```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,286
COMMITMENTS
   2,769      747       60   39,349   41,055   42,178   41,862      108      424

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      5,236)
     270       74        0    4,966    5,213    5,236    5,287        0      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      1.8      0.1     93.1     97.1     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        3        1       42       47       44       51
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,640
COMMITMENTS
       0        0        0   12,486   12,498   12,486   12,498      154      142

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -180)
       0        0        0     -220     -210     -220     -210       40       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8     98.9     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       23       28       23       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,600
COMMITMENTS
     132      509      256    9,051    8,597    9,439    9,362    1,161    1,238

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        367)
      -5       22       93      494      472      582      587     -215     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      4.8      2.4     85.4     81.1     89.0     88.3     11.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        2        2       36       39       39       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,806
COMMITMENTS
     485      163      282    7,368    7,322    8,135    7,767      671    1,039

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        194)
      65       50        0      100       95      165      145       29       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.9      3.2     83.7     83.1     92.4     88.2      7.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        3        4       43       51       49       56
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,127
COMMITMENTS
     850      215       15    1,612    2,628    2,477    2,858      650      269

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:         67)
       0      -10        0       -3       77       -3       67       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      6.9      0.5     51.6     84.0     79.2     91.4     20.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       17       18       20       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,759
COMMITMENTS
      47       90       82    1,220    1,296    1,349    1,468      410      291

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        213)
      47        0       32      179      204      258      236      -45      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      5.1      4.7     69.4     73.7     76.7     83.5     23.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        3       18       18       21       21
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,342
COMMITMENTS
       0        0        0   10,192   10,060   10,192   10,060      150      282

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        593)
       0        0        0      593      593      593      593        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     97.3     98.5     97.3      1.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       19       20       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,813
COMMITMENTS
       0    3,619       30   18,733   15,114   18,763   18,763       50       50

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,223)
       0      410        0    2,223    1,813    2,223    2,223        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.2      0.2     99.6     80.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       33       22       34       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      360,843
COMMITMENTS
  59,965   25,944   51,795  206,290  257,139  318,050  334,878   42,792   25,965

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -3,832)
     353      329   -6,101    1,566    4,832   -4,182     -940      349   -2,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      7.2     14.4     57.2     71.3     88.1     92.8     11.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      45       25       43       71       86      142      132
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      117,433
COMMITMENTS
       0    6,813   30,948   80,704   75,877  111,652  113,638    5,781    3,794

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,130)
       0      302      288      895      541    1,183    1,131      -53       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.8     26.4     68.7     64.6     95.1     96.8      4.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        9        9       11       11       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,341
COMMITMENTS
   2,546      630      205   14,590   16,506   17,341   17,341        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,660)
     -50      -50       50    1,660    1,660    1,660    1,660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      3.6      1.2     84.1     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        2        3       44       38       52       42
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,871
COMMITMENTS
   1,445      810      120    6,285    6,896    7,850    7,826       21       45

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     10.3      1.5     79.9     87.6     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        2        1       20       17       26       19
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      995,505
COMMITMENTS
 152,911  311,087  372,405  381,959  265,565  907,276  949,058   88,229   46,446

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    -41,488)
  -4,805   -4,461  -25,950   -8,867  -10,174  -39,622  -40,584   -1,866     -904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     31.2     37.4     38.4     26.7     91.1     95.3      8.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     104      105      146       75       75      272      250
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       41,797
COMMITMENTS
       0        0        0   31,826   37,987   31,826   37,987    9,971    3,810

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        160)
       0        0        0        0      160        0      160      160        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     76.1     90.9     76.1     90.9     23.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       14       14       14
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       36,871
COMMITMENTS
   1,491      178    2,220   28,793   29,478   32,504   31,876    4,367    4,995

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        684)
    -166        0       42        0        0     -124       42      808      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.5      6.0     78.1     79.9     88.2     86.5     11.8     13.5

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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,556,682
COMMITMENTS
  91,075   77,138  470,559  989,053  1005148  1550687  1552845    5,994    3,836

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    -86,453)
