```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,740
COMMITMENTS
     959        0      304   37,386   38,101   38,649   38,405       91      335

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -8,792)
  -1,007      -75      146   -7,942   -8,811   -8,803   -8,740       11      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.8     96.5     98.4     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        0        1       46       42       48       43
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,087
COMMITMENTS
       0        0        0    7,912    7,972    7,912    7,972      175      115

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,701)
       0        0        0   -1,686   -1,649   -1,686   -1,649      -15      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.8     98.6     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       27       26       27       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,839
COMMITMENTS
     110      322      166    8,448    8,060    8,724    8,548    1,115    1,291

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -781)
     110      -59      -36     -737     -765     -663     -860     -118       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.3      1.7     85.9     81.9     88.7     86.9     11.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        3       29       35       33       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,029
COMMITMENTS
     533        5      123    4,934    5,139    5,590    5,267      439      762

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,707)
     -29      -40       49   -1,525   -1,658   -1,505   -1,649     -202      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.1      2.0     81.8     85.2     92.7     87.4      7.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        1        4       48       49       56       53
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,562
COMMITMENTS
       0        0        0    2,635    2,176    2,635    2,176      927    1,386

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -346)
     -15        0      -48     -361     -275     -424     -323       78      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     74.0     61.1     74.0     61.1     26.0     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       19       17       19
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,517
COMMITMENTS
     285      209        0    1,600    2,027    1,885    2,236      632      281

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -317)
      -4      -40       -4     -339     -325     -347     -369       30       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      8.3      0.0     63.6     80.5     74.9     88.8     25.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       15       14       16       15
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,840
COMMITMENTS
      25      169       81    1,241    1,363    1,347    1,613      493      227

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -326)
       0      114       36     -301     -380     -265     -230      -61      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      9.2      4.4     67.4     74.1     73.2     87.7     26.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       17       16       20       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        6,531
COMMITMENTS
       0        0        0    6,486    6,249    6,486    6,249       45      282

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,075)
       0        0        0   -2,040   -2,065   -2,040   -2,065      -35      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     95.7     99.3     95.7      0.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       17       19       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,363
COMMITMENTS
       0    1,115      190   17,173   16,058   17,363   17,363        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -4,543)
       0   -1,107      100   -4,643   -3,536   -4,543   -4,543        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.4      1.1     98.9     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       24       25       25       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      386,319
COMMITMENTS
  37,464   32,994   72,102  238,047  249,427  347,613  354,523   38,706   31,796

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      3,339)
  -2,580      709    8,130   -1,780   -4,511    3,769    4,327     -430     -988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      8.5     18.7     61.6     64.6     90.0     91.8     10.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      33       36       51       75       90      139      152
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       71,600
COMMITMENTS
     434    7,507   19,321   49,744   43,862   69,498   70,690    2,101      910

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -19,278)
     166    1,071   -5,452  -13,325  -14,553  -18,611  -18,934     -667     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     10.5     27.0     69.5     61.3     97.1     98.7      2.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        6       10       17       17       27       27
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,025
COMMITMENTS
     500      170        0   10,445   10,768   10,945   10,938       80       87

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -4,165)
     145     -104     -340   -3,875   -3,651   -4,070   -4,095      -95      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.5      0.0     94.7     97.7     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        1        0       38       37       42       38
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,256
COMMITMENTS
     411      915        0    5,785    5,281    6,196    6,196       60       60

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -796)
     -75       29     -164     -530     -661     -769     -796      -27        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     14.6      0.0     92.5     84.4     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        0       21       14       24       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      976,649
COMMITMENTS
 147,075  309,032  319,879  433,906  297,847  900,860  926,758   75,790   49,891

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     30,021)
    -278  -10,443   16,080   14,146   21,033   29,948   26,670       73    3,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     31.6     32.8     44.4     30.5     92.2     94.9      7.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      83      141      148       86       80      269      283
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,647,103
COMMITMENTS
  62,177   91,073  557,473  1022061  992,570  1641712  1641115    5,391    5,987

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    108,563)
