   -1,931   -1,982   -1,931       14      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4     99.0     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       22       29       22       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,251
COMMITMENTS
     153      308      250    7,710    7,490    8,113    8,048    1,138    1,203

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,349)
      21     -201       -6   -1,341   -1,107   -1,326   -1,314      -23      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.3      2.7     83.3     81.0     87.7     87.0     12.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        3       31       35       35       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,930
COMMITMENTS
     602      110      105    5,642    5,833    6,349    6,048      581      882

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,876)
     117      -53     -177   -1,726   -1,489   -1,786   -1,719      -90     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      1.6      1.5     81.4     84.2     91.6     87.3      8.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        2        4       42       48       47       54
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,595
COMMITMENTS
     760      140        0    1,214    2,062    1,974    2,202      621      393

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -532)
     -90      -75      -15     -398     -566     -503     -656      -29      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      5.4      0.0     46.8     79.5     76.1     84.9     23.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       14       14       15
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,851
COMMITMENTS
       0        0        0    7,736    7,569    7,736    7,569      115      282

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,491)
       0        0        0   -2,456   -2,491   -2,456   -2,491      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.5     96.4     98.5     96.4      1.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       17       19       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,289
COMMITMENTS
       0    2,686       30   16,259   13,573   16,289   16,289        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,524)
       0     -933        0   -2,474   -1,541   -2,474   -2,474      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.5      0.2     99.8     83.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       31       22       32       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      302,304
COMMITMENTS
  58,588   30,229   29,561  174,204  219,850  262,353  279,640   39,951   22,664

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -11,126)
  -1,664    2,560   -3,383   -5,221   -8,148  -10,268   -8,971     -858   -2,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     10.0      9.8     57.6     72.7     86.8     92.5     13.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      46       24       42       67       89      138      134
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,422
COMMITMENTS
   2,011      580      545   11,866   13,290   14,422   14,415        0        7

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,919)
    -535      -50      340   -2,724   -3,216   -2,919   -2,926        0        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      4.0      3.8     82.3     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        3        4       44       33       51       39
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,520
COMMITMENTS
   1,075      575      120    5,310    5,794    6,505    6,489       15       31

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,351)
    -370     -235        0     -975   -1,102   -1,345   -1,337       -6      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      8.8      1.8     81.4     88.9     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        1       20       18       25       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      968,004
COMMITMENTS
 152,262  337,176  348,546  385,221  235,548  886,029  921,270   81,975   46,734

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     16,717)
  16,844   26,777   -7,368    8,761   -6,326   18,237   13,083   -1,520    3,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     34.8     36.0     39.8     24.3     91.5     95.2      8.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     100      122      148       81       72      281      258
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       38,573
COMMITMENTS
       0      768        0   29,420   34,733   29,420   35,501    9,153    3,072

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -3,224)
       0      768        0   -2,406   -3,254   -2,406   -2,486     -818     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.0     76.3     90.0     76.3     92.0     23.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       14       14       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       33,730
COMMITMENTS
   1,012        0    2,076   26,736   27,123   29,824   29,199    3,906    4,531

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -3,141)
    -479     -178     -144   -2,057   -2,355   -2,680   -2,677     -461     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      6.2     79.3     80.4     88.4     86.6     11.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        3       14       15       17       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       72,065
COMMITMENTS
       0    7,403    2,599   65,516   58,072   68,115   68,074    3,950    3,991

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -6,384)
       0       10     -186   -5,384   -5,906   -5,570   -6,082     -814     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.3      3.6     90.9     80.6     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        3       16       23       19       26
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      110,037
COMMITMENTS
   4,383      395    4,017   90,434  100,741   98,834  105,153   11,203    4,884

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -7,236)
     192      -47      734   -6,750   -6,559   -5,824   -5,872   -1,412   -1,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.4      3.7     82.2     91.6     89.8     95.6     10.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        3       22       25       26       28
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,447,279
COMMITMENTS
 498,561   50,980  678,379  1232435  1692706  2409375  2422065   37,904   25,214

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -98,662)
    -152      603  -40,073  -61,676  -60,302 -101,901  -99,772    3,239    1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      2.1     27.7     50.4     69.2     98.5     99.0      1.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      43       19       52       94       87      157      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      929,793
COMMITMENTS
 122,903   87,756  152,882  649,165  685,771  924,950  926,409    4,843    3,384