  -4,791   -9,613  -33,121  -47,648  -42,839  -85,559  -85,573     -894     -880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      5.0     30.2     63.5     64.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      41       30       55       69       69      132      132
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       55,473
COMMITMENTS
   5,102    7,638   31,533   18,308   15,338   54,943   54,509      531      964

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,250)
     104      709      719    1,488      903    2,311    2,331      -61      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     13.8     56.8     33.0     27.6     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       14       18       16       21       36       42
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       78,449
COMMITMENTS
       0    7,393    2,785   70,900   63,978   73,685   74,156    4,764    4,293

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        124)
       0     -186       62        0      248       62      124       62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.4      3.6     90.4     81.6     93.9     94.5      6.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        3       17       24       20       27
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       66,942
COMMITMENTS
   4,367        0      909   51,951   56,261   57,227   57,170    9,716    9,772

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        -18)
       0        0        0      -10      -18      -10      -18       -7       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      1.4     77.6     84.0     85.5     85.4     14.5     14.6

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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      118,980
COMMITMENTS
   4,191      442    3,283   98,891  108,648  106,365  112,373   12,615    6,608

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -101)
    -260      -62       80     -107        5     -287       23      186     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.4      2.8     83.1     91.3     89.4     94.4     10.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       23       26       26       28
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,545,941
COMMITMENTS
 498,713   50,377  718,452  1294111  1753008  2511276  2521837   34,665   24,104

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -719)
  -4,677   -4,826    8,662   -8,349   -4,231   -4,364     -395    3,645     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      2.0     28.2     50.8     68.9     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      47       18       52      106       97      171      151
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,022,283
COMMITMENTS
 158,196   94,267  169,365  690,423  754,214  1017984  1017846    4,299    4,437

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     21,891)
  12,702   -5,039      413    8,811   26,892   21,926   22,266      -35     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      9.2     16.6     67.5     73.8     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      23       25       36       49       42       92       83
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,737
COMMITMENTS
      84    1,582      149   17,390   15,765   17,623   17,496      114      241

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        929)
      52      141       24      880      730      956      895      -26       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      8.9      0.8     98.0     88.9     99.4     98.6      0.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       2        8        6       37       44       44       54
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,285
COMMITMENTS
      50        0        0    1,233    1,250    1,283    1,250        2       35

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        205)
       0        0        0      205      180      205      180        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      0.0     96.0     97.3     99.8     97.3      0.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       14       14       16       14
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,405
COMMITMENTS
      47      210       94    1,629    1,288    1,770    1,592      635      813

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        161)
       4        0       -1      148      154      151      153       10        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      8.7      3.9     67.7     53.6     73.6     66.2     26.4     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       19       17       21       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,699
COMMITMENTS
      85       27       39    1,093    1,140    1,217    1,206      482      493

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        281)
      35        7       -5      191      185      221      187       60       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      1.6      2.3     64.3     67.1     71.6     71.0     28.4     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       19       21       22       24
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      200,040
COMMITMENTS
  17,336    3,465   21,069  159,664  174,723  198,069  199,257    1,972      783

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      5,844)
      87     -108      547    5,203    5,349    5,837    5,789        7       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      1.7     10.5     79.8     87.3     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        8       10       35       36       46       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,286
COMMITMENTS
     252      362        0    5,651    6,079    5,903    6,441    1,383      845

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      5.0      0.0     77.6     83.4     81.0     88.4     19.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        9       12       12       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,259
COMMITMENTS
     284    1,012    1,477   21,181   20,445   22,943   22,935    1,316    1,324

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        129)
     -46      124       14      158      -12      125      125        4        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      4.2      6.1     87.3     84.3     94.6     94.5      5.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       24       20       25       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,697
COMMITMENTS
     601      866       68    7,401    8,627    8,070    9,561    2,627    1,136

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        112)
       0        0        0       76      184       76      184       36      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      8.1      0.6     69.2     80.6     75.4     89.4     24.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       15       15       18       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,388
COMMITMENTS
   1,940    3,090      592   23,987   24,072   26,519   27,754    2,869    1,634

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        174)
