```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,947
COMMITMENTS
   2,469      884        2   39,390   40,619   41,861   41,505       86      442

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        858)
      80       70        0      814      768      894      838      -36       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      2.1      0.0     93.9     96.8     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        2        1       39       46       41       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,927
COMMITMENTS
       0        0        0   10,719   10,762   10,719   10,762      208      165

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:       -227)
       0        0        0     -267     -267     -267     -267       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     98.5     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       26       30       26       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,976
COMMITMENTS
     170      275      284    8,380    8,184    8,834    8,743    1,142    1,233

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        390)
      15       28       -4      366      421      377      445       13      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      2.8      2.8     84.0     82.0     88.6     87.6     11.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        5       34       39       39       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,904
COMMITMENTS
     578       40      121    6,511    6,828    7,210    6,989      694      915

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        356)
      55        0      -60      343      397      338      337       18       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.5      1.5     82.4     86.4     91.2     88.4      8.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        1        5       45       50       51       55
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,764
COMMITMENTS
       4        0       59    2,747    2,292    2,810    2,351      954    1,413

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        -41)
       0        0        0      -41      -48      -41      -48        0        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.6     73.0     60.9     74.7     62.5     25.3     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       20       19       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,782
COMMITMENTS
     675       95       25    1,414    2,372    2,114    2,492      668      290

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         39)
     -85      -20       20       70       55        5       55       34      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      3.4      0.9     50.8     85.3     76.0     89.6     24.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       16       18       17
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        1,787
COMMITMENTS
       0        0        0    1,779    1,787    1,779    1,787        8        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        115)
       0        0        0      115      115      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       16       13       16
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,597
COMMITMENTS
       0        0        0    8,502    8,305    8,502    8,305       95      292

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        437)
       0        0        0      437      437      437      437        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9     96.6     98.9     96.6      1.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       24       20       24       20
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,663
COMMITMENTS
       0    3,314       30   20,633   17,319   20,663   20,663        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,507)
       0       75        0    1,507    1,432    1,507    1,507        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.0      0.1     99.9     83.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       33       25       34       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      366,041
COMMITMENTS
  40,842   27,651   61,713  226,593  247,300  329,148  336,663   36,893   29,378

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -2,856)
  -4,535   -1,758    2,293    1,544   -1,874     -698   -1,339   -2,158   -1,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      7.6     16.9     61.9     67.6     89.9     92.0     10.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      35       27       45       72       86      135      134
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       98,089
COMMITMENTS
      31    6,074   26,502   66,681   62,707   93,214   95,283    4,875    2,806

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,743)
      16       49      796      785      896    1,597    1,741      146        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.2     27.0     68.0     63.9     95.0     97.1      5.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        8        9       12       12       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,312
COMMITMENTS
     862      980      224   15,226   15,101   16,312   16,305        0        7

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:       -191)
  -1,200      -45       29      980     -125     -191     -141        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      6.0      1.4     93.3     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5        4        4       49       34       56       41
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,248
COMMITMENTS
     616    1,225      120    6,498    5,873    7,234    7,218       14       30

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        479)
    -309      200        0      788      279      479      479        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     16.9      1.7     89.7     81.0     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        1       23       19       29       23
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,055,408
COMMITMENTS
 168,762  344,585  366,891  432,395  293,579  968,048  1005055   87,360   50,353

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:       -795)
    -415      741   -2,106   -1,029    3,243   -3,550    1,878    2,755   -2,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     32.6     34.8     41.0     27.8     91.7     95.2      8.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     110      129      158       84       77      291      279
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       38,938
COMMITMENTS
       0      768        0   29,420   34,733   29,420   35,501    9,518    3,437

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.0     75.6     89.2     75.6     91.2     24.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       14       14       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       34,272
COMMITMENTS
   1,692        0    1,852   26,934   27,057   30,478   28,909    3,794    5,363

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        542)
     680        0     -224      198      -66      654     -290     -112      832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      5.4     78.6     78.9     88.9     84.4     11.1     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        3       14       15       17       18
