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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,682
COMMITMENTS
   1,501      599        2   37,150   37,701   38,653   38,302       29      380

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -9,631)
  -1,070     -275        0   -8,540   -9,314   -9,610   -9,589      -21      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.5      0.0     96.0     97.5     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        2        1       43       44       45       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,049
COMMITMENTS
       0        0        0    7,854    7,892    7,854    7,892      195      157

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,739)
       0        0        0   -2,739   -2,749   -2,739   -2,749        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.6     98.0     97.6     98.0      2.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       24       27       24       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,269
COMMITMENTS
     121      245      238    7,770    7,573    8,129    8,056    1,140    1,213

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -970)
     -56        2      -11     -863     -952     -930     -961      -40       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      2.6      2.6     83.8     81.7     87.7     86.9     12.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        4       35       37       39       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,497
COMMITMENTS
     469      102      110    5,363    5,641    5,942    5,853      555      644

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,616)
    -189       52       25   -1,340   -1,372   -1,504   -1,295     -112     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      1.6      1.7     82.5     86.8     91.5     90.1      8.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        3        5       46       50       52       55
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,563
COMMITMENTS
      15        0       48    2,658    2,086    2,721    2,134      842    1,429

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -367)
      11        0      -11     -262     -246     -262     -257     -105     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      1.3     74.6     58.5     76.4     59.9     23.6     40.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       19       18       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,410
COMMITMENTS
     325       55       34    1,524    2,070    1,883    2,159      527      251

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -416)
    -200      -35        4      -43     -308     -239     -339     -177      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      2.3      1.4     63.2     85.9     78.1     89.6     21.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       16       16       18       18
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,836
COMMITMENTS
       0       90       20    1,467    1,489    1,487    1,599      349      237

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -361)
     -63       40      -76     -121     -290     -260     -326     -101      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      1.1     79.9     81.1     81.0     87.1     19.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       17       16       18       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,721
COMMITMENTS
       0        0        0    7,641    7,429    7,641    7,429       80      292

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,158)
       0        0        0   -2,143   -2,158   -2,143   -2,158      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     96.2     99.0     96.2      1.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       24       18       24       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,700
COMMITMENTS
       0    1,391       20   18,680   17,289   18,700   18,700        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -5,410)
       0   -2,078        0   -5,410   -3,332   -5,410   -5,410        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.4      0.1     99.9     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       28       24       29       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      312,753
COMMITMENTS
  50,458   32,883   36,151  188,349  220,843  274,958  289,877   37,795   22,876

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      1,719)
   3,514    2,703    2,218   -4,390   -2,071    1,342    2,850      377   -1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     10.5     11.6     60.2     70.6     87.9     92.7     12.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      41       25       42       66       85      133      132
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,693
COMMITMENTS
     455      524      140   10,948   10,872   11,543   11,536      150      157

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -4,594)
    -432     -256      -59   -4,228   -4,404   -4,719   -4,719      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      4.5      1.2     93.6     93.0     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        3        3       35       34       40       39
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,017
COMMITMENTS
     636    1,186      164    6,210    5,592    7,010    6,942        7       75

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -639)
       0     -155      -44     -588     -431     -632     -630       -7       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     16.9      2.3     88.5     79.7     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        5        2       24       18       30       23
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      977,952
COMMITMENTS
 154,491  337,508  328,780  417,854  266,051  901,125  932,339   76,827   45,613

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      2,742)
   6,076    9,398   -7,122    3,068    1,094    2,022    3,370      720     -628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     34.5     33.6     42.7     27.2     92.1     95.3      7.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      90      124      135       83       76      261      262
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       35,664
COMMITMENTS
       0      768        0   27,094   31,583   27,094   32,351    8,570    3,313

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -3,274)
       0        0        0   -2,326   -3,150   -2,326   -3,150     -948     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.0     76.0     88.6     76.0     90.7     24.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       14       14       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       31,584
COMMITMENTS
   1,707      174    1,558   24,840   24,930   28,105   26,662    3,479    4,922

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,833)
    -440      174     -324   -1,754   -2,202   -2,518   -2,352     -315     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.6      4.9     78.6     78.9     89.0     84.4     11.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       14       15       17       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       66,313
COMMITMENTS
       0    8,069    2,059   61,277   43,455   63,336   53,583    2,977   12,730

