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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      351,831
COMMITMENTS
  58,167   28,597   49,489  202,086  249,712  309,742  327,798   42,089   24,033

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -9,012)
  -1,798    2,653   -2,306   -4,205   -7,427   -8,308   -7,080     -704   -1,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      8.1     14.1     57.4     71.0     88.0     93.2     12.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      47       24       43       68       92      140      138
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED 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:      101,361
COMMITMENTS
      74    5,861   26,910   69,276   65,186   96,259   97,957    5,102    3,404

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -16,072)
      74     -952   -4,038  -11,428  -10,692  -15,393  -15,682     -679     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.8     26.5     68.3     64.3     95.0     96.6      5.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        7        9       11       11       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:    1,014,651
COMMITMENTS
 168,671  337,690  367,991  390,889  259,514  927,551  965,194   87,100   49,457

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     19,147)
  15,760   26,602   -4,415    8,930   -6,051   20,275   16,136   -1,129    3,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     33.3     36.3     38.5     25.6     91.4     95.1      8.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     107      128      159       81       76      291      274
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED 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:    1,584,025
COMMITMENTS
  92,039   81,542  487,491  998,215  1010820  1577745  1579853    6,280    4,172

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     27,343)
     963    4,405   16,931    9,163    5,672   27,057   27,008      286      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      5.1     30.8     63.0     63.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      41       32       56       69       69      134      133
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED 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:       55,616
COMMITMENTS
   5,048    7,053   31,156   18,824   16,357   55,028   54,565      588    1,050

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        143)
     -53     -585     -377      516    1,019       85       57       57       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     12.7     56.0     33.8     29.4     98.9     98.1      1.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       13       18       16       21       36       42
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED 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:       62,884
COMMITMENTS
   4,147        0      778   48,992   52,881   53,917   53,659    8,967    9,225

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -4,058)
    -220        0     -131   -2,959   -3,380   -3,310   -3,511     -748     -547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      1.2     77.9     84.1     85.7     85.3     14.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       17       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED 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:      111,512
COMMITMENTS
   4,383      395    4,017   91,549  101,856   99,949  106,268   11,563    5,244

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -7,468)
     192      -47      734   -7,342   -6,791   -6,416   -6,104   -1,052   -1,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.4      3.6     82.1     91.3     89.6     95.3     10.4      4.7

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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       14,053
COMMITMENTS
      38      932      122   13,615   12,694   13,775   13,748      278      305

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -3,684)
     -46     -650      -27   -3,775   -3,071   -3,848   -3,748      164       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      6.6      0.9     96.9     90.3     98.0     97.8      2.0      2.2

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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      184,126
COMMITMENTS
  15,788    2,364   18,163  148,269  162,850  182,219  183,377    1,906      749

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -15,915)
  -1,548   -1,101   -2,906  -11,395  -11,873  -15,849  -15,880      -65      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      1.3      9.9     80.5     88.4     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        7        8       33       34       42       43
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED 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:       24,026
COMMITMENTS
     441      860    1,518   20,808   20,478   22,767   22,856    1,259    1,170

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -233)
     158     -152       40     -374       33     -176      -79      -57     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      3.6      6.3     86.6     85.2     94.8     95.1      5.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       24       21       25       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED 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:       10,294
COMMITMENTS
     566      852       74    7,155    8,336    7,795    9,262    2,499    1,032

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -403)
     -35      -14        6     -246     -291     -275     -299     -128     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      8.3      0.7     69.5     81.0     75.7     90.0     24.3     10.0

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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:       19,844
COMMITMENTS
     330      537      377   16,891   18,100   17,598   19,014    2,246      830

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,590)
       0       13      -51   -2,481   -2,530   -2,532   -2,568      -58      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      2.7      1.9     85.1     91.2     88.7     95.8     11.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       19       16       22       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:       23,542
COMMITMENTS
     556      460      212   22,141   22,403   22,909   23,074      633      468

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -4,638)
     -20      328      212   -5,061   -5,536   -4,869   -4,996      231      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.0      0.9     94.0     95.2     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       15       15       18       17
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:    2,703,641
COMMITMENTS
 335,054  142,886  909,088  1356030  1584722  2600173  2636696  103,468   66,944

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     51,607)
  -7,453    7,454   44,249    7,123   -4,403   43,919   47,300    7,688    4,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      5.3     33.6     50.2     58.6     96.2     97.5      3.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     175       95      205       95      105      356      333
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED 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:      353,212
COMMITMENTS
 172,077   36,201   39,087  140,698  272,705  351,862  347,993    1,349    5,219

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     16,233)
   1,959    3,179    3,675   10,279    8,390   15,913   15,244      320      989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.7     10.2     11.1     39.8     77.2     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7       15       18       24       25       42       47
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED 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:      134,933
COMMITMENTS
  26,803    2,219   26,018   77,663  103,750  130,484  131,987    4,449    2,947

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -3,489)
  -8,055      485    4,198      524   -8,116   -3,333   -3,433     -156      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      1.6     19.3     57.6     76.9     96.7     97.8      3.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      23       11       27       26       25       58       54
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED 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:      525,519
COMMITMENTS
  26,178    5,368   95,902  388,612  407,764  510,692  509,034   14,827   16,486

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -54,093)
  -6,192   -2,027  -10,388  -36,248  -40,844  -52,827  -53,259   -1,265     -834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      1.0     18.2     73.9     77.6     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11        3       14       34       34       48       48
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED 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:       19,056
COMMITMENTS
   2,546    1,798    5,216    8,351    9,983   16,112   16,997    2,945    2,060

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        535)
     -44      154      404      155       83      515      641       20     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      9.4     27.4     43.8     52.4     84.5     89.2     15.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        7       11       11       10       22       22
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED 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:       22,201
COMMITMENTS
   2,708    2,128    2,099   16,365   16,622   21,172   20,849    1,028    1,352

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      2,121)
   2,170      137      -66      248    2,251    2,352    2,321     -231     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      9.6      9.5     73.7     74.9     95.4     93.9      4.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9       10       11       18       19       34       33
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED 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:       89,747
COMMITMENTS
   4,113       38   10,977   58,330   62,435   73,420   73,450   16,328   16,298

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -9,030)
   1,485     -110   -3,658   -5,639   -4,052   -7,813   -7,820   -1,217   -1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0     12.2     65.0     69.6     81.8     81.8     18.2     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        3       17       18       21       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED 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:       27,897
COMMITMENTS
  19,039    1,762      788    5,289   24,546   25,116   27,096    2,781      801

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        965)
     463      -78     -158      596    1,076      900      840       65      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.2      6.3      2.8     19.0     88.0     90.0     97.1     10.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      92       20       10       30       37      127       64
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED 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:       40,534
COMMITMENTS
  24,423    1,074      566    9,953   37,372   34,942   39,011    5,593    1,523

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        858)
     791     -407     -139     -389    1,327      263      781      595       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.3      2.6      1.4     24.6     92.2     86.2     96.2     13.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      78        9       11       25       34      107       50
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED 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:      276,879
COMMITMENTS
  84,152   19,626   32,969  135,959  210,115  253,080  262,710   23,799   14,169

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -5,488)
  -4,514     -963    4,257   -3,543   -9,012   -3,801   -5,719   -1,687      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4      7.1     11.9     49.1     75.9     91.4     94.9      8.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      72       11       48       69       91      161      140
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
```

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Updated August 5, 2011