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,719,912
COMMITMENTS
  94,974   87,057  567,812  1051183  1060760  1713970  1715630    5,942    4,283

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     29,741)
   1,740    5,868   12,941   15,752   11,674   30,433   30,483     -692     -742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      5.1     33.0     61.1     61.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      45       30       60       72       72      141      138
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       52,392
COMMITMENTS
   5,403   10,011   26,230   19,840   15,301   51,472   51,542      920      850

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      2,523)
  -1,063    1,859    1,069    2,374     -517    2,380    2,411      143      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     19.1     50.1     37.9     29.2     98.2     98.4      1.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       14       18       17       21       37       41
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       72,125
COMMITMENTS
       0    7,463    2,599   65,576   58,072   68,175   68,134    3,950    3,991

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         60)
       0       60        0       60        0       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.3      3.6     90.9     80.5     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        3       17       23       20       26
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       67,002
COMMITMENTS
   4,179    4,077      738   53,303   53,079   58,220   57,894    8,781    9,108

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      3,958)
      36    4,077      -40    4,329       38    4,325    4,075     -367     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      6.1      1.1     79.6     79.2     86.9     86.4     13.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       17       16       19
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      112,012
COMMITMENTS
   4,439      556    4,185   92,290  102,231  100,914  106,972   11,098    5,040

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        185)
       0      285      -16      201      -84      185      185       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.5      3.7     82.4     91.3     90.1     95.5      9.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       23       25       27       28
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,464,642
COMMITMENTS
 478,842   76,866  694,111  1263261  1671160  2436214  2442137   28,428   22,505

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     20,290)
 -14,158   -7,571   31,170    6,001   -2,423   23,013   21,176   -2,723     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      3.1     28.2     51.3     67.8     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      45       18       53       99       93      162      147
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,009,810
COMMITMENTS
 177,893  130,756  170,087  655,857  705,716  1003837  1006559    5,973    3,251

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     40,159)
  29,452   29,428    2,723    8,019    8,259   40,194   40,410      -35     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     12.9     16.8     64.9     69.9     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      21       28       37       46       42       87       87
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,903
COMMITMENTS
     191      950       95   17,298   16,430   17,584   17,475      319      428

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,885)
     134     -304       58    1,750    2,097    1,942    1,851      -57       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      5.3      0.5     96.6     91.8     98.2     97.6      1.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        3        3       41       46       45       52
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,584
COMMITMENTS
       0        0        0    1,578    1,554    1,578    1,554        6       30

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     98.1     99.6     98.1      0.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,105
COMMITMENTS
       0      249       97    1,313      921    1,410    1,267      695      838

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.8      4.6     62.4     43.8     67.0     60.2     33.0     39.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       17       15       19       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,555
COMMITMENTS
      22        0       40    1,121    1,169    1,183    1,209      372      346

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         89)
      22        0       40       38       62      100      102      -11      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      2.6     72.1     75.2     76.1     77.7     23.9     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       23       21       24
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      200,065
COMMITMENTS
  17,163    3,111   20,926  160,019  175,228  198,108  199,265    1,957      800

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        971)
   1,140      587     -491      293      864      943      961       29       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      1.6     10.5     80.0     87.6     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        7        7       33       34       42       42
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,074
COMMITMENTS
      93      960    2,275   22,009   21,649   24,378   24,884    1,696    1,190

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        653)
    -413       74      598      174      -51      359      621      293       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      3.7      8.7     84.4     83.0     93.5     95.4      6.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       24       22       25       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,652
COMMITMENTS
     686      852      194    7,687    8,598    8,567    9,644    2,085    1,008

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        -12)
       0        0        0      228      -12      228      -12     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      8.0      1.8     72.2     80.7     80.4     90.5     19.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       17       16       20       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,305
COMMITMENTS
   2,262    3,060      490   22,747   23,347   25,499   26,897    2,806    1,408

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         28)
       0        0        0       14        0       14        0       14       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     10.8      1.7     80.4     82.5     90.1     95.0      9.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       23       21       26       24
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,692
COMMITMENTS
     186        0      122   10,523   10,110   10,831   10,232      861    1,460

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         30)