     398        0       18     -120      130      296      148     -122       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     10.5      2.0     81.6     81.9     90.2     94.4      9.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       22       18       25       21
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,978
COMMITMENTS
     120        0      198    9,892    9,774   10,210    9,972      768    1,006

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -110)
    -130        0       10       10     -120     -110     -110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      1.8     90.1     89.0     93.0     90.8      7.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       14       15       16       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,840
COMMITMENTS
       0      730      350   10,256    9,846   10,606   10,926    1,234      914

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:         92)
       0       38        0       92      114       92      152        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.2      3.0     86.6     83.2     89.6     92.3     10.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       20       17       21       19
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       22,434
COMMITMENTS
     330      524      428   19,372   20,630   20,130   21,582    2,304      852

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -115)
       0       33      -16      108     -132       92     -115     -207        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      2.3      1.9     86.3     92.0     89.7     96.2     10.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       20       17       23       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,955
COMMITMENTS
       0      369        0   46,573   46,586   46,573   46,955      382        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:          0)
       0      115        0        0     -115        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     99.2     99.2     99.2    100.0      0.8      0.0

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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      665,655
COMMITMENTS
       0    4,770        0  665,655  660,885  665,655  665,655        0        0

CHANGES FROM 07/19/11 (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      0.7      0.0    100.0     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       12       11       12       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,189
COMMITMENTS
       0        0        0   50,189   50,189   50,189   50,189        0        0

CHANGES FROM 07/19/11 (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:       22)
       0        0        0       14       12       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      917,450
COMMITMENTS
       0        0        0  917,450  917,450  917,450  917,450        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     12,010)
       0        0        0   12,010   12,010   12,010   12,010        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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      157,902
COMMITMENTS
   1,201        0    1,099  155,113  156,780  157,413  157,879      489       23

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        194)
       0        0       46     -107      148      -61      194      255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.7     98.2     99.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       19       26       21       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,763,940
COMMITMENTS
       0   36,097   17,958  2745982  2709885  2763940  2763940        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     17,130)
       0        0        0   17,130   17,130   17,130   17,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.6     99.4     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       18       26       19       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,615
COMMITMENTS
   3,392    1,858    1,190   43,990   45,567   48,572   48,615       43        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:          0)
      46        0      -46        0       46        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      3.8      2.4     90.5     93.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        2       26       19       30       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,433,711
COMMITMENTS
 287,450   40,333   13,160  1133101  1380218  1433711  1433711        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     24,264)
  23,520   14,235    9,285   -8,541      744   24,264   24,264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      2.8      0.9     79.0     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        2       27       20       32       23
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,764
COMMITMENTS
     105        0        0   51,489   51,211   51,594   51,211      170      553

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.5     98.9     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       19       20       20       20
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,554
COMMITMENTS
     674      815    1,181   12,699   12,558   14,554   14,554        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      5.6      8.1     87.3     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,616
COMMITMENTS
     170    3,414      871   38,364   35,204   39,405   39,489      211      127

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        460)
    -460      -69      529      391        0      460      460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      8.6      2.2     96.8     88.9     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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,181
COMMITMENTS
     576      132        0   27,203   27,939   27,779   28,071      402      110

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        489)
      66       46        0      443      397      509      443      -20       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.5      0.0     96.5     99.1     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       16       16       18       17
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      394,304
COMMITMENTS
       0        0        0  394,304  394,304  394,304  394,304        0        0

CHANGES FROM 07/19/11 (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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      994,386
COMMITMENTS
  42,565   11,925        0  951,821  982,461  994,386  994,386        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      1.2      0.0     95.7     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       18       23       20       24
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      785,186
COMMITMENTS
 114,625        0   10,775  659,786  774,411  785,186  785,186        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    117,000)
  23,400        0        0   93,600  117,000  117,000  117,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      0.0      1.4     84.0     98.6    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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      176,749
COMMITMENTS