    -161   19,819   66,091   43,051   22,803  108,981  108,713     -418     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      5.5     33.8     62.1     60.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      35       29       53       66       62      128      117
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       37,283
COMMITMENTS
   8,599    8,090   17,013   10,677   11,792   36,288   36,895      994      388

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      2,280)
   1,009      448    1,517     -451      -40    2,075    1,925      204      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     21.7     45.6     28.6     31.6     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        6       12        9       12       23       26
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,573
COMMITMENTS
   1,402    9,424    2,718   57,321   46,491   61,441   58,633    2,132    4,940

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -5,407)
     186      325     -542   -4,268   -5,750   -4,624   -5,967     -783      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     14.8      4.3     90.2     73.1     96.6     92.2      3.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       13       18       16       21
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,949
COMMITMENTS
   3,923    4,044      585   49,215   48,273   53,723   52,902    7,226    8,047

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -3,902)
    -186      -83      -57   -3,125   -3,298   -3,368   -3,438     -534     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      6.6      1.0     80.7     79.2     88.1     86.8     11.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       16       16       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       99,736
COMMITMENTS
   4,629        0    2,738   81,551   92,184   88,918   94,922   10,818    4,814

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -8,660)
    -180        0     -939   -8,168   -8,150   -9,287   -9,090      627      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      2.7     81.8     92.4     89.2     95.2     10.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        3       19       21       22       24
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,390,879
COMMITMENTS
 469,606  146,682  633,826  1250699  1580303  2354131  2360811   36,748   30,068

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:   -132,530)
 -56,098  -38,013   12,576  -92,700 -107,633 -136,222 -133,070    3,692      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      6.1     26.5     52.3     66.1     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      36       22       51       95       88      154      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      990,544
COMMITMENTS
 175,452   61,117  198,139  611,690  726,619  985,281  985,875    5,263    4,669

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -95,320)
   1,170  -97,576    8,024 -104,067   -6,852  -94,873  -96,404     -447    1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      6.2     20.0     61.8     73.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       19       32       40       39       76       77
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,175
COMMITMENTS
     357    1,029      230   15,380   14,685   15,967   15,944      208      230

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -817)
    -112      129       89     -769     -977     -792     -759      -25      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      6.4      1.4     95.1     90.8     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        6        4       37       37       43       44
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      192,026
COMMITMENTS
  18,352    3,195   21,766  149,673  165,911  189,791  190,872    2,234    1,154

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -8,022)
  -1,752     -977    1,244   -7,714   -8,402   -8,223   -8,136      201      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      1.7     11.3     77.9     86.4     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        7       33       32       41       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,311
COMMITMENTS
     443      966    2,586   22,002   22,125   25,031   25,677    1,280      634

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        696)
     443      -55      381      273      780    1,098    1,106     -402     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      3.7      9.8     83.6     84.1     95.1     97.6      4.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       23       22       25       26
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,747
COMMITMENTS
     664      720      158    6,764    7,903    7,586    8,781    2,161      966

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -623)
     -13     -128      -36     -771     -499     -820     -663      197       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      7.4      1.6     69.4     81.1     77.8     90.1     22.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       17       14       19       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,412
COMMITMENTS
     456      666      440    9,439    9,030   10,335   10,136    1,077    1,276

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -297)
     188      390      -58     -426      -46     -296      286       -1     -583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      5.8      3.9     82.7     79.1     90.6     88.8      9.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        4       11       14       15       18
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,517
COMMITMENTS
   1,230    2,800      314   21,483   20,689   23,027   23,803    2,490    1,714

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -969)
      88      -10      -78     -883     -987     -873   -1,075      -96      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     11.0      1.2     84.2     81.1     90.2     93.3      9.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       21       19       23       22
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,971
COMMITMENTS
       0      998      320    9,778    8,577   10,098    9,895      873    1,076

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -239)
       0      194      -10     -160     -435     -170     -251      -69       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.1      2.9     89.1     78.2     92.0     90.2      8.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       21       16       22       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,441
COMMITMENTS
   2,235        0      315   48,828   51,126   51,378   51,441       63        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,203)
      42        0      -42   -2,182   -2,161   -2,182   -2,203      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.6     94.9     99.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       14       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      756,808