     -24        0       24       30       48       30       72        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      1.0     90.0     86.5     92.6     87.5      7.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       15       15       17       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,567
COMMITMENTS
       0      748      348   10,147    9,593   10,495   10,689    1,072      878

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         20)
       0       30        0       20      -10       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      3.0     87.7     82.9     90.7     92.4      9.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       20       17       22       19
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,919
COMMITMENTS
     330      529      378   16,971   18,188   17,679   19,095    2,240      824

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:       -326)
       0      -88       36     -357     -269     -320     -320       -6       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      2.7      1.9     85.2     91.3     88.8     95.9     11.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       19       16       22       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,635
COMMITMENTS
       0      398        0   50,273   49,898   50,273   50,296      362      339

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      5,184)
       0        0        0    5,184    5,100    5,184    5,100        0       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     99.3     98.5     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       13       14       14
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      746,245
COMMITMENTS
       0   22,775        0  746,245  723,470  746,245  746,245        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:    112,910)
       0   17,725        0  112,910   95,185  112,910  112,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      0.0    100.0     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       13       14       14
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      358,308
COMMITMENTS
  31,732        0    9,408  317,168  348,900  358,308  358,308        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.0      2.6     88.5     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1        8       11       10       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,131
COMMITMENTS
       0        0        0   47,131   47,131   47,131   47,131        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        172)
       0        0        0      172      172      172      172        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       13       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      848,762
COMMITMENTS
       0        0        0  848,762  848,762  848,762  848,762        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       11       14       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      149,052
COMMITMENTS
   1,516        0    1,039  146,283  147,990  148,838  149,029      214       23

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.7     98.1     99.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       20       25       22       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,570,403
COMMITMENTS
       0   24,849   17,958  2552445  2527596  2570403  2570403        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          0)
       0   -3,840        0        0    3,840        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.7     99.3     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       18       26       19       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,981
COMMITMENTS
   3,002    1,842    1,580   41,376   42,559   45,958   45,981       23        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         42)
       0        0        0       42       42       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      4.0      3.4     90.0     92.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        3       27       19       31       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,170,058
COMMITMENTS
  48,634   37,365   15,080  1106344  1117613  1170058  1170058        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,920)
  -1,920        0    1,920    1,920        0    1,920    1,920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      3.2      1.3     94.6     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       26       19       30       22
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,132
COMMITMENTS
     189        0       84   48,729   48,770   49,002   48,854      130      278

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.2     99.2     99.3     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       19       20       21       21
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,014
COMMITMENTS
     650      851    1,145   12,219   12,018   14,014   14,014        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      6.1      8.2     87.2     85.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3        9       10       12       13
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,615
COMMITMENTS
     170    3,465      820   39,434   36,223   40,424   40,508      191      107

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      2,550)
       0        0        0    2,550    2,550    2,550    2,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      8.5      2.0     97.1     89.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       16       13       18       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       23,551
COMMITMENTS
     556      445      212   22,528   22,804   23,296   23,461      255       90

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          6)
       0      -44        0        6       51        6        6        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.9      0.9     95.7     96.8     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       15       15       18       17
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      368,864
COMMITMENTS
       0        0        0  368,864  368,864  368,864  368,864        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14        8       14        8
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      943,042
COMMITMENTS
  27,399    9,805    3,840  911,803  929,397  943,042  943,042        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      2,304)
  -2,304        0    2,304    2,304        0    2,304    2,304        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.0      0.4     96.7     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       20       22       23       24
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      901,898
COMMITMENTS
 115,473        0    9,927  776,498  891,971  901,898  901,898        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     46,800)
       0        0        0   46,800   46,800   46,800   46,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      0.0      1.1     86.1     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       17       10       19       11
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      169,610
COMMITMENTS