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -92,490)
 -35,293   -6,511  -16,483  -41,258  -68,443  -93,034  -91,437      544   -1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      9.4     16.4     69.8     73.8     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      26       21       35       45       39       85       81
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,020
COMMITMENTS
      38      932      122   13,582   12,669   13,742   13,723      278      297

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -3,695)
     -46     -650      -27   -3,786   -3,074   -3,859   -3,751      164       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      6.6      0.9     96.9     90.4     98.0     97.9      2.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        7        4       36       40       41       48
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,355
COMMITMENTS
      43        0        0      930      972      973      972      382      383

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -344)
     -42      -27      -39     -163     -168     -244     -234     -100     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.0     68.6     71.7     71.8     71.7     28.2     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       20       21       21       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       49,317
COMMITMENTS
  18,918      942      910   27,856   46,929   47,684   48,781    1,633      536

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -3,064)
  -2,005     -309     -160     -856   -2,580   -3,021   -3,049      -43      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      1.9      1.8     56.5     95.2     96.7     98.9      3.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        6        4       32       30       36       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,493
COMMITMENTS
       0    1,320      100   13,134   11,903   13,234   13,323    1,259    1,170

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -639)
       0     -152        0     -582     -333     -582     -485      -57     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.1      0.7     90.6     82.1     91.3     91.9      8.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        1       22       21       23       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,134
COMMITMENTS
     566      852       74    6,995    8,176    7,635    9,102    2,499    1,032

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -363)
     -35      -14        6     -206     -251     -235     -259     -128     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      8.4      0.7     69.0     80.7     75.3     89.8     24.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       15       15       18       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,255
COMMITMENTS
   2,070    3,060      490   22,980   23,125   25,540   26,675    2,715    1,580

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,133)
     130      -30     -102   -1,007     -947     -979   -1,079     -154      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     10.8      1.7     81.3     81.8     90.4     94.4      9.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       22       18       25       21
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,784
COMMITMENTS
     120       20      198    9,725    9,596   10,043    9,814      741      970

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -194)
       0       20        0     -167     -178     -167     -158      -27      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.2      1.8     90.2     89.0     93.1     91.0      6.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       14       15       16       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,253
COMMITMENTS
       0      718      348    9,785    9,309   10,133   10,375    1,120      878

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -587)
       0      -12       -2     -471     -537     -473     -551     -114      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.4      3.1     87.0     82.7     90.0     92.2     10.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       20       17       22       19
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,477
COMMITMENTS
     350      430       12    6,869    8,205    7,231    8,647    2,246      830

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,268)
     -16      -70        0   -1,194   -1,176   -1,210   -1,246      -58      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      4.5      0.1     72.5     86.6     76.3     91.2     23.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       17       15       19       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,365
COMMITMENTS
       0      398        0   45,003   44,712   45,003   45,110      362      255

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,590)
       0       29        0   -1,570   -1,874   -1,570   -1,845      -20      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     99.2     98.6     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       13       12       14
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      632,567
COMMITMENTS
       0    5,050        0  632,567  627,517  632,567  632,567        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -33,088)
       0      280        0  -33,088  -33,368  -33,088  -33,088        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0    100.0     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       13       12       14
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,749
COMMITMENTS
       0        0        0   46,749   46,749   46,749   46,749        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -3,440)
       0        0        0   -3,440   -3,440   -3,440   -3,440        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 PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      848,762
COMMITMENTS
       0        0        0  848,762  848,762  848,762  848,762        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -68,688)
       0        0        0  -68,688  -68,688  -68,688  -68,688        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:       21)
       0        0        0       14       11       14       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      148,437
COMMITMENTS
   1,516        0    1,039  145,413  147,375  147,968  148,414      469       23

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -9,465)
     315        0      -60   -9,700   -9,405   -9,445   -9,465      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.7     98.0     99.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       19       25       21       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,563,812
COMMITMENTS
       0   26,769   17,958  2545854  2519085  2563812  2563812        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:   -200,128)
       0   -9,328        0 -200,128 -190,800 -200,128 -200,128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.7     99.3     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       18       26       19       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,855
COMMITMENTS
   3,632    1,758      950   41,250   43,147   45,832   45,855       23        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,760)
     240     -100     -240   -2,740   -2,420   -2,740   -2,760      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      3.8      2.1     90.0     94.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        2       26       19       30       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,360,783
COMMITMENTS
 285,754   37,365   13,160  1061869  1310258  1360783  1360783        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -72,928)
  -1,696   -2,968        0  -71,232  -69,960  -72,928  -72,928        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      2.7      1.0     78.0     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        2       26       20       31       23
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,964
COMMITMENTS
     105        0        0   48,729   48,431   48,834   48,431      130      533

