```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,122
COMMITMENTS
   2,316      626    1,377   35,307   36,707   39,000   38,710      122      412

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      3,451)
     254      143    1,317    1,825    2,010    3,396    3,470       55      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      1.6      3.5     90.2     93.8     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        2        2       39       45       42       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,783
COMMITMENTS
       0        0        0   10,615   10,658   10,615   10,658      168      125

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        111)
       0        0        0      111       91      111       91        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.4     98.8     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       23       29       23       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,502
COMMITMENTS
     159      288      255    7,922    7,649    8,336    8,192    1,166    1,310

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        251)
       6      -20        5      212      159      223      144       28      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      3.0      2.7     83.4     80.5     87.7     86.2     12.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        3       32       36       36       39
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,174
COMMITMENTS
     492       50      147    5,899    6,073    6,538    6,270      636      904

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        244)
    -110      -60       42      257      240      189      222       55       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.7      2.0     82.2     84.7     91.1     87.4      8.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        1        5       43       48       49       54
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,672
COMMITMENTS
       4        0       59    2,532    2,170    2,595    2,229    1,077    1,443

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.6     69.0     59.1     70.7     60.7     29.3     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       19       18       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,588
COMMITMENTS
     760      115        5    1,169    2,107    1,934    2,227      654      361

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:         -7)
       0      -25        5      -45       45      -40       25       33      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4      4.4      0.2     45.2     81.4     74.7     86.1     25.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       13       16       15       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,043
COMMITMENTS
       0        0        0    7,948    7,761    7,948    7,761       95      282

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        192)
       0        0        0      212      192      212      192      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8     96.5     98.8     96.5      1.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       18       20       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,086
COMMITMENTS
   1,184    3,114       30   17,872   15,942   19,086   19,086        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      2,797)
   1,184      428        0    1,613    2,369    2,797    2,797        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     16.3      0.2     93.6     83.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       31       25       33       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      362,887
COMMITMENTS
  49,692   30,254   56,734  216,740  245,823  323,167  332,811   39,720   30,076

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     11,056)
  -8,475    1,656    7,245   14,655   -3,888   13,424    5,013   -2,369    6,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      8.3     15.6     59.7     67.7     89.1     91.7     10.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      38       25       39       70       88      131      132
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       90,551
COMMITMENTS
       6    7,038   23,042   63,014   57,823   86,062   87,903    4,489    2,648

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -10,810)
     -68    1,176   -3,868   -6,261   -7,362  -10,196  -10,054     -613     -756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.8     25.4     69.6     63.9     95.0     97.1      5.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        8        9       12       12       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,007
COMMITMENTS
   2,011      930      295   12,701   13,775   15,007   15,000        0        7

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        585)
       0      350     -250      835      485      585      585        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      6.2      2.0     84.6     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        4       44       31       51       37
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,819
COMMITMENTS
   1,075      875      120    5,610    5,794    6,805    6,789       14       30

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        299)
       0      300        0      300        0      300      300       -1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     12.8      1.8     82.3     85.0     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        1       20       18       25       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,034,089
COMMITMENTS
 166,460  339,886  360,775  420,751  278,995  947,986  979,656   86,102   54,433

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     19,438)
  -2,211    2,197   -7,216   29,862   19,481   20,435   14,462     -997    4,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     32.9     34.9     40.7     27.0     91.7     94.7      8.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      93      124      148       83       78      270      268
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       38,938
COMMITMENTS
       0      768        0   29,420   34,733   29,420   35,501    9,518    3,437

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        365)
       0        0        0        0        0        0        0      365      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.0     75.6     89.2     75.6     91.2     24.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       14       14       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       33,730
COMMITMENTS
   1,012        0    2,076   26,736   27,123   29,824   29,199    3,906    4,531

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      6.2     79.3     80.4     88.4     86.6     11.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        3       14       15       17       18
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,652,476