       0    6,005        0  169,610  163,605  169,610  169,610        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      0.0    100.0     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       12       12       13
 
 
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE         Code-064A88
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      341,792
COMMITMENTS
  10,656        0        0  331,136  341,792  341,792  341,792        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.0     96.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0        9       14       10       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,795
COMMITMENTS
     160       10       45   22,212   22,015   22,417   22,070      378      725

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        127)
       0        0        0      133      126      133      126       -6        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.2     97.4     96.6     98.3     96.8      1.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        1        2       36       35       38       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,297
COMMITMENTS
     278       23      139   11,695   11,781   12,112   11,943      185      354

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         29)
     -32        3       -5       37        2        0        0       29       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.2      1.1     95.1     95.8     98.5     97.1      1.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       20       21       24       23
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,632
COMMITMENTS
       0       95      150    8,119    7,930    8,269    8,175      363      457

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        205)
       0        0        0      195      205      195      205       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      1.7     94.1     91.9     95.8     94.7      4.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       24       22       25       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,811
COMMITMENTS
     145        0        0   10,553   10,618   10,698   10,618    1,113    1,193

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        370)
       0        0        0      315      340      315      340       55       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     89.3     89.9     90.6     89.9      9.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       19       18       20       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,705,135
COMMITMENTS
 319,729  139,232  923,761  1374996  1571443  2618486  2634436   86,649   70,699

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:   -207,122)
   3,704     -308 -131,940  -75,286  -69,093 -203,522 -201,341   -3,600   -5,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      5.1     34.1     50.8     58.1     96.8     97.4      3.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     142      106      186      100      108      331      318
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      324,816
COMMITMENTS
 157,449   32,644   33,746  129,788  252,224  320,984  318,613    3,832    6,203

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:    -15,219)
 -10,099   -1,099   -1,775   -3,002  -12,060  -14,876  -14,934     -343     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.5     10.0     10.4     40.0     77.7     98.8     98.1      1.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7       15       18       25       25       43       47
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      213,524
COMMITMENTS
  56,443   19,168    4,474  116,937  143,480  177,854  167,122   35,670   46,402

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      2,499)
  -1,175      541    1,340    2,093   -1,658    2,258      223      241    2,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      9.0      2.1     54.8     67.2     83.3     78.3     16.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        8       10       20       21       33       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,190
COMMITMENTS
  18,141    3,030   25,446   73,130   89,134  116,718  117,610    3,472    2,580

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -5,845)
  -2,202      318   -1,461   -1,774   -4,670   -5,437   -5,814     -408      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      2.5     21.2     60.8     74.2     97.1     97.9      2.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      25        7       27       27       25       60       54
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      536,760
COMMITMENTS
  27,481    4,624  103,527  389,259  412,704  520,267  520,855   16,493   15,905

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     10,960)
   2,132    1,890    1,099    7,282    7,835   10,513   10,824      447      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.9     19.3     72.5     76.9     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        3       14       34       35       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,650
COMMITMENTS
     150    1,427      323   22,165   20,900   22,638   22,650       12        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        703)
       0   -1,143      -25      728    1,871      703      703        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      6.3      1.4     97.9     92.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        8        4       38       37       42       46
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       78,287
COMMITMENTS
   3,030   17,534    9,001   63,567   46,710   75,598   73,245    2,689    5,042

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -3,865)
      73   -3,503      137   -3,703     -731   -3,493   -4,097     -372      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     22.4     11.5     81.2     59.7     96.6     93.6      3.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        8       13       25       22       39       36
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,377
COMMITMENTS
   2,711    5,899    2,947   27,307   24,421   32,965   33,267    3,412    3,110

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,321)
     255    1,646      -93    1,203     -532    1,365    1,021      -44      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     16.2      8.1     75.1     67.1     90.6     91.5      9.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        6        5       16       17       21       26
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,710
COMMITMENTS
   2,000      150        0   12,710   14,485   14,710   14,635        0       75

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          0)
      99        0        0        0        0       99        0      -99        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      1.0      0.0     86.4     98.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        0       20       18       23       19
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,044
COMMITMENTS
   3,481    1,439    4,343    9,775   11,546   17,599   17,329    4,445    4,716

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:       -904)
