```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,097
COMMITMENTS
   1,822       75      156   42,087   43,476   44,065   43,707       32      390

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      2,975)
      56        0      -19    2,938    2,984    2,975    2,965        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.2      0.4     95.4     98.6     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        1        1       47       44       49       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,674
COMMITMENTS
       0        0        0    9,484    9,507    9,484    9,507      190      167

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,130)
       0        0        0    1,130    1,130    1,130    1,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     98.3     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       28       31       28       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,964
COMMITMENTS
       0      335      209    8,476    8,053    8,685    8,597    1,279    1,367

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:         62)
    -121       31      -11       55     -103      -77      -83      139      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      2.1     85.1     80.8     87.2     86.3     12.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        3       35       38       38       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,304
COMMITMENTS
     613      143       76    6,003    6,232    6,692    6,451      612      853

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        487)
      88       48      -18      464      417      534      447      -47       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      2.0      1.0     82.2     85.3     91.6     88.3      8.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        4        5       45       52       52       58
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,852
COMMITMENTS
      15        0       48    2,942    2,410    3,005    2,458      847    1,394

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      115      155      115      155        5      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      1.2     76.4     62.6     78.0     63.8     22.0     36.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       20       18       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,635
COMMITMENTS
     289      235        4    1,786    2,165    2,079    2,404      556      231

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        225)
     -36      180      -30      262       95      196      245       29      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      8.9      0.2     67.8     82.2     78.9     91.2     21.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       18       17       19       19
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,133
COMMITMENTS
       0       90       20    1,680    1,770    1,700    1,880      433      253

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        139)
       0        0        0       78      116       78      116       61       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.9     78.8     83.0     79.7     88.1     20.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       19       19       20       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,238
COMMITMENTS
       0        0        0    8,158    7,946    8,158    7,946       80      292

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        392)
       0        0        0      392      392      392      392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.0     96.5     99.0     96.5      1.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       26       18       26       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,871
COMMITMENTS
       0    2,177       90   20,781   18,604   20,871   20,871        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,247)
       0      406       80    1,167      761    1,247    1,247        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.4      0.4     99.6     89.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       30       25       31       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      385,374
COMMITMENTS
  49,934   28,720   63,829  228,442  261,495  342,204  354,044   43,169   31,330

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      3,521)
   2,822   -3,858   -2,612    2,951    8,114    3,160    1,643      360    1,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      7.5     16.6     59.3     67.9     88.8     91.9     11.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      41       26       42       79       89      144      137
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       88,249
COMMITMENTS
     278    4,347   25,236   59,591   56,943   85,105   86,525    3,144    1,724

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      2,172)
     -50     -405    1,044    1,984    2,071    2,978    2,710     -806     -538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.9     28.6     67.5     64.5     96.4     98.0      3.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        5        9       14       14       23       23
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,965
COMMITMENTS
     305      474      140   12,370   12,074   12,815   12,688      150      277

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        727)
     -50      -50        0      827      707      777      657      -50       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.7      1.1     95.4     93.1     98.8     97.9      1.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        3        3       40       39       44       43
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,052
COMMITMENTS
     486      886      164    6,315    5,942    6,965    6,992       87       60

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -265)
    -150     -300        0     -195       50     -345     -250       80      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     12.6      2.3     89.5     84.3     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        2       25       19       31       23
 
 
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,847
COMMITMENTS
      96      336        0    2,883    2,889    2,979    3,225      868      622

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        -21)
       0      -84        0      -21       63      -21      -21        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      8.7      0.0     74.9     75.1     77.4     83.8     22.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15       14       16       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      998,871
COMMITMENTS
 157,475  337,227  318,858  439,284  292,631  915,618  948,716   83,253   50,155

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      3,758)
   2,345   11,194    1,991     -750  -12,202    3,586      983      171    2,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     33.8     31.9     44.0     29.3     91.7     95.0      8.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      93      130      139       85       80      262      273