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -5,898)
       0       58     -600   -4,387  -14,095   -4,987  -14,637     -911    8,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.2      3.1     92.4     65.5     95.5     80.8      4.5     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        3       15       22       18       25
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      103,913
COMMITMENTS
   4,371        0    3,720   85,809   88,133   93,900   91,853   10,013   12,060

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -7,173)
    -361     -343     -350   -6,234  -13,621   -6,945  -14,314     -228    7,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      3.6     82.6     84.8     90.4     88.4      9.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        0        3       22       22       26       25
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,364,868
COMMITMENTS
 493,167  103,629  623,115  1217612  1612245  2333894  2338989   30,974   25,879

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -28,488)
  33,172   22,911  -45,316  -15,499   -5,670  -27,643  -28,075     -845     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      4.4     26.3     51.5     68.2     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      40       24       52       95       86      158      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      965,690
COMMITMENTS
 171,817   95,419  168,766  621,112  696,339  961,695  960,524    3,995    5,166

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     14,586)
   7,713   -6,119    6,964    1,754   13,364   16,431   14,209   -1,845      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      9.9     17.5     64.3     72.1     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      24       24       35       45       41       86       83
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,098
COMMITMENTS
     195      889       73   14,558   13,838   14,826   14,800      272      298

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -4,124)
      27      -61        8   -4,029   -3,964   -3,994   -4,017     -130     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.9      0.5     96.4     91.7     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        4        2       39       38       43       43
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       53,554
COMMITMENTS
  20,992      422    1,940   28,978   50,652   51,910   53,014    1,644      540

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,398)
    -672     -742      592   -1,835   -1,556   -1,915   -1,706     -483     -692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2      0.8      3.6     54.1     94.6     96.9     99.0      3.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        4       30       27       35       32
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,110
COMMITMENTS
       0    1,276      400   13,234   12,168   13,634   13,844    1,476    1,266

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -849)
       0     -140        0     -882     -767     -882     -907       33       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.4      2.6     87.6     80.5     90.2     91.6      9.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       21       21       22       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,093
COMMITMENTS
     657      858      188    7,238    8,143    8,083    9,189    2,010      904

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -431)
     -29        6       -6     -323     -325     -358     -325      -73     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      8.5      1.9     71.7     80.7     80.1     91.0     19.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       17       15       20       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,894
COMMITMENTS
   2,210    3,050      386   21,594   21,950   24,190   25,386    2,704    1,508

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,413)
     -36      -10     -106   -1,153   -1,397   -1,295   -1,513     -118      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     11.3      1.4     80.3     81.6     89.9     94.4     10.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       22       20       24       22
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,410
COMMITMENTS
     140       24       72   10,208    9,890   10,420    9,986      990    1,424

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -338)
      20       -6      -20     -501     -276     -501     -302      163      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.2      0.6     89.5     86.7     91.3     87.5      8.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       15       17       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,982
COMMITMENTS
       0      800      330    9,598    8,884    9,928   10,014    1,054      968

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -643)
       0       18      -18     -607     -709     -625     -709      -18       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      3.0     87.4     80.9     90.4     91.2      9.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       19       16       20       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,329
COMMITMENTS
   2,382        0      168   48,695   51,161   51,245   51,329       84        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        673)
   2,382     -398      168   -1,599    1,242      951    1,012     -278     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.3     94.9     99.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       15       14       16       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      746,005
COMMITMENTS
  26,145        0    3,170  716,690  742,835  746,005  746,005        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -3,350)
  26,145  -22,775    3,170  -32,665   16,255   -3,350   -3,350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.4     96.1     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       14       12       15       13
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      327,852
COMMITMENTS
  24,212        0    9,408  294,232  318,444  327,852  327,852        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -30,456)
  -7,520        0        0  -22,936  -30,456  -30,456  -30,456        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.0      2.9     89.7     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1        8       11       10       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,175
COMMITMENTS
       0        0        0   43,175   43,175   43,175   43,175        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -3,956)
       0        0        0   -3,956   -3,956   -3,956   -3,956        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       13       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      789,730
COMMITMENTS
       0        0        0  789,730  789,730  789,730  789,730        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -59,032)
       0        0        0  -59,032  -59,032  -59,032  -59,032        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       11       14       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      138,173
COMMITMENTS
   1,585        0      924  135,473  137,249  137,982  138,173      191        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -10,879)
      69        0     -115  -10,810  -10,741  -10,856  -10,856      -23      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.7     98.0     99.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       18       24       19       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,394,827
COMMITMENTS
       0   14,657   17,958  2376869  2362212  2394827  2394827        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:   -176,344)
       0   -8,272        0 -176,344 -168,072 -176,344 -176,344        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.7     99.3     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       17       26       18       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,991
COMMITMENTS
   3,232    1,727    1,350   38,409   39,914   42,991   42,991        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,990)
     230     -115     -230   -2,967   -2,645   -2,967   -2,990      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      4.0      3.1     89.3     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       26       19       30       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,105,426
COMMITMENTS
  47,130   34,733   15,080  1043216  1055613  1105426  1105426        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -66,552)
  -1,504   -2,632        0  -65,048  -63,920  -66,552  -66,552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.1      1.4     94.4     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        2       24       17       28       20
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,676
COMMITMENTS
     105    1,191       84   49,403   48,146   49,592   49,421       84      255