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,800)
       0        0        0   -2,760   -2,780   -2,760   -2,780      -40      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.5     98.9     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       19       20       20       20
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,014
COMMITMENTS
     650      851    1,145   12,219   12,018   14,014   14,014        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -540)
     -24       36      -36     -480     -540     -540     -540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      6.1      8.2     87.2     85.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3        9        9       12       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,065
COMMITMENTS
     170    3,465      820   36,884   33,673   37,874   37,958      191      107

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,551)
       0       51      -51   -1,480   -1,531   -1,531   -1,531      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      9.1      2.2     96.9     88.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       16       12       18       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,505
COMMITMENTS
     768       92        0   20,104   20,945   20,872   21,037      633      468

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      2,865)
     192      -40        0    2,442    2,547    2,634    2,507      231      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.4      0.0     93.5     97.4     97.1     97.8      2.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        0       15       15       18       16
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      368,864
COMMITMENTS
       0        0        0  368,864  368,864  368,864  368,864        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -25,440)
       0        0        0  -25,440  -25,440  -25,440  -25,440        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:       20)
       0        0        0       14        8       14        8
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      938,418
COMMITMENTS
  42,565    9,805        0  895,853  928,613  938,418  938,418        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -55,968)
       0   -2,120        0  -55,968  -53,848  -55,968  -55,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.0      0.0     95.5     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       18       23       20       24
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      761,018
COMMITMENTS
 115,473        0    9,927  635,618  751,091  761,018  761,018        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -24,168)
     848        0     -848  -24,168  -23,320  -24,168  -24,168        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.0      1.3     83.5     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       17        9       19       10
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      163,605
COMMITMENTS
       0        0        0  163,605  163,605  163,605  163,605        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -13,144)
       0        0        0  -13,144  -13,144  -13,144  -13,144        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:       20)
       0        0        0       11       12       11       12
 
 
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE         Code-064A88
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      333,392
COMMITMENTS
   2,256        0        0  331,136  333,392  333,392  333,392        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -32,648)
  -2,544        0        0  -30,104  -32,648  -32,648  -32,648        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     99.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0        9       14       10       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,311
COMMITMENTS
     162       10      115   22,737   22,772   23,014   22,897      297      414

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        228)
     -30        0     -260      483      365      193      105       35      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.5     97.5     97.7     98.7     98.2      1.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        3       36       34       39       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,177
COMMITMENTS
     655       20      117   11,255   11,715   12,027   11,852      150      325

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,190)
     -76      -85       75   -1,189   -1,145   -1,190   -1,155        0      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.2      1.0     92.4     96.2     98.8     97.3      1.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        2       19       22       24       24
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,944
COMMITMENTS
       0       95        0    7,576    7,402    7,576    7,497      368      447

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -442)
       0        0        0     -408     -525     -408     -525      -34       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     95.4     93.2     95.4     94.4      4.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       25       22       25       23
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,327
COMMITMENTS
     145        0        0   10,259   10,187   10,404   10,187      923    1,140

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -385)
     -25        0        0     -269     -177     -294     -177      -91     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     90.6     89.9     91.9     89.9      8.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       19       20       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,528,978
COMMITMENTS
 329,837  182,461  398,882  709,772  891,003  1438491  1472346   90,487   56,632

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     22,316)
  -3,242    8,149   20,470     -568  -10,890   16,660   17,729    5,656    4,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     11.9     26.1     46.4     58.3     94.1     96.3      5.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     124       99      161       87      102      302      290
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      207,189
COMMITMENTS
  58,449   13,530    3,144  111,167  142,662  172,760  159,336   34,429   47,853

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -9,435)
  -1,622     -792     -457   -6,692   -5,468   -8,771   -6,717     -664   -2,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      6.5      1.5     53.7     68.9     83.4     76.9     16.6     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        5        7       20       21       30       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,911
COMMITMENTS
     150    2,345      823   19,926   17,743   20,899   20,911       12        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -5,720)
       0     -595      475   -6,195   -5,600   -5,720   -5,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     11.2      3.9     95.3     84.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        6        4       32       36       36       43
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,676
COMMITMENTS
   3,047   17,928    8,746   64,285   47,760   76,078   74,434    3,598    5,242