       0        0        0  176,749  176,749  176,749  176,749        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      4,680)
       0        0        0    4,680    4,680    4,680    4,680        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:       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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      366,040
COMMITMENTS
   4,800        0        0  361,240  366,040  366,040  366,040        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     98.7    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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,083
COMMITMENTS
     192       10      375   22,254   22,407   22,821   22,792      262      291

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        770)
      80        0      300      399      513      779      813       -9      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      1.6     96.4     97.1     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        1        4       36       34       40       38
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,367
COMMITMENTS
     731      105       42   12,444   12,860   13,217   13,007      150      360

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -113)
     -35        0      -48      -30     -125     -113     -173        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.8      0.3     93.1     96.2     98.9     97.3      1.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        2       18       22       23       24
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,386
COMMITMENTS
       0       95        0    7,984    7,927    7,984    8,022      402      364

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        182)
       0       95        0      190      180      190      275       -8      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     95.2     94.5     95.2     95.7      4.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       26       22       26       23
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,712
COMMITMENTS
     170        0        0   10,528   10,364   10,698   10,364    1,014    1,348

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:         19)
      10        0        0      -36      -56      -26      -56       45       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     89.9     88.5     91.3     88.5      8.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       18       17       19       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,652,034
COMMITMENTS
 342,507  135,432  864,839  1348907  1589125  2556254  2589396   95,780   62,638

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     27,421)
   7,262    2,460   10,371    7,816   14,689   25,448   27,519    1,973      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      5.1     32.6     50.9     59.9     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
     173       90      199       93      106      349      325
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      336,979
COMMITMENTS
 170,118   33,022   35,412  130,420  264,316  335,950  332,749    1,029    4,230

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -3,762)
   1,022   -2,781      975   -5,597   -1,612   -3,600   -3,417     -162     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.5      9.8     10.5     38.7     78.4     99.7     98.7      0.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7       14       18       23       25       41       46
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      216,624
COMMITMENTS
  60,071   14,322    3,601  117,859  148,130  181,531  166,053   35,093   50,571

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -333)
      37    1,192      802     -742     -908       97    1,086     -430   -1,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      6.6      1.7     54.4     68.4     83.8     76.7     16.2     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        5        8       21       22       31       32
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      138,422
COMMITMENTS
  34,857    1,734   21,821   77,139  111,865  133,817  135,420    4,605    3,002

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,465)
     743       10      275    1,610    2,321    2,628    2,606     -162     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      1.3     15.8     55.7     80.8     96.7     97.8      3.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      22       11       26       26       25       58       53
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      579,612
COMMITMENTS
  32,370    7,395  106,290  424,860  448,608  563,519  562,293   16,093   17,320

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     11,796)
   2,483      577    2,231    6,747    8,456   11,460   11,263      336      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      1.3     18.3     73.3     77.4     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10        4       14       34       35       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,631
COMMITMENTS
     150    2,940      348   26,121   23,343   26,619   26,631       12        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        100)
     -50     -150       50      100      200      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     11.0      1.3     98.1     87.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        7        4       31       37       35       45
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       74,865
COMMITMENTS
   3,051   17,928    6,988   61,400   45,011   71,439   69,927    3,426    4,938

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        729)
      81     -496      965      175       83    1,221      552     -492      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     23.9      9.3     82.0     60.1     95.4     93.4      4.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        7       13       24       21       38       34
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,535
COMMITMENTS
   2,406    1,183    3,206   22,037   24,854   27,649   29,243    3,886    2,292

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:         98)
       0        0        0       57       14       57       14       41       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      3.8     10.2     69.9     78.8     87.7     92.7     12.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        4       14       15       18       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,830
COMMITMENTS
   2,034      150        0   13,730   15,635   15,764   15,785       66       45

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      0.9      0.0     86.7     98.8     99.6     99.7      0.4      0.3

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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,522
COMMITMENTS
   2,589    1,644    4,812    8,196    9,900   15,597   16,356    2,925    2,166

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        654)
    -503      143    1,075      549      294    1,121    1,512     -466     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      8.9     26.0     44.3     53.5     84.2     88.3     15.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6       11       11       10       22       22
