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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,740
COMMITMENTS
     959        0      304   37,386   38,101   38,649   38,405       91      335

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -8,792)
  -1,007      -75      146   -7,942   -8,811   -8,803   -8,740       11      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.8     96.5     98.4     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        0        1       46       42       48       43
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,087
COMMITMENTS
       0        0        0    7,912    7,972    7,912    7,972      175      115

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,701)
       0        0        0   -1,686   -1,649   -1,686   -1,649      -15      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.8     98.6     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       27       26       27       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,839
COMMITMENTS
     110      322      166    8,448    8,060    8,724    8,548    1,115    1,291

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -781)
     110      -59      -36     -737     -765     -663     -860     -118       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      3.3      1.7     85.9     81.9     88.7     86.9     11.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        3       29       35       33       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,029
COMMITMENTS
     533        5      123    4,934    5,139    5,590    5,267      439      762

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,707)
     -29      -40       49   -1,525   -1,658   -1,505   -1,649     -202      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.1      2.0     81.8     85.2     92.7     87.4      7.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        1        4       48       49       56       53
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,562
COMMITMENTS
       0        0        0    2,635    2,176    2,635    2,176      927    1,386

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -346)
     -15        0      -48     -361     -275     -424     -323       78      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     74.0     61.1     74.0     61.1     26.0     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       19       17       19
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,517
COMMITMENTS
     285      209        0    1,600    2,027    1,885    2,236      632      281

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -317)
      -4      -40       -4     -339     -325     -347     -369       30       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      8.3      0.0     63.6     80.5     74.9     88.8     25.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       15       14       16       15
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,840
COMMITMENTS
      25      169       81    1,241    1,363    1,347    1,613      493      227

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -326)
       0      114       36     -301     -380     -265     -230      -61      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      9.2      4.4     67.4     74.1     73.2     87.7     26.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       17       16       20       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        6,531
COMMITMENTS
       0        0        0    6,486    6,249    6,486    6,249       45      282

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,075)
       0        0        0   -2,040   -2,065   -2,040   -2,065      -35      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.3     95.7     99.3     95.7      0.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       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 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,363
COMMITMENTS
       0    1,115      190   17,173   16,058   17,363   17,363        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -4,543)
       0   -1,107      100   -4,643   -3,536   -4,543   -4,543        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.4      1.1     98.9     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       24       25       25       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      329,440
COMMITMENTS
  37,064   39,326   46,603  208,646  212,850  292,313  298,779   37,127   30,661

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:          6)
  -2,432    1,805    6,020   -3,596   -7,060       -8      765       14     -759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     11.9     14.1     63.3     64.6     88.7     90.7     11.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      30       37       48       73       85      135      145
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,025
COMMITMENTS
     500      170        0   10,445   10,768   10,945   10,938       80       87

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -4,165)
     145     -104     -340   -3,875   -3,651   -4,070   -4,095      -95      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.5      0.0     94.7     97.7     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        1        0       38       37       42       38
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,256
COMMITMENTS
     411      915        0    5,785    5,281    6,196    6,196       60       60

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -796)
     -75       29     -164     -530     -661     -769     -796      -27        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     14.6      0.0     92.5     84.4     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        0       21       14       24       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      938,710
COMMITMENTS
 140,128  308,828  301,094  426,340  281,224  867,562  891,146   71,148   47,564

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     24,805)
    -178  -12,063   13,521   12,306   20,187   25,649   21,645     -844    3,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     32.9     32.1     45.4     30.0     92.4     94.9      7.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      80      136      131       85       76      254      269
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,573
COMMITMENTS
   1,402    9,424    2,718   57,321   46,491   61,441   58,633    2,132    4,940

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -5,407)
     186      325     -542   -4,268   -5,750   -4,624   -5,967     -783      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     14.8      4.3     90.2     73.1     96.6     92.2      3.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       13       18       16       21
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,949
COMMITMENTS
   3,923    4,044      585   49,215   48,273   53,723   52,902    7,226    8,047

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -3,902)
    -186      -83      -57   -3,125   -3,298   -3,368   -3,438     -534     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      6.6      1.0     80.7     79.2     88.1     86.8     11.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14       15       15       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       98,269
COMMITMENTS
   4,860        0    2,507   80,084   90,948   87,451   93,455   10,818    4,814