COMMITMENTS
  92,573   84,341  527,015  1026690  1036318  1646278  1647674    6,198    4,801

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     68,451)
     534    2,799   39,525   28,474   25,498   68,533   67,821      -82      630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      5.1     31.9     62.1     62.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      46       28       58       70       71      137      136
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       52,150
COMMITMENTS
   6,656    7,487   27,208   17,639   16,690   51,503   51,385      646      764

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -3,466)
   1,608      434   -3,948   -1,185      333   -3,525   -3,180       59     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     14.4     52.2     33.8     32.0     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       13       17       17       21       36       41
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       72,065
COMMITMENTS
       0    7,403    2,599   65,516   58,072   68,115   68,074    3,950    3,991

CHANGES FROM 08/02/11 (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     10.3      3.6     90.9     80.6     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        3       16       23       19       26
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       62,860
COMMITMENTS
   4,143        0      778   48,979   52,857   53,900   53,635    8,960    9,225

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        -24)
      -4        0        0      -13      -24      -17      -24       -7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      1.2     77.9     84.1     85.7     85.3     14.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       17       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      111,374
COMMITMENTS
   4,371      319    4,121   91,439  101,506   99,931  105,946   11,443    5,428

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -138)
     -12      -76      104     -110     -350      -18     -322     -120      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.3      3.7     82.1     91.1     89.7     95.1     10.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        3       22       24       26       27
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,459,050
COMMITMENTS
 499,062   72,397  671,876  1251230  1687482  2422168  2431755   36,882   27,295

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     11,771)
     501   21,417   -6,503   18,795   -5,224   12,793    9,690   -1,022    2,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      2.9     27.3     50.9     68.6     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      44       18       52       96       89      159      142
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      954,363
COMMITMENTS
 138,647   97,246  154,530  652,244  696,127  945,421  947,903    8,942    6,460

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     24,570)
  15,744    9,490    1,648    3,079   10,356   20,471   21,494    4,099    3,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     10.2     16.2     68.3     72.9     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      24       24       36       46       39       86       83
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,853
COMMITMENTS
      57    1,244      128   14,321   13,140   14,506   14,512      346      341

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        800)
      19      312        6      706      446      731      764       68       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      8.4      0.9     96.4     88.5     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        8        5       36       40       42       49
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,424
COMMITMENTS
       0        0        0    1,026    1,038    1,026    1,038      398      386

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:         69)
     -43        0        0       96       66       53       66       16        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     72.1     72.9     72.1     72.9     27.9     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       22       20       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      193,940
COMMITMENTS
  16,436    2,141   20,631  154,979  170,842  192,046  193,613    1,894      327

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      9,814)
     649     -223    2,468    6,710    7,992    9,826   10,236      -12     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      1.1     10.6     79.9     88.1     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        7        8       33       34       42       43
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,220
COMMITMENTS
     540      880    1,683   21,594   21,499   23,817   24,062    1,403    1,158

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,195)
      99       20      166      786    1,021    1,051    1,207      144      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      3.5      6.7     85.6     85.2     94.4     95.4      5.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       24       22       25       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,654
COMMITMENTS
     566      852       44    7,459    8,610    8,069    9,506    2,585    1,148

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        360)
       0        0      -30      304      274      274      244       86      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      8.0      0.4     70.0     80.8     75.7     89.2     24.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       16       16       18       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,215
COMMITMENTS
   2,070    3,060      490   22,911   23,285   25,471   26,835    2,744    1,380

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -69      160      -69      160       29     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     10.8      1.7     81.2     82.5     90.3     95.1      9.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       23       19       26       22
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,182
COMMITMENTS
     210        0       98   10,013    9,582   10,321    9,680      861    1,502

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        398)
      90      -20     -100      288      -14      278     -134      120      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.9     89.5     85.7     92.3     86.6      7.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       15       15       17       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,427
COMMITMENTS
       0      718      348    9,959    9,483   10,307   10,549    1,120      878

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        174)
       0        0        0      174      174      174      174        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      3.0     87.2     83.0     90.2     92.3      9.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       20       17       22       19