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,079
COMMITMENTS
     538    1,991    2,165   16,117   14,372   18,820   18,528    1,259    1,552

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        867)
     -24      -74      197      605      755      778      878       88      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      9.9     10.8     80.3     71.6     93.7     92.3      6.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       11       11       17       18       32       32
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,777
COMMITMENTS
   2,628      147   14,635   63,970   66,488   81,233   81,270   17,544   17,507

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,934)
    -239       13      253    1,848    1,418    1,862    1,685       72      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.1     14.8     64.8     67.3     82.2     82.3     17.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        4       17       18       21       22
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       26,932
COMMITMENTS
  18,576    1,840      946    4,693   23,470   24,216   26,257    2,716      676

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,645)
   2,029     -121      307      194    2,483    2,531    2,669      115      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.0      6.8      3.5     17.4     87.1     89.9     97.5     10.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      93       20        9       27       38      124       65
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       39,677
COMMITMENTS
  23,632    1,481      705   10,342   36,045   34,678   38,230    4,998    1,446

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,341)
   1,791     -421       73       96    2,945    1,960    2,597      381     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.6      3.7      1.8     26.1     90.8     87.4     96.4     12.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      77       13        9       22       33      101       53
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      282,367
COMMITMENTS
  88,666   20,588   28,713  139,502  219,128  256,881  268,429   25,486   13,938

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      6,054)
   2,382    2,999   -1,625    3,830    5,510    4,588    6,884    1,466     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      7.3     10.2     49.4     77.6     91.0     95.1      9.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      73       13       45       77       94      170      141
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,963
COMMITMENTS
  11,343      261      611   11,689   22,864   23,643   23,736    5,320    5,227

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,617)
   1,106        0        0      556      339    1,662      339      -45    1,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2      0.9      2.1     40.4     78.9     81.6     82.0     18.4     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        1        3       16       17       24       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,105
COMMITMENTS
     414      300      200    5,491    5,605    6,105    6,105        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        838)
       0        0      100      738      738      838      838        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      4.9      3.3     89.9     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        1       25       26       28       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       59,970
COMMITMENTS
     800        0        0   58,090   59,807   58,890   59,807    1,080      163

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        941)
     150        0     -225    1,101    1,166    1,026      941      -85        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     96.9     99.7     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        0        0       43       35       45       35
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,008
COMMITMENTS
       0        0        0   19,998   19,888   19,998   19,888       10      120

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        310)
       0        0        0      310      310      310      310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       12       21       12
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,074
COMMITMENTS
       0    3,899      120    6,954    3,055    7,074    7,074        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        300)
       0      300        0      300        0      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     55.1      1.7     98.3     43.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        4        1       27       19       28       23
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,939
COMMITMENTS
   1,511        0      155    9,861   11,614   11,527   11,769      412      170

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        622)
     150        0        0      422      622      572      622       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      0.0      1.3     82.6     97.3     96.5     98.6      3.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       22       19       24       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,311
COMMITMENTS
     858    1,714      863   17,528   16,642   19,249   19,219       62       92

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:         34)
       0     -132       24       10      142       34       34        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      8.9      4.5     90.8     86.2     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        5        5       37       33       42       40
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,808
COMMITMENTS
   2,474        0      803   10,522   12,924   13,799   13,727        9       81

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        717)
      72       -9      201      501      543      774      735      -57      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      0.0      5.8     76.2     93.6     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        0        2       27       32       32       34
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,879
COMMITMENTS
  14,318      708      826   15,987   29,519   31,131   31,053      748      826

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:         43)
    -564        0        0      607       13       43       13        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.9      2.2      2.6     50.1     92.6     97.7     97.4      2.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9        2        6       28       25       40       32
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,415
COMMITMENTS
   4,330        0        0    8,506   11,837   12,836   11,837    2,579    3,578

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,714)
     832        0     -132      853    3,014    1,553    2,882      161   -1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      0.0      0.0     55.2     76.8     83.3     76.8     16.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        0       12       16       15       16
```

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Updated July 29, 2011