COMMITMENTS
  32,918        0        0  723,890  756,808  756,808  756,808        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -32,551)
     768        0     -768  -32,551  -31,783  -32,551  -32,551        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.0     95.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       15       13       16       13
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      373,980
COMMITMENTS
  16,652        0    9,408  347,920  364,572  373,980  373,980        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     41,016)
  -9,600        0        0   50,616   41,016   41,016   41,016        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      2.5     93.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       10       12       12       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,501
COMMITMENTS
       0        0        0   42,501   42,501   42,501   42,501        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -674)
       0        0        0     -674     -674     -674     -674        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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       13       12       13       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      791,682
COMMITMENTS
       0        0        0  791,682  791,682  791,682  791,682        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -5,728)
       0        0        0   -5,728   -5,728   -5,728   -5,728        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      132,575
COMMITMENTS
   2,131        0      693  129,496  131,882  132,320  132,575      255        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -6,130)
     231        0     -231   -6,194   -5,899   -6,194   -6,130       64        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.5     97.7     99.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       18       25       20       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,302,002
COMMITMENTS
   3,965   19,520   17,958  2280079  2264524  2302002  2302002        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:   -103,752)
       0   -4,992        0 -103,752  -98,760 -103,752 -103,752        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.8      0.8     99.0     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       18       27       20       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,515
COMMITMENTS
   3,379    1,538    1,203   39,933   41,774   44,515   44,515        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        819)
     147     -189     -147      819    1,155      819      819        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      3.5      2.7     89.7     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        3       27       22       31       27
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,067,599
COMMITMENTS
  47,010    6,077   13,160  1007429  1048362  1067599  1067599        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -69,600)
      90  -28,038      -90  -69,600  -41,472  -69,600  -69,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.6      1.2     94.4     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       24       18       28       20
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,110
COMMITMENTS
       0    1,656      105   47,942   46,094   48,047   47,855       63      255

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,971)
       0      465      -84   -1,866   -2,352   -1,950   -1,971      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      0.2     99.7     95.8     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       19       18       20       21
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,955
COMMITMENTS
     650    5,352      616   17,689   12,987   18,955   18,955        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -525)
       0       21        0     -525     -546     -525     -525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     28.2      3.2     93.3     68.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       13        8       14       11
 
 
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,780
COMMITMENTS
     126        0        0   22,654   22,696   22,780   22,696        0       84

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     99.4     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       13       12       13
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,911
COMMITMENTS
       0    4,323      777   42,987   38,748   43,764   43,848      147       63

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      4,329)
       0       21      -21    4,371    4,350    4,350    4,350      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.8      1.8     97.9     88.2     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       15       16       17       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,411
COMMITMENTS
     765      337      168   19,478   19,907   20,411   20,411       -0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,182)
     255       74      -21   -2,161   -2,214   -1,927   -2,161     -255      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.7      0.8     95.4     97.5    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       14       17       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      904,091
COMMITMENTS
  24,936   38,282    2,833  876,322  862,976  904,091  904,091        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -42,168)
       0        0   -1,920  -40,248  -40,248  -42,168  -42,168        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      4.2      0.3     96.9     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       21       20       24       22
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      867,938
COMMITMENTS
 110,988        0   14,412  742,538  853,526  867,938  867,938        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -12,528)
     768        0     -768  -12,528  -11,760  -12,528  -12,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      0.0      1.7     85.6     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       16       11       18       12
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      131,724
COMMITMENTS
       0    6,005        0  131,724  125,719  131,724  131,724        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -8,832)
       0        0        0   -8,832   -8,832   -8,832   -8,832        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      0.0    100.0     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,179
COMMITMENTS
      14    1,468    1,028    8,116    6,654    9,158    9,150       22       29

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        350)