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,945
COMMITMENTS
     330      567      364   17,004   18,183   17,699   19,115    2,246      830

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        100)
       0       30      -13      113       83      100      100       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      2.8      1.8     85.3     91.2     88.7     95.8     11.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       19       16       22       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,409
COMMITMENTS
       0      398        0   45,047   44,756   45,047   45,154      362      255

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       44       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     99.2     98.6     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       13       12       14
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      632,567
COMMITMENTS
       0    5,050        0  632,567  627,517  632,567  632,567        0        0

CHANGES FROM 08/02/11 (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      0.8      0.0    100.0     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       13       12       14
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      358,308
COMMITMENTS
  31,732        0    9,408  317,168  348,900  358,308  358,308        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.0      2.6     88.5     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1        8       11       10       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,959
COMMITMENTS
       0        0        0   46,959   46,959   46,959   46,959        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      210      210      210        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 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      848,762
COMMITMENTS
       0        0        0  848,762  848,762  848,762  848,762        0        0

CHANGES FROM 08/02/11 (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:       21)
       0        0        0       14       11       14       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      149,052
COMMITMENTS
   1,516        0    1,039  146,283  147,990  148,838  149,029      214       23

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        615)
       0        0        0      870      615      870      615     -255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.7     98.1     99.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       20       25       22       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,570,403
COMMITMENTS
       0   28,689   17,958  2552445  2523756  2570403  2570403        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      6,591)
       0    1,920        0    6,591    4,671    6,591    6,591        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.7     99.3     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       18       25       19       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,855
COMMITMENTS
   3,002    1,758    1,580   41,250   42,517   45,832   45,855       23        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:          0)
    -630        0      630        0     -630        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      3.8      3.4     90.0     92.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       26       19       30       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,370,143
COMMITMENTS
 285,754   37,365   13,160  1071229  1319618  1370143  1370143        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      2.7      1.0     78.2     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        2       26       20       31       23
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,048
COMMITMENTS
     105        0       84   48,729   48,431   48,918   48,515      130      533

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:         84)
       0        0       84        0        0       84       84        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.2     99.3     98.7     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       19       20       21       21
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,014
COMMITMENTS
     650      851    1,145   12,219   12,018   14,014   14,014        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      6.1      8.2     87.2     85.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3        9        9       12       12
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,065
COMMITMENTS
     170    3,465      820   36,884   33,673   37,874   37,958      191      107

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      9.1      2.2     96.9     88.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       16       12       18       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       23,331
COMMITMENTS
     556      463      212   22,308   22,566   23,076   23,241      255       90

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -212)
       0        3        0      166      163      166      166     -378     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.0      0.9     95.6     96.7     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       15       15       18       17
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      368,864
COMMITMENTS
       0        0        0  368,864  368,864  368,864  368,864        0        0

CHANGES FROM 08/02/11 (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:       20)
       0        0        0       14        8       14        8
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      940,738
COMMITMENTS
  28,153    9,805    1,536  911,049  929,397  940,738  940,738        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      2,320)
 -14,412        0    1,536   15,196      784    2,320    2,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.0      0.2     96.8     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       20       23       23       25
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      761,018
COMMITMENTS
 115,473        0    9,927  635,618  751,091  761,018  761,018        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      0.0      1.3     83.5     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       17        9       19       10
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      163,605
COMMITMENTS
       0        0        0  163,605  163,605  163,605  163,605        0        0

CHANGES FROM 08/02/11 (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:       20)
       0        0        0       11       12       11       12
 
 
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE         Code-064A88
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      341,792
COMMITMENTS
  10,656        0        0  331,136  341,792  341,792  341,792        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      8,400)