     967     -603   -1,732     -174       31     -938   -2,303       34    1,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      6.5     19.7     44.3     52.4     79.8     78.6     20.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4       10       11       10       21       20
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,513
COMMITMENTS
   2,401    3,055    2,275   19,871   19,265   24,547   24,595      966      917

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        976)
     -62      417     -443    1,503    1,101      999    1,074      -23      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     12.0      8.9     77.9     75.5     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7       14       13       19       22       35       40
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,521
COMMITMENTS
   8,227    1,411    8,472   58,539   64,873   75,237   74,756   14,283   14,765

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      3,510)
     846      428      190    4,588    4,354    5,624    4,972   -2,114   -1,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      1.6      9.5     65.4     72.5     84.0     83.5     16.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        3       18       19       23       22
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,159
COMMITMENTS
  14,535    1,752      450    5,121   19,315   20,106   21,517    2,053      642

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:       -649)
    -175       61     -147     -265     -409     -588     -495      -61     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.6      7.9      2.0     23.1     87.2     90.7     97.1      9.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      66       20       12       27       36       98       65
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       48,000
COMMITMENTS
  30,190    1,666      833    9,703   44,091   40,726   46,590    7,274    1,410

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      5,845)
   4,160     -806      134      293    6,394    4,587    5,722    1,258      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.9      3.5      1.7     20.2     91.9     84.8     97.1     15.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      93       14        9       21       37      117       58
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      278,457
COMMITMENTS
  67,015   21,325   40,285  153,145  202,075  260,445  263,685   18,012   14,772

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -7,105)
   2,447    3,497    1,347  -10,426  -11,301   -6,633   -6,457     -473     -648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      7.7     14.5     55.0     72.6     93.5     94.7      6.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      61       18       51       79       88      160      144
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,146
COMMITMENTS
   8,666        0      238    9,143   20,376   18,047   20,614    6,099    3,532

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        901)
     474     -271      -37      925    2,467    1,362    2,159     -461   -1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9      0.0      1.0     37.9     84.4     74.7     85.4     25.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        3       16       18       20       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,239
COMMITMENTS
     314        0      300    4,575    4,889    5,189    5,189       50       50

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      330      330      330      330       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.0      5.7     87.3     93.3     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        2       26       29       29       31
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,068
COMMITMENTS
     500      175       75   53,593   54,680   54,168   54,930      900      138

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      2,274)
       0      -25        0    2,274    2,274    2,274    2,249        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.3      0.1     97.3     99.3     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        1        1       42       38       44       39
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,228
COMMITMENTS
       0        0        0   20,108   20,228   20,108   20,228      120        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        251)
       0        0        0      251      251      251      251        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       22       17       22       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,601
COMMITMENTS
      50    3,446        0    5,551    2,155    5,601    5,601        0        0

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        225)
      50      270     -120      295       75      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     61.5      0.0     99.1     38.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        0       24       16       25       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,624
COMMITMENTS
   1,431        0      155    8,774   10,326   10,360   10,481      264      143

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        307)
      50        0        0      257      304      307      304        0        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.0      1.5     82.6     97.2     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       24       22       26       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,190
COMMITMENTS
     984    2,938      614   19,454   17,533   21,052   21,085      138      105

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,113)
       0       -4      100    1,013    1,017    1,113    1,113        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     13.9      2.9     91.8     82.7     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        5        4       40       40       48       46
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,694
COMMITMENTS
   3,550        0      349    9,641   13,246   13,540   13,595      154       99

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        200)
    -255        0        0      395      236      140      236       60      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      0.0      2.5     70.4     96.7     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        0        2       26       31       32       33
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,394
COMMITMENTS
  12,770    1,063      702   16,220   27,789   29,692   29,554      702      840

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        426)
     -27        0        0      573      426      546      426     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.0      3.5      2.3     53.4     91.4     97.7     97.2      2.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10        5        7       30       28       42       39
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,166
COMMITMENTS
   2,754      166       51    6,655   11,412    9,460   11,629    4,706    2,537

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      1.2      0.4     47.0     80.6     66.8     82.1     33.2     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       11       16       14       18
```

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Updated August 26, 2011