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       35,664
COMMITMENTS
       0      768        0   27,094   31,583   27,094   32,351    8,570    3,313

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      0.0     76.0     88.6     76.0     90.7     24.0      9.3

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 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       32,742
COMMITMENTS
   2,059      174    1,446   25,416   24,930   28,921   26,550    3,821    6,192

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        214)
       0        0        0        0        0        0        0      214      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.5      4.4     77.6     76.1     88.3     81.1     11.7     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       14       15       17       18
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,690,507
COMMITMENTS
  85,140   82,014  558,587  1041703  1046425  1685430  1687027    5,077    3,480

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     40,947)
   5,848    5,057   22,182   12,748   13,263   40,779   40,502      168      445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      4.9     33.0     61.6     61.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      39       37       64       70       67      139      138
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       59,361
COMMITMENTS
   4,361   10,018   33,892   19,991   14,967   58,245   58,878    1,117      484

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      2,476)
     857      599    3,134   -1,522     -912    2,469    2,821        8     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     16.9     57.1     33.7     25.2     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        9       16       16       21       36       39
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       68,980
COMMITMENTS
   1,216    9,099    3,260   61,589   52,241   66,065   64,600    2,915    4,380

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      2,417)
   1,216    1,216    1,201        0      -62    2,417    2,355        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     13.2      4.7     89.3     75.7     95.8     93.7      4.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       15       23       18       26
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       64,566
COMMITMENTS
   4,131    4,043      632   50,284   51,380   55,047   56,055    9,518    8,511

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:         -0)
       0        0        0       -0       -0       -0       -0       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      6.3      1.0     77.9     79.6     85.3     86.8     14.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       17       16       19
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      105,898
COMMITMENTS
   4,229        0    4,102   87,553   97,411   95,884  101,513   10,013    4,384

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        407)
     111      -64      141      155      329      407      407       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      3.9     82.7     92.0     90.5     95.9      9.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        0        3       22       23       26       26
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,473,972
COMMITMENTS
 520,220  140,799  639,267  1279203  1664837  2438690  2444903   35,282   29,069

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     77,532)
   8,141   34,185   21,864   44,839   20,386   74,844   76,435    2,688    1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      5.7     25.8     51.7     67.3     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      40       24       50       96       88      158      141
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,044,895
COMMITMENTS
 163,969  122,824  191,943  683,232  724,724  1039144  1039491    5,751    5,404

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     47,158)
  -7,427   15,294   15,962   37,316   15,733   45,851   46,989    1,307      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     11.8     18.4     65.4     69.4     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      21       27       36       46       43       88       85
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,311
COMMITMENTS
     345      570      150   15,553   15,256   16,048   15,976      263      335

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        380)
      50     -516       85      246      787      381      356       -0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      3.5      0.9     95.4     93.5     98.4     97.9      1.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        4        3       37       40       42       45
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      197,948
COMMITMENTS
  19,661    3,245   20,664  155,635  172,980  195,959  196,890    1,989    1,058

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      3,600)
    -466     -437      880    3,291    3,152    3,704    3,595     -105        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      1.6     10.4     78.6     87.4     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        4        5       32       31       38       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,984
COMMITMENTS
     127    1,004    2,270   21,945   21,670   24,342   24,944    1,642    1,040

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:         92)
      24       -6        1       45      525       70      520       22     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      3.9      8.7     84.5     83.4     93.7     96.0      6.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       22       22       23       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,310
COMMITMENTS
     657      848      194    7,495    8,342    8,346    9,384    1,964      926

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:         99)
       0      -10        6      141       79      147       75      -48       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      8.2      1.9     72.7     80.9     81.0     91.0     19.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       17       14       20       18
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,497
COMMITMENTS
     200      276      498   10,085    8,916   10,783    9,690      714    1,807

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      2.4      4.3     87.7     77.6     93.8     84.3      6.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        3       13       14       16       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,942
COMMITMENTS
   1,912    3,050      386   21,956   21,878   24,254   25,314    2,688    1,628

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -240)
       0        0        0       40     -120       40     -120     -280     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     11.3      1.4     81.5     81.2     90.0     94.0     10.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       22       20       24       22