   8,400        0        0        0    8,400    8,400    8,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.0     96.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0        9       14       10       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,454
COMMITMENTS
     167       10      130   21,870   21,677   22,167   21,817      287      637

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -857)
       5        0       15     -867   -1,095     -847   -1,080      -10      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.6     97.4     96.5     98.7     97.2      1.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        1        3       36       35       39       38
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,253
COMMITMENTS
     640       20      127   11,336   11,781   12,103   11,928      150      325

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:         76)
     -15        0       10       81       66       76       76        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.2      1.0     92.5     96.1     98.8     97.3      1.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        2       19       22       24       24
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,362
COMMITMENTS
      15       95      125    7,869    7,672    8,009    7,892      353      470

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        418)
      15        0      125      293      270      433      395      -15       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.1      1.5     94.1     91.7     95.8     94.4      4.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       23       23       24       25
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,360
COMMITMENTS
     135        0        0   10,299   10,247   10,434   10,247      926    1,113

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:         33)
     -10        0        0       40       60       30       60        3      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     90.7     90.2     91.8     90.2      8.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       18       20       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,009,641
COMMITMENTS
 323,711  144,718  1117141  1450773  1667734  2891624  2929593  118,017   80,048

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    306,001)
 -11,344    1,832  208,053   94,742   83,012  291,451  292,897   14,549   13,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      4.8     37.1     48.2     55.4     96.1     97.3      3.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     168       91      199       99      107      345      328
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      360,610
COMMITMENTS
 170,241   39,509   43,682  145,501  273,814  359,424  357,006    1,186    3,604

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      7,398)
  -1,837    3,309    4,595    4,803    1,109    7,562    9,013     -163   -1,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2     11.0     12.1     40.3     75.9     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6       17       19       24       25       43       48
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      207,773
COMMITMENTS
  57,360   14,044    3,051  111,980  142,780  172,391  159,875   35,382   47,898

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        584)
  -1,089      514      -93      813      118     -369      539      953       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      6.8      1.5     53.9     68.7     83.0     76.9     17.0     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        5        6       20       21       30       29
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      130,640
COMMITMENTS
  25,255    4,116   26,383   74,594   97,257  126,233  127,756    4,407    2,884

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,294)
  -1,548    1,897      365   -3,069   -6,493   -4,251   -4,231      -42      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      3.2     20.2     57.1     74.4     96.6     97.8      3.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      25       10       30       26       25       61       57
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      536,311
COMMITMENTS
  32,379    1,332  102,274  384,988  415,694  519,642  519,300   16,670   17,011

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     10,792)
   6,201   -4,035    6,372   -3,624    7,930    8,950   10,266    1,842      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.2     19.1     71.8     77.5     96.9     96.8      3.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12        2       14       34       35       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,061
COMMITMENTS
     150    2,370      823   21,076   18,868   22,049   22,061       12        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,150)
       0       25        0    1,150    1,125    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     10.7      3.7     95.5     85.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        6        4       35       38       39       46
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       82,096
COMMITMENTS
   2,932   20,392    8,878   67,003   47,819   78,813   77,089    3,283    5,007

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      2,420)
    -115    2,464      132    2,718       59    2,735    2,655     -315     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     24.8     10.8     81.6     58.2     96.0     93.9      4.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        8       13       25       22       39       36
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,651
COMMITMENTS
   2,556    4,821    3,167   26,042   25,092   31,765   33,080    3,886    2,571

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      2,722)
     150    3,252      -39    2,563     -975    2,674    2,238       48      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     13.5      8.9     73.0     70.4     89.1     92.8     10.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        6        5       15       16       20       25
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,260
COMMITMENTS
   1,634      150        0   12,560   14,035   14,194   14,185       66       75

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        330)
     300        0        0       30      300      330      300        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      1.1      0.0     88.1     98.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        0       20       18       23       19
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,380
COMMITMENTS
   2,638    1,972    5,492   10,273   12,004   18,402   19,468    3,977    2,912

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      3,323)