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      4,811)
      -4        0    1,758    2,885    2,749    4,639    4,507      172      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     22.5     11.0     80.7     59.9     95.5     93.4      4.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        7       13       25       22       39       35
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,929
COMMITMENTS
   2,406    1,569    3,206   23,479   26,067   29,091   30,842    3,838    2,087

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      1,394)
       0      386        0    1,442    1,213    1,442    1,599      -48     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      4.8      9.7     71.3     79.2     88.3     93.7     11.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        4       15       16       19       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,930
COMMITMENTS
   1,334      150        0   12,530   13,735   13,864   13,885       66       45

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,900)
    -700        0        0   -1,200   -1,900   -1,900   -1,900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      1.1      0.0     89.9     98.6     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       20       18       22       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,086
COMMITMENTS
  18,812    1,924      265    3,234   22,106   22,311   24,295    2,775      791

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      1,156)
     494     -181       38      560    1,174    1,092    1,031       64      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.0      7.7      1.1     12.9     88.1     88.9     96.8     11.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      91       21        7       23       36      118       62
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,099
COMMITMENTS
  24,211    1,238      199    5,105   32,144   29,515   33,581    5,584    1,518

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      1,256)
     862     -567       26     -227    1,720      661    1,179      595       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.0      3.5      0.6     14.5     91.6     84.1     95.7     15.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      74       11        5       21       30       98       43
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      251,600
COMMITMENTS
  84,390   20,238   21,228  123,150  196,701  228,768  238,167   22,832   13,433

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -6,780)
  -4,500     -655    3,297   -3,780   -9,463   -4,983   -6,821   -1,797       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      8.0      8.4     48.9     78.2     90.9     94.7      9.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      68       14       46       67       91      158      138
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,032
COMMITMENTS
   9,340      271      275    7,625   17,770   17,240   18,316    6,792    5,716

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -4,931)
  -2,003       10     -336   -4,064   -5,094   -6,403   -5,420    1,472      489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      1.1      1.1     31.7     73.9     71.7     76.2     28.3     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        3       12       15       17       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,572
COMMITMENTS
     314        0      300    3,958    4,272    4,572    4,572        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,533)
    -100     -300      100   -1,533   -1,333   -1,533   -1,533        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      6.6     86.6     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        2       24       25       27       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       49,654
COMMITMENTS
     500      125      175   48,100   49,241   48,775   49,541      879      113

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -10,316)
    -300      125      175   -9,990  -10,566  -10,115  -10,266     -201      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.3      0.4     96.9     99.2     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        1        1       40       33       42       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,462
COMMITMENTS
       0        0        0   18,267   18,342   18,267   18,342      195      120

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,546)
       0        0        0   -1,731   -1,546   -1,731   -1,546      185        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9     99.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       13       22       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,426
COMMITMENTS
       0    3,026      120    5,306    2,280    5,426    5,426        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,648)
       0     -873        0   -1,648     -775   -1,648   -1,648        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     55.8      2.2     97.8     42.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        4        1       24       16       25       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,328
COMMITMENTS
   1,201        0      155    7,608    9,033    8,964    9,188      364      140

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,611)
    -310        0        0   -2,253   -2,581   -2,563   -2,581      -48      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.0      1.7     81.6     96.8     96.1     98.5      3.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       21       19       23       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,822
COMMITMENTS
     860    2,154      515   15,309   14,048   16,684   16,717      138      105

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,489)
       2      440     -348   -2,219   -2,594   -2,565   -2,502       76       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     12.8      3.1     91.0     83.5     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        4        4       36       31       42       37
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,053
COMMITMENTS
   2,531        0      733    8,586   11,225   11,850   11,958      203       95

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,755)
      57        0      -70   -1,936   -1,699   -1,949   -1,769      194       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      0.0      6.1     71.2     93.1     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        0        2       23       27       28       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,965
COMMITMENTS
  12,983      693      606   14,674   26,856   28,263   28,155      702      810

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,914)
  -1,335      -15     -220   -1,313   -2,663   -2,868   -2,898      -46      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8      2.4      2.1     50.7     92.7     97.6     97.2      2.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10        2        5       29       26       40       33
```

----

Updated August 5, 2011