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,572
COMMITMENTS
     362        0       48   10,178   10,100   10,588   10,148      984    1,424

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        200)
     126        0        0       80      200      206      200       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.4     88.0     87.3     91.5     87.7      8.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       15       15       17       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,190
COMMITMENTS
       0      804      330    9,642    8,992    9,972   10,126    1,218    1,064

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:         52)
       0        4        0      -16       48      -16       52       68        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2      2.9     86.2     80.4     89.1     90.5     10.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       20       16       21       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,517
COMMITMENTS
   2,277        0      273   50,883   53,244   53,433   53,517       84        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      2,166)
    -105        0      105    2,166    2,061    2,166    2,166        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.5     95.1     99.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       16       14       17       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      784,988
COMMITMENTS
  26,145        0    3,170  755,673  781,818  784,988  784,988        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     38,232)
       0        0        0   38,232   38,232   38,232   38,232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.4     96.3     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       15       12       16       13
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      332,964
COMMITMENTS
  26,252        0    9,408  297,304  323,556  332,964  332,964        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      3,072)
       0        0        0    3,072    3,072    3,072    3,072        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      2.8     89.3     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1        9       12       11       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,175
COMMITMENTS
       0        0        0   43,175   43,175   43,175   43,175        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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:       23)
       0        0        0       14       13       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      797,410
COMMITMENTS
       0        0        0  797,410  797,410  797,410  797,410        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      7,680)
       0        0        0    7,680    7,680    7,680    7,680        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       15       11       15       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      138,705
COMMITMENTS
   1,585        0      924  135,690  137,781  138,199  138,705      506        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        575)
       0        0        0      260      575      260      575      315        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.7     97.8     99.3     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        1       19       24       20       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,403,829
COMMITMENTS
   3,965   14,657   17,958  2381906  2371214  2403829  2403829        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      9,002)
   3,965   -2,040        0    5,037   11,042    9,002    9,002        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.6      0.7     99.1     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       18       28       20       29
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,186
COMMITMENTS
   3,232    1,727    1,350   38,604   40,109   43,186   43,186        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      195      195      195      195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      4.0      3.1     89.4     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       26       20       30       25
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,132,327
COMMITMENTS
  47,130   34,733   15,080  1070117  1082514  1132327  1132327        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      3,501)
       0  -47,040        0    3,501   50,541    3,501    3,501        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      3.1      1.3     94.5     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        2       25       17       29       20
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,291
COMMITMENTS
       0    1,191      189   50,018   48,656   50,207   50,036       84      255

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        105)
    -105        0      105      105        0      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      0.4     99.5     96.7     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       19       19       20       21
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,529
COMMITMENTS
     650    1,380      616   14,263   13,533   15,529   15,529        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      8.9      4.0     91.8     87.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       10        8       11       11
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,498
COMMITMENTS
       0    4,386      714   38,616   34,314   39,330   39,414      168       84

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,275)
    -630      645      630    1,275        0    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1      1.8     97.8     86.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       14       13       16       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,603
COMMITMENTS
     510      305      189   21,649   22,088   22,348   22,582      255       21

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        -98)
       0       25        0      -98     -123      -98      -98       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.3      0.8     95.8     97.7     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       14       17       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      938,509
COMMITMENTS
  24,936   30,532    4,753  908,820  903,224  938,509  938,509        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     23,520)
    -913   22,607      913   23,520        0   23,520   23,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      3.3      0.5     96.8     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       20       20       23       22
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      874,461
COMMITMENTS
 116,225        0    9,175  749,061  865,286  874,461  874,461        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -47,040)
 -47,040        0        0        0  -47,040  -47,040  -47,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      0.0      1.0     85.7     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       16       10       18       11