      92      174      276    1,922    2,021    2,291    2,471    1,033      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      8.8     24.5     45.9     53.6     82.2     87.0     17.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        7       11       11       11       22       23
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,291
COMMITMENTS
   2,576    3,341    3,399   22,480   21,145   28,455   27,885      836    1,407

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      7,091)
    -132    1,213    1,300    6,115    4,523    7,283    7,036     -192       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     11.4     11.6     76.7     72.2     97.1     95.2      2.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9       10       12       19       20       35       35
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,192
COMMITMENTS
   6,937      142    9,746   54,079   61,467   70,763   71,356   16,428   15,836

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -2,556)
   2,825      104   -1,230   -4,251     -968   -2,657   -2,094      101     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.2     11.2     62.0     70.5     81.2     81.8     18.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        3       17       18       22       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,504
COMMITMENTS
  14,089    1,948      528    6,521   20,165   21,138   22,641    2,366      863

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,394)
  -4,951      186     -260    1,232   -4,381   -3,979   -4,455     -415       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.9      8.3      2.2     27.7     85.8     89.9     96.3     10.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      64       21        7       30       36       97       63
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       41,319
COMMITMENTS
  23,134    4,255      421   12,377   34,875   35,933   39,552    5,387    1,767

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        785)
  -1,288    3,181     -144    2,424   -2,497      991      540     -206      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.0     10.3      1.0     30.0     84.4     87.0     95.7     13.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      71       21        8       27       35      100       62
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      275,403
COMMITMENTS
  66,690   15,245   35,576  153,286  209,221  255,552  260,042   19,851   15,361

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -1,476)
 -17,462   -4,381    2,607   17,327     -895    2,472   -2,668   -3,948    1,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      5.5     12.9     55.7     76.0     92.8     94.4      7.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      59       20       40       71       87      148      135
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,525
COMMITMENTS
   8,575      271      275    8,173   17,620   17,023   18,166    6,502    5,359

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -507)
    -765        0        0      548     -150     -217     -150     -290     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      1.2      1.2     34.7     74.9     72.4     77.2     27.6     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       13       15       18       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,828
COMMITMENTS
     314        0      300    4,214    4,528    4,828    4,828        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        256)
       0        0        0      256      256      256      256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      6.2     87.3     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        2       25       27       28       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       50,748
COMMITMENTS
     500      125      150   49,169   50,360   49,819   50,635      929      113

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,094)
       0        0      -25    1,069    1,119    1,044    1,094       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.2      0.3     96.9     99.2     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        1        1       41       34       43       35
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,002
COMMITMENTS
       0        0        0   18,882   19,002   18,882   19,002      120        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        540)
       0        0        0      615      660      615      660      -75     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       23       14       23       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,426
COMMITMENTS
       0    3,076      120    5,306    2,230    5,426    5,426        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:          0)
       0       50        0        0      -50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     56.7      2.2     97.8     41.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        4        1       24       16       25       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,071
COMMITMENTS
   1,381        0      155    8,271    9,776    9,807    9,931      264      140

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        743)
     180        0        0      663      743      843      743     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      0.0      1.5     82.1     97.1     97.4     98.6      2.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       25       19       27       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,868
COMMITMENTS
     838    2,044      576   16,316   15,143   17,730   17,763      138      105

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,046)
     -22     -110       61    1,007    1,095    1,046    1,046        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     11.4      3.2     91.3     84.7     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        5        5       36       36       43       43
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,301
COMMITMENTS
   3,626        0      349    9,172   12,862   13,147   13,211      154       90

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,248)
   1,095        0     -384      586    1,637    1,297    1,253      -49       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      0.0      2.6     69.0     96.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        2       25       30       30       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,971
COMMITMENTS
  12,943      933      597   14,729   26,631   28,269   28,161      702      810

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:          6)
     -40      240       -9       55     -225        6        6        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.7      3.2      2.1     50.8     91.9     97.6     97.2      2.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10        4        6       28       26       39       35
```

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Updated August 12, 2011