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -3,197)
       0        0        0   -3,151   -3,174   -3,151   -3,174      -46      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.4      0.2     99.5     96.9     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       19       19       20       21
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,223
COMMITMENTS
     630    3,741       84   37,341   34,314   38,055   38,139      168       84

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,392)
     460      276     -736   -2,093   -1,909   -2,369   -2,369      -23      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      9.8      0.2     97.7     89.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       14       13       16       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,645
COMMITMENTS
     699        0        0   19,691   20,624   20,390   20,624      255       21

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,541)
     -69      -92        0   -1,472   -1,380   -1,541   -1,472        0      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      0.0     95.4     99.9     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       14       14       16       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      915,380
COMMITMENTS
  25,849    7,925    3,840  885,691  903,615  915,380  915,380        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -49,632)
       0   -1,880        0  -49,632  -47,752  -49,632  -49,632        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.9      0.4     96.8     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        1       20       20       23       22
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      874,461
COMMITMENTS
 116,225        0    9,175  749,061  865,286  874,461  874,461        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -27,437)
     752        0     -752  -27,437  -26,685  -27,437  -27,437        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      0.0      1.0     85.7     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       16       10       18       11
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      140,556
COMMITMENTS
       0    6,005        0  140,556  134,551  140,556  140,556        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -29,054)
       0        0        0  -29,054  -29,054  -29,054  -29,054        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,097
COMMITMENTS
     105       10      120   21,550   21,246   21,775   21,376      322      721

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,115)
     -35        0       75   -1,116   -1,225   -1,076   -1,150      -39       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.5     97.5     96.1     98.5     96.7      1.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        1        3       37       35       40       38
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,116
COMMITMENTS
     245        8      151   10,536   10,623   10,932   10,782      184      334

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,184)
     -43      -15       12   -1,152   -1,161   -1,183   -1,164       -1      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.1      1.4     94.8     95.6     98.3     97.0      1.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        2       20       21       24       23
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,222
COMMITMENTS
      45       95      120    7,749    7,553    7,914    7,768      308      454

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -670)
      15        0      -10     -630     -647     -625     -657      -45      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.2      1.5     94.2     91.9     96.3     94.5      3.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       25       21       26       23
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,351
COMMITMENTS
      30        0       20   10,146   10,258   10,196   10,278    1,155    1,073

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -536)
    -115        0       20     -405     -436     -500     -416      -36     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.2     89.4     90.4     89.8     90.5     10.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       19       17       20       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,523,907
COMMITMENTS
 337,970  172,828  387,491  726,687  901,488  1452148  1461807   71,759   62,100

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     29,104)
  19,446    6,992    8,516    6,239   19,266   34,201   34,774   -5,097   -5,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     11.3     25.4     47.7     59.2     95.3     95.9      4.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     118      102      162       91      102      295      296
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      206,435
COMMITMENTS
  53,266   18,423    5,140  113,812  137,984  172,218  161,547   34,217   44,888

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -9,745)
  -2,575     -575      -48   -5,409   -5,938   -8,032   -6,561   -1,713   -3,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      8.9      2.5     55.1     66.8     83.4     78.3     16.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        7       12       18       22       31       36
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,726
COMMITMENTS
     238      826      223   17,265   16,677   17,726   17,726        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -4,884)
      88     -601     -100   -4,860   -4,183   -4,872   -4,884      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.7      1.3     97.4     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        5        4       37       35       43       42
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       78,863
COMMITMENTS
   3,155   18,230    9,300   64,035   46,759   76,490   74,289    2,373    4,574

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        597)
     118      497      380      185      218      683    1,095      -86     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     23.1     11.8     81.2     59.3     97.0     94.2      3.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       11       15       25       22       41       38
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,022
COMMITMENTS
   2,554    4,960    3,080   26,974   25,103   32,608   33,143    3,414    2,879