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      140,556
COMMITMENTS
       0    6,005        0  140,556  134,551  140,556  140,556        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0    100.0     95.7    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,106
COMMITMENTS
     150       61      172   22,469   22,205   22,791   22,438      315      668

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        435)
      25       51       52      390      415      467      518      -32      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.3      0.7     97.2     96.1     98.6     97.1      1.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        4       39       36       43       40
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,535
COMMITMENTS
     245       45      145   11,075   11,142   11,465   11,332       70      203

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        305)
       0       32       57      362      347      419      436     -114     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.4      1.3     96.0     96.6     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        2       20       21       24       23
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,284
COMMITMENTS
       5       95       30    7,940    7,676    7,975    7,801      309      483

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        107)
       5        0       30      199      143      234      173     -127      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.1      0.4     95.8     92.7     96.3     94.2      3.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       25       22       26       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,320
COMMITMENTS
      20        0       30   10,150   10,162   10,200   10,192    1,120    1,128

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:         89)
       0        0        0      124       64      124       64      -35       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.3     89.7     89.8     90.1     90.0      9.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        1       20       20       21       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,572,794
COMMITMENTS
 332,649  120,473  844,031  1320444  1540521  2497124  2505026   75,670   67,768

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:   -162,531)
  -7,352    5,059  -79,628  -66,704  -74,449 -153,684 -149,018   -8,847  -13,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      4.7     32.8     51.3     59.9     97.1     97.4      2.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     144      106      183       94      101      329      310
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      278,163
COMMITMENTS
 128,647   26,635   29,358  118,740  219,582  276,746  275,576    1,417    2,587

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      2,790)
  -3,510     -177      819    5,040    2,281    2,348    2,923      442     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.2      9.6     10.6     42.7     78.9     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       15       17       24       24       41       45
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      214,097
COMMITMENTS
  55,299   23,528    4,741  123,306  146,418  183,346  174,687   30,751   39,410

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      2,596)
     597    1,571     -334    3,779    1,830    4,042    3,067   -1,446     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8     11.0      2.2     57.6     68.4     85.6     81.6     14.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        8       11       20       25       33       38
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,725
COMMITMENTS
  17,610    3,164   18,712   72,253   87,497  108,575  109,373    3,150    2,351

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -9,648)
     486      222   -5,954   -3,916   -3,621   -9,384   -9,353     -264     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      2.8     16.7     64.7     78.3     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      25        6       22       27       25       55       50
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      525,159
COMMITMENTS
  30,533    4,230   98,737  379,971  406,234  509,241  509,202   15,918   15,957

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -5,416)
  -1,877     -997     -392   -3,337   -4,362   -5,606   -5,752      191      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.8     18.8     72.4     77.4     97.0     97.0      3.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        3       14       34       35       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,008
COMMITMENTS
     663      751      448   18,877   18,809   19,988   20,008       20        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,769)
     175       25      200    1,574    1,544    1,949    1,769     -180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      3.8      2.2     94.3     94.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        5        5       39       37       45       45
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,318
COMMITMENTS
   3,310   18,014   10,162   63,459   45,894   76,931   74,070    2,387    5,248

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -1,001)
      42     -192       -9   -1,098   -1,465   -1,065   -1,666       64      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     22.7     12.8     80.0     57.9     97.0     93.4      3.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        9       15       25       22       41       37
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,905
COMMITMENTS
   2,848    4,410    3,272   26,742   25,095   32,862   32,777    3,043    3,128

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -1,909)
    -157     -250      200   -1,876   -1,943   -1,833   -1,993      -76       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     12.3      9.1     74.5     69.9     91.5     91.3      8.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        5        5       15       16       21       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,235
COMMITMENTS
   3,850      150        0   11,385   15,010   15,235   15,160        0       75

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        600)
     600        0        0        0      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      1.0      0.0     74.7     98.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        0       20       18       23       19
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,185
COMMITMENTS
   2,784    2,982    2,218   19,489   19,092   24,490   24,292      695      894

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -701)
     -37      175      -46     -626     -850     -708     -720        8       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     11.8      8.8     77.4     75.8     97.2     96.5      2.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       15       14       18       22       35       40
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,293