      14     -109      174      172      324      359      389      -10      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     16.0     11.2     88.4     72.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        4       13       16       17       20
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,775
COMMITMENTS
     255       66      177   24,073   23,937   24,505   24,180      270      595

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      1,222)
      25      -10       10    1,228    1,290    1,263    1,290      -41      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.3      0.7     97.2     96.6     98.9     97.6      1.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        4       41       38       45       42
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,470
COMMITMENTS
     135       35      130   10,046   10,092   10,311   10,257      159      213

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,195)
    -176      -10      -15   -1,093   -1,180   -1,284   -1,205       89       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.3      1.2     96.0     96.4     98.5     98.0      1.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       19       21       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,280
COMMITMENTS
       0       80        0    6,953    6,716    6,953    6,796      327      484

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,024)
       0      -15      -30     -982     -940   -1,012     -985      -12      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     95.5     92.3     95.5     93.4      4.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       23       21       23       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,672
COMMITMENTS
       0        0        0    9,462    9,571    9,462    9,571    1,210    1,101

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -803)
     -20        0      -30     -778     -746     -828     -776       25      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.7     89.7     88.7     89.7     11.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       19       20       19       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,794,587
COMMITMENTS
 325,799  144,561  993,435  1391198  1583967  2710432  2721963   84,154   72,623

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    164,119)
    -282   16,476   93,140   64,576   55,797  157,435  165,413    6,684   -1,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      5.2     35.5     49.8     56.7     97.0     97.4      3.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     149      110      193       97      101      334      327
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      271,741
COMMITMENTS
 120,868   20,224   29,260  120,358  219,894  270,487  269,378    1,254    2,363

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -4,807)
  -7,635   -6,823     -341    3,187    2,044   -4,788   -5,120      -19      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.5      7.4     10.8     44.3     80.9     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       14       17       26       26       43       49
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      205,743
COMMITMENTS
  48,141   17,550    5,784  116,822  143,172  170,747  166,506   34,996   39,237

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -10,656)
  -6,619   -7,325      854   -8,950   -3,181  -14,715   -9,652    4,059   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      8.5      2.8     56.8     69.6     83.0     80.9     17.0     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        8       18       23       29       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      106,255
COMMITMENTS
  17,429    5,192   17,406   68,558   81,420  103,393  104,018    2,862    2,237

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -429)
    -303    1,719      -88       61   -2,055     -330     -425      -98       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      4.9     16.4     64.5     76.6     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      25        7       24       27       25       57       52
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      522,484
COMMITMENTS
  40,253    2,758   95,880  370,555  407,753  506,687  506,392   15,796   16,092

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -5,782)
   8,500   -2,207   -3,284  -10,914     -530   -5,698   -6,021      -84      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.5     18.4     70.9     78.0     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        3       14       34       35       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,253
COMMITMENTS
     225    1,049      325   14,683   13,879   15,233   15,253       20        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -5,607)
    -313      323     -448   -4,846   -5,482   -5,607   -5,607        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      6.9      2.1     96.3     91.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        5        3       33       32       36       39
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       82,158
COMMITMENTS
   2,850   17,244   11,696   64,788   47,931   79,334   76,871    2,824    5,287

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      2,343)
    -497     -220    1,537      969    1,090    2,009    2,407      334      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     21.0     14.2     78.9     58.3     96.6     93.6      3.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       10       15       25       22       40       38
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,687
COMMITMENTS
   2,519    7,964    5,188   30,749   25,601   38,456   38,753    3,231    2,934

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      5,506)
    -343    4,767      934    4,589     -389    5,180    5,312      326      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     19.1     12.4     73.8     61.4     92.2     93.0      7.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        8        7       16       17       23       30
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,180
COMMITMENTS
   4,350      150        0    9,700   13,855   14,050   14,005      130      175

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,660)
    -100        0        0   -1,560   -1,660   -1,660   -1,660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7      1.1      0.0     68.4     97.7     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        0       16       15       18       16
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,190
COMMITMENTS
   4,147    1,775    7,748   13,809   15,961   25,704   25,484    3,486    3,706

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      3,656)
     625     -148      778    1,539    2,574    2,941    3,204      714      452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      6.1     26.5     47.3     54.7     88.1     87.3     11.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        5       12       12       11       24       23