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -139)
     195       62     -145     -260      470     -210      387       71     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     13.8      8.6     74.9     69.7     90.5     92.0      9.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        5       16       17       21       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,435
COMMITMENTS
   2,050      150        0   11,385   13,210   13,435   13,360        0       75

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,485)
      50        0        0   -1,535   -1,485   -1,485   -1,485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      1.1      0.0     84.7     98.3    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        0       20       18       23       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,813
COMMITMENTS
  14,262    1,625      273    4,064   18,156   18,599   20,054    2,214      759

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        453)
     237     -104      -14      -63      434      160      316      293      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.5      7.8      1.3     19.5     87.2     89.4     96.4     10.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      64       18        6       20       35       88       56
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       42,146
COMMITMENTS
  29,934    1,926      533    3,067   38,316   33,534   40,775    8,612    1,371

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      3,042)
   2,042      610       84     -241    2,236    1,885    2,930    1,157      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.0      4.6      1.3      7.3     90.9     79.6     96.7     20.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      95       17        8       16       41      114       64
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      261,739
COMMITMENTS
  80,449   26,675   25,511  135,564  197,614  241,524  249,800   20,215   11,939

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     10,193)
   6,235    3,091   -1,179    3,345    8,945    8,401   10,857    1,792     -664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     10.2      9.7     51.8     75.5     92.3     95.4      7.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      73       17       48       69       86      160      138
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,743
COMMITMENTS
  10,541        0       79    7,223   18,559   17,843   18,638    5,900    5,105

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,639)
     538        0     -159   -1,746   -2,583   -1,367   -2,742     -272    1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4      0.0      0.3     30.4     78.2     75.2     78.5     24.8     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        3       14       18       18       21
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,710
COMMITMENTS
       0        0        0   23,653   23,915   23,653   23,915    1,057      795

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.7     96.8     95.7     96.8      4.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,577
COMMITMENTS
     214      250        0    4,278    4,327    4,492    4,577       85        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -775)
     -50      250     -300     -460     -675     -810     -725       35      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      5.5      0.0     93.5     94.5     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       24       26       25       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       49,504
COMMITMENTS
     500        0        0   47,632   49,066   48,132   49,066    1,372      438

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -7,914)
       0      -25      -25   -8,376   -8,164   -8,401   -8,214      487      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     96.2     99.1     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        0        0       40       36       42       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,797
COMMITMENTS
       0        0        0   17,677   17,772   17,677   17,772      120       25

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,341)
       0        0        0   -2,341   -2,366   -2,341   -2,366        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.3     99.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       22       14       22       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,338
COMMITMENTS
       0    2,183       50    4,288    2,105    4,338    4,338        0        0

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,763)
     -50   -1,663       50   -1,763     -150   -1,763   -1,763        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     50.3      1.2     98.8     48.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        4        1       25       13       26       18
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,716
COMMITMENTS
     478        0      120    6,902    7,478    7,500    7,598      216      118

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -3,015)
  -1,053        0        0   -1,914   -2,990   -2,967   -2,990      -48      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.0      1.6     89.5     96.9     97.2     98.5      2.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       21       18       23       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,354
COMMITMENTS
     960    3,204      480   17,884   15,610   19,324   19,294       30       60

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,031)
    -120     -166      -31   -1,772   -1,789   -1,923   -1,986     -108      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     16.6      2.5     92.4     80.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        5        4       41       40       48       46
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,662
COMMITMENTS
   2,623       19      309    8,540   11,271   11,472   11,599      190       63

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,727)
  -1,056       19       89   -1,746   -2,725   -2,713   -2,617      -14     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      0.2      2.6     73.2     96.6     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        2       25       28       31       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,448
COMMITMENTS
   9,597      883      805   15,490   23,976   25,892   25,664      556      784

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,980)
  -1,273     -270     -125   -1,436   -2,589   -2,834   -2,984     -146        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      3.3      3.0     58.6     90.7     97.9     97.0      2.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        4        7       30       30       40       41
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,484
COMMITMENTS
   1,770        0       42    8,093   11,489    9,905   11,531    3,579    1,953

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,077)
  -1,073        0        0     -112   -1,381   -1,185   -1,381     -892     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      0.0      0.3     60.0     85.2     73.5     85.5     26.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       16       21       18       22
```

----

Updated September 9, 2011