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -8,511)
    -227        0     -892   -8,019   -8,049   -9,138   -8,941      627      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.0      2.6     81.5     92.6     89.0     95.1     11.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        3       19       21       22       24
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,390,879
COMMITMENTS
 469,606  146,682  633,826  1250699  1580303  2354131  2360811   36,748   30,068

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:   -132,530)
 -56,098  -38,013   12,576  -92,700 -107,633 -136,222 -133,070    3,692      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      6.1     26.5     52.3     66.1     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      36       22       51       95       88      154      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      990,544
COMMITMENTS
 175,452   61,117  198,139  611,690  726,619  985,281  985,875    5,263    4,669

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -95,320)
   1,170  -97,576    8,024 -104,067   -6,852  -94,873  -96,404     -447    1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      6.2     20.0     61.8     73.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       19       32       40       39       76       77
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,050
COMMITMENTS
     357    1,029      230   15,257   14,621   15,844   15,880      206      170

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -756)
    -112      129       89     -708     -856     -731     -638      -25     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      6.4      1.4     95.1     91.1     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        6        4       37       36       43       43
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       53,256
COMMITMENTS
  20,164      340    2,394   28,918   49,762   51,476   52,496    1,780      760

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,272)
    -652      -58      202   -1,950   -2,606   -2,400   -2,462      128      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      0.6      4.5     54.3     93.4     96.7     98.6      3.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        4       32       27       37       33
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,049
COMMITMENTS
      32    1,346      664   13,073   12,405   13,769   14,415    1,280      634

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -379)
      32      -58      264     -273     -175       23       31     -402     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      8.9      4.4     86.9     82.4     91.5     95.8      8.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       22       21       24       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,667
COMMITMENTS
     664      720      158    6,684    7,823    7,506    8,701    2,161      966

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -583)
     -13     -128      -36     -731     -459     -780     -623      197       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      7.4      1.6     69.1     80.9     77.6     90.0     22.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       17       14       19       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,517
COMMITMENTS
   1,230    2,800      314   21,483   20,689   23,027   23,803    2,490    1,714

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -969)
      88      -10      -78     -883     -987     -873   -1,075      -96      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     11.0      1.2     84.2     81.1     90.2     93.3      9.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       21       19       23       22
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,971
COMMITMENTS
       0      998      320    9,778    8,577   10,098    9,895      873    1,076

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -239)
       0      194      -10     -160     -435     -170     -251      -69       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.1      2.9     89.1     78.2     92.0     90.2      8.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       21       16       22       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,441
COMMITMENTS
   2,235        0      315   48,828   51,126   51,378   51,441       63        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,203)
      42        0      -42   -2,182   -2,161   -2,182   -2,203      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      0.6     94.9     99.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       14       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      756,808
COMMITMENTS
  32,918        0        0  723,890  756,808  756,808  756,808        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -32,551)
     768        0     -768  -32,551  -31,783  -32,551  -32,551        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      0.0     95.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       15       13       16       13
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      373,980
COMMITMENTS
  16,652        0    9,408  347,920  364,572  373,980  373,980        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     41,016)
  -9,600        0        0   50,616   41,016   41,016   41,016        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      2.5     93.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       10       12       12       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,501
COMMITMENTS
       0        0        0   42,501   42,501   42,501   42,501        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -674)
       0        0        0     -674     -674     -674     -674        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       13       12       13       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      791,682
COMMITMENTS
       0        0        0  791,682  791,682  791,682  791,682        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -5,728)
       0        0        0   -5,728   -5,728   -5,728   -5,728        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      132,575
COMMITMENTS
   2,131        0      693  129,496  131,882  132,320  132,575      255        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -6,130)
     231        0     -231   -6,194   -5,899   -6,194   -6,130       64        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.5     97.7     99.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       18       25       20       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,302,002
COMMITMENTS
   3,965   19,520   17,958  2280079  2264524  2302002  2302002        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:   -103,752)
       0   -4,992        0 -103,752  -98,760 -103,752 -103,752        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.8      0.8     99.0     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       18       27       20       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,515
COMMITMENTS
   3,379    1,538    1,203   39,933   41,774   44,515   44,515        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        819)
     147     -189     -147      819    1,155      819      819        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      3.5      2.7     89.7     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        3       27       22       31       27
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,067,599
COMMITMENTS
  47,010    6,077   13,160  1007429  1048362  1067599  1067599        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -69,600)
      90  -28,038      -90  -69,600  -41,472  -69,600  -69,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.6      1.2     94.4     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       24       18       28       20
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,110
COMMITMENTS
       0    1,656      105   47,942   46,094   48,047   47,855       63      255