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,207
COMMITMENTS
   2,861    3,786    2,627   21,705   20,597   27,193   27,010    1,014    1,197

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      2,754)
       1      785      357    2,071    1,374    2,428    2,516      325      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     13.4      9.3     76.9     73.0     96.4     95.8      3.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       15       15       20       22       38       40
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       83,754
COMMITMENTS
   7,854      339    9,383   56,010   60,223   73,247   69,945   10,508   13,810

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -6,371)
  -1,538   -1,078    1,148   -5,101   -6,237   -5,491   -6,167     -879     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      0.4     11.2     66.9     71.9     87.5     83.5     12.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        5       18       20       24       25
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,292
COMMITMENTS
  10,985    4,834      555    8,696   14,417   20,236   19,806    1,056    1,485

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      1,338)
    -132      695       98    1,495      454    1,461    1,248     -123       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.6     22.7      2.6     40.8     67.7     95.0     93.0      5.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      46       49       10       24       34       77       89
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       41,787
COMMITMENTS
  25,250    4,964      965   10,263   33,179   36,478   39,109    5,309    2,678

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      1,016)
   1,033    1,533      271      721     -877    2,026      927   -1,010       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.4     11.9      2.3     24.6     79.4     87.3     93.6     12.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      67       36       12       30       32      103       75
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      293,342
COMMITMENTS
  64,380   24,915   43,946  168,212  210,495  276,537  279,355   16,804   13,987

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      6,919)
    -559   -3,663    6,692      680    3,681    6,813    6,710      105      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      8.5     15.0     57.3     71.8     94.3     95.2      5.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      61       26       53       68       83      152      146
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,061
COMMITMENTS
   8,177      280      273    7,059   15,639   15,509   16,192    6,552    5,869

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,114)
    -788        0       -1   -1,381   -4,218   -2,170   -4,219       56    2,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      1.3      1.2     32.0     70.9     70.3     73.4     29.7     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        3       10       15       14       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,048
COMMITMENTS
     100        0        0    4,915    4,902    5,015    4,902       33      146

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,273)
    -114     -250        0   -1,149   -1,043   -1,263   -1,293      -10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     97.4     97.1     99.3     97.1      0.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       26       23       27       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,633
COMMITMENTS
     300      975       25   45,440   45,492   45,765   46,492      868      141

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -9,075)
    -100       50       25   -8,705   -8,885   -8,780   -8,810     -295     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      2.1      0.1     97.4     97.6     98.1     99.7      1.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        1        1       40       31       42       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,952
COMMITMENTS
       0      300        0   14,832   14,627   14,832   14,927      120       25

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -3,037)
       0      300        0   -3,037   -3,337   -3,037   -3,037        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.0     99.2     97.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       21       19       21       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,185
COMMITMENTS
       0    2,125        0    4,140    2,060    4,140    4,185       45        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,248)
     -25   -1,058      -25   -1,243     -165   -1,293   -1,248       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     50.8      0.0     98.9     49.2     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        4        0       22       11       22       15
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,670
COMMITMENTS
     194        0       38    5,129    5,542    5,361    5,580      309       90

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,399)
    -483        0        0   -1,973   -2,246   -2,456   -2,246       57     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      0.7     90.5     97.7     94.6     98.4      5.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       17       13       18       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,365
COMMITMENTS
     776    2,593      619   17,876   16,029   19,271   19,241       94      124

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,514)
    -376     -577       16   -2,154   -1,953   -2,514   -2,514        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     13.4      3.2     92.3     82.8     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        6        4       36       38       40       46
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,286
COMMITMENTS
   1,266        0      489   10,402   11,747   12,157   12,236      129       50

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -888)
    -146     -134      -51     -691     -690     -888     -875        0      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      0.0      4.0     84.7     95.6     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        2       26       30       30       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,596
COMMITMENTS
  11,193      688      745   18,388   28,497   30,326   29,930      270      666

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -753)
     333     -295     -225     -815     -307     -707     -827      -46       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6      2.2      2.4     60.1     93.1     99.1     97.8      0.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        2        5       27       33       35       40
```

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Updated October 7, 2011