COMMITMENTS
   6,213    1,169    9,277   63,169   65,387   78,659   75,834    9,633   12,459

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,469)
    -620     -157      530    1,584      530    1,494      903      -24      567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      1.3     10.5     71.5     74.1     89.1     85.9     10.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        5       20       21       26       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,955
COMMITMENTS
  12,596    2,591      330    6,218   16,745   19,145   19,667    1,811    1,289

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        208)
    -668      -88       -8    1,103       64      427      -32     -219      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.1     12.4      1.6     29.7     79.9     91.4     93.8      8.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      61       31        8       29       33       95       68
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       43,264
COMMITMENTS
  26,192    1,969      462    8,625   39,178   35,279   41,609    7,985    1,655

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -3,632)
  -2,747      241     -348     -261   -3,609   -3,356   -3,716     -276       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.5      4.6      1.1     19.9     90.6     81.5     96.2     18.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      90       16       10       21       38      114       61
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      300,858
COMMITMENTS
  70,956   29,457   36,202  172,739  220,831  279,896  286,489   20,962   14,369

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      3,485)
  -4,673   -1,329    2,857    7,624      962    5,808    2,490   -2,322      996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      9.8     12.0     57.4     73.4     93.0     95.2      7.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      69       25       59       72       85      167      151
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,146
COMMITMENTS
   9,598      280      148    7,950   20,065   17,696   20,493    6,450    3,653

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        208)
  -1,018        0       69      401      204     -548      273      756      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7      1.2      0.6     32.9     83.1     73.3     84.9     26.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       17       20       21       24
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,970
COMMITMENTS
       0        0        0   26,508   25,895   26,508   25,895    1,462    2,075

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,780)
       0        0        0    1,810      700    1,810      700      -30    1,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.8     92.6     94.8     92.6      5.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       15       15       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,920
COMMITMENTS
     214      250        0    5,663    5,544    5,877    5,794       43      126

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,006)
       0        0        0    1,048      880    1,048      880      -42      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      4.2      0.0     95.7     93.6     99.3     97.9      0.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       29       27       30       28
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,200
COMMITMENTS
     400      150        0   51,447   52,457   51,847   52,607    1,353      593

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      2,783)
       0       75      -75    2,858    2,783    2,783    2,783        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.3      0.0     96.7     98.6     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        1        0       40       35       41       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,207
COMMITMENTS
       0        0        0   18,087   18,182   18,087   18,182      120       25

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -75      -75      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       15       22       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,833
COMMITMENTS
      25    2,633       25    4,783    2,175    4,833    4,833        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        395)
       0      425        0      395      -30      395      395        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     54.5      0.5     99.0     45.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        1       26       13       27       18
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,069
COMMITMENTS
     802      210       38    6,977    7,578    7,817    7,826      252      243

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        217)
     260      210     -118       75        0      217       92        0      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      2.6      0.5     86.5     93.9     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       22       18       25       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,874
COMMITMENTS
     992    3,599      577   19,211   16,574   20,780   20,750       94      124

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,194)
       0      449       55    1,075      626    1,130    1,130       64       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     17.2      2.8     92.0     79.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        6        4       43       43       50       50
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,816
COMMITMENTS
   1,857      134      540   10,290   12,079   12,687   12,753      129       63

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        561)
    -124        0       81      662      480      619      561      -58        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      1.0      4.2     80.3     94.2     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       27       30       31       33
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,058
COMMITMENTS
  10,035      983      730   17,737   26,513   28,502   28,226      556      832

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,872)
     918        0      -25      979    1,897    1,872    1,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5      3.4      2.5     61.0     91.2     98.1     97.1      1.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9        4        6       30       34       39       44
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,154
COMMITMENTS
   4,591        0        0   11,442   15,776   16,033   15,776    2,121    2,378

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      3,161)
   2,227        0      -84      879    3,485    3,022    3,401      139     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      0.0      0.0     63.0     86.9     88.3     86.9     11.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        0       18       21       21       21
```

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Updated September 23, 2011