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,971)
       0      465      -84   -1,866   -2,352   -1,950   -1,971      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      0.2     99.7     95.8     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       19       18       20       21
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,955
COMMITMENTS
     650    5,352      616   17,689   12,987   18,955   18,955        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -525)
       0       21        0     -525     -546     -525     -525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     28.2      3.2     93.3     68.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       13        8       14       11
 
 
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                Code-064A62
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,780
COMMITMENTS
     126        0        0   22,654   22,696   22,780   22,696        0       84

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     99.4     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       13       12       13
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,911
COMMITMENTS
       0    4,323      777   42,987   38,748   43,764   43,848      147       63

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      4,329)
       0       21      -21    4,371    4,350    4,350    4,350      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.8      1.8     97.9     88.2     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       15       16       17       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,629
COMMITMENTS
     933        0        0   17,696   18,629   18,629   18,629        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,016)
     234        0        0   -1,995   -1,995   -1,761   -1,995     -255      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.0      0.0     95.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       14       14       16       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      904,091
COMMITMENTS
  24,936   38,282    2,833  876,322  862,976  904,091  904,091        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -42,168)
       0        0   -1,920  -40,248  -40,248  -42,168  -42,168        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      4.2      0.3     96.9     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       21       20       24       22
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      867,938
COMMITMENTS
 110,988        0   14,412  742,538  853,526  867,938  867,938        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -12,528)
     768        0     -768  -12,528  -11,760  -12,528  -12,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      0.0      1.7     85.6     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       16       11       18       12
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      131,724
COMMITMENTS
       0    6,005        0  131,724  125,719  131,724  131,724        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -8,832)
       0        0        0   -8,832   -8,832   -8,832   -8,832        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      0.0    100.0     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,775
COMMITMENTS
     255       66      177   24,073   23,937   24,505   24,180      270      595

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      1,222)
      25      -10       10    1,228    1,290    1,263    1,290      -41      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.3      0.7     97.2     96.6     98.9     97.6      1.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        4       41       38       45       42
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,470
COMMITMENTS
     135       35      130   10,046   10,092   10,311   10,257      159      213

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,195)
    -176      -10      -15   -1,093   -1,180   -1,284   -1,205       89       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.3      1.2     96.0     96.4     98.5     98.0      1.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       19       21       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,280
COMMITMENTS
       0       80        0    6,953    6,716    6,953    6,796      327      484

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,024)
       0      -15      -30     -982     -940   -1,012     -985      -12      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     95.5     92.3     95.5     93.4      4.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       23       21       23       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,672
COMMITMENTS
       0        0        0    9,462    9,571    9,462    9,571    1,210    1,101

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -803)
     -20        0      -30     -778     -746     -828     -776       25      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.7     89.7     88.7     89.7     11.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       19       20       19       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,431,783
COMMITMENTS
 315,593  207,429  354,903  693,235  807,620  1363731  1369952   68,052   61,831

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     51,221)
  -4,610   24,912   22,672   29,994    5,328   48,056   52,912    3,165   -1,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     14.5     24.8     48.4     56.4     95.2     95.7      4.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     114      108      144       93       99      283      288
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      205,743
COMMITMENTS
  48,141   17,550    5,784  116,822  143,172  170,747  166,506   34,996   39,237

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -10,656)
  -6,619   -7,325      854   -8,950   -3,181  -14,715   -9,652    4,059   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      8.5      2.8     56.8     69.6     83.0     80.9     17.0     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        8       18       23       29       33
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,253
COMMITMENTS
     225    1,049      325   14,683   13,879   15,233   15,253       20        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -5,607)
    -313      323     -448   -4,846   -5,482   -5,607   -5,607        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      6.9      2.1     96.3     91.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        5        3       33       32       36       39
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       82,158
COMMITMENTS
   2,850   17,244   11,696   64,788   47,931   79,334   76,871    2,824    5,287

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      2,343)
    -497     -220    1,537      969    1,090    2,009    2,407      334      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     21.0     14.2     78.9     58.3     96.6     93.6      3.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       10       15       25       22       40       38
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,687
COMMITMENTS
   2,519    7,964    5,188   30,749   25,601   38,456   38,753    3,231    2,934

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      5,506)
    -343    4,767      934    4,589     -389    5,180    5,312      326      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     19.1     12.4     73.8     61.4     92.2     93.0      7.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        8        7       16       17       23       30
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,180
COMMITMENTS
   4,350      150        0    9,700   13,855   14,050   14,005      130      175

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,660)
    -100        0        0   -1,560   -1,660   -1,660   -1,660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      1.1      0.0     68.4     97.7     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        0       16       15       18       16
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,516
COMMITMENTS
  11,084    4,890      361    7,017   12,804   18,462   18,055    1,054    1,461

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        777)
     -73      709      144      824     -164      895      689     -118       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8     25.1      1.8     36.0     65.6     94.6     92.5      5.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      47       48        6       17       30       68       83
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       38,401
COMMITMENTS
  25,390    4,977      432    7,299   30,358   33,121   35,767    5,280    2,634

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        693)
   1,106    1,560       70      544   -1,016    1,720      614   -1,027       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.1     13.0      1.1     19.0     79.1     86.3     93.1     13.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      67       35        7       26       27       97       66
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      271,347
COMMITMENTS
  64,145   25,443   34,665  156,094  197,505  254,904  257,613   16,443   13,734

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      3,815)
    -975   -4,202    5,290     -552    2,442    3,763    3,530       52      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      9.4     12.8     57.5     72.8     93.9     94.9      6.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      60       24       51       67       81      149      141
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,061
COMMITMENTS
   8,177      280      273    7,059   15,639   15,509   16,192    6,552    5,869

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,114)
    -788        0       -1   -1,381   -4,218   -2,170   -4,219       56    2,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      1.3      1.2     32.0     70.9     70.3     73.4     29.7     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        3       10       15       14       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,048
COMMITMENTS
     100        0        0    4,915    4,902    5,015    4,902       33      146

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,273)
    -114     -250        0   -1,149   -1,043   -1,263   -1,293      -10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     97.4     97.1     99.3     97.1      0.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       26       23       27       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,633
COMMITMENTS
     300      975       25   45,440   45,492   45,765   46,492      868      141

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -9,075)
    -100       50       25   -8,705   -8,885   -8,780   -8,810     -295     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.1      0.1     97.4     97.6     98.1     99.7      1.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        1        1       40       31       42       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,952
COMMITMENTS
       0      300        0   14,832   14,627   14,832   14,927      120       25

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -3,037)
       0      300        0   -3,037   -3,337   -3,037   -3,037        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.0     99.2     97.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       21       19       21       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,185
COMMITMENTS
       0    2,125        0    4,140    2,060    4,140    4,185       45        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,248)
     -25   -1,058      -25   -1,243     -165   -1,293   -1,248       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     50.8      0.0     98.9     49.2     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        4        0       22       11       22       15
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,670
COMMITMENTS
     194        0       38    5,129    5,542    5,361    5,580      309       90

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,399)
    -483        0        0   -1,973   -2,246   -2,456   -2,246       57     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      0.7     90.5     97.7     94.6     98.4      5.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       17       13       18       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,365
COMMITMENTS
     776    2,593      619   17,876   16,029   19,271   19,241       94      124

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,514)
    -376     -577       16   -2,154   -1,953   -2,514   -2,514        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     13.4      3.2     92.3     82.8     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        6        4       36       38       40       46
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,286
COMMITMENTS
   1,266        0      489   10,402   11,747   12,157   12,236      129       50

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -888)
    -146     -134      -51     -691     -690     -888     -875        0      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.0      4.0     84.7     95.6     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        2       26       30       30       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,596
COMMITMENTS
  11,193      688      745   18,388   28,497   30,326   29,930      270      666

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -753)
     333     -295     -225     -815     -307     -707     -827      -46       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6      2.2      2.4     60.1     93.1     99.1     97.8      0.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        2        5       27       33       35       40
```

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Updated October 7, 2011