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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,677
COMMITMENTS
     621      589    1,050   39,456   40,000   41,127   41,639      550       38

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      4,637)
      62        3        0    4,592    4,749    4,654    4,752      -17     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.4      2.5     94.7     96.0     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        4        1       36       43       37       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,770
COMMITMENTS
       0        0        0   12,510   12,690   12,510   12,690      260       80

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         82)
       0        0        0       82       82       82       82        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.0     99.4     98.0     99.4      2.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       22       30       22       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,139
COMMITMENTS
     217      316      752   13,042   12,934   14,011   14,002    1,128    1,137

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        -48)
      20       10       15      -60      -68      -25      -43      -23       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      2.1      5.0     86.1     85.4     92.5     92.5      7.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        4       38       40       42       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,831
COMMITMENTS
     581       70      101    5,459    6,004    6,141    6,175      690      656

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        129)
      -8        5        7      111      124      110      136       19       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      1.0      1.5     79.9     87.9     89.9     90.4     10.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        2        4       42       48       47       53
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,656
COMMITMENTS
       0      145        0    6,186    5,803    6,186    5,948      470      708

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         86)
       0       10        0       46       -4       46        6       40       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.0     92.9     87.2     92.9     89.4      7.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       19       20       19       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,954
COMMITMENTS
       0      693      278    4,694    4,673    4,972    5,644      982      310

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         70)
       0       -5      -10       59       39       49       24       21       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.6      4.7     78.8     78.5     83.5     94.8     16.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       18       22       19       24
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,205
COMMITMENTS
       0       48       60    1,774    1,357    1,834    1,465      371      740

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        115)
       0        5        0       79     -187       79     -182       36      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      2.7     80.5     61.5     83.2     66.4     16.8     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       16       17       18
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,684
COMMITMENTS
     170        0       12    1,963    2,137    2,145    2,149      539      535

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        142)
      15        0      -10      139      153      144      143       -2       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.0      0.4     73.1     79.6     79.9     80.1     20.1     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       22       24       24       25
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,461
COMMITMENTS
       0        0        0   10,392   10,429   10,392   10,429       69       32

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        135)
       0        0        0      135      133      135      133        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.3     99.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       16       21       16
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,551
COMMITMENTS
       0      458      150    6,977    6,912    7,127    7,520      424       31

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      243      253      243      253       17        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      2.0     92.4     91.5     94.4     99.6      5.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       16       17       17       20
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,832
COMMITMENTS
       0    1,260      463   19,269   18,109   19,732   19,832      100        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         99)
       0       65        0       99       34       99       99        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.4      2.3     97.2     91.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       29       25       30       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      330,368
COMMITMENTS
  42,160   30,372   58,051  185,366  215,396  285,577  303,819   44,791   26,549

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     12,462)
   1,949     -555    1,466    3,400    9,151    6,815   10,062    5,647    2,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      9.2     17.6     56.1     65.2     86.4     92.0     13.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      40       28       44       76       71      143      122
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,107
COMMITMENTS
     134    2,939      229   11,622    8,831   11,985   11,999      122      108

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        521)
       0      150        0      521      352      521      502        0       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     24.3      1.9     96.0     72.9     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1        5        3       41       39       44       46
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,960
COMMITMENTS
     570    1,500      200   16,190   15,230   16,960   16,930        0       30

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        730)
    -100        0      100      730      630      730      730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      8.8      1.2     95.5     89.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        1       23       28       26       30
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,280
COMMITMENTS
     975      605    1,575   11,730   12,100   14,280   14,280        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      4.2     11.0     82.1     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       14       15       16
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        3,355
COMMITMENTS
     420      824       85    2,381    2,048    2,886    2,957      469      398

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         11)
       0        7        0       10       -6       10        1        1       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     24.6      2.5     71.0     61.0     86.0     88.1     14.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       10       11       14       15
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,519
COMMITMENTS
     525      150        0   12,743   14,067   13,268   14,217    1,251      302

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,280)
     300      150        0      918    1,112    1,218    1,262       62       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.0      0.0     87.8     96.9     91.4     97.9      8.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       22       17       24       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,086,018
COMMITMENTS
 238,134  304,511  383,331  393,253  357,942  1014718  1045784   71,300   40,234

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      9,311)
   5,567    5,469    8,214   -1,171   -6,497   12,610    7,186   -3,299    2,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     28.0     35.3     36.2     33.0     93.4     96.3      6.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     106      115      146       74       67      265      254
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       28,336
COMMITMENTS
     297    3,660      898   24,209   17,924   25,404   22,482    2,932    5,854

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     12.9      3.2     85.4     63.3     89.7     79.3     10.3     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       11       13       12       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      100,098
COMMITMENTS
  14,697   49,248   21,175   61,077   27,750   96,949   98,173    3,149    1,925

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,228)
    -109    3,125   -1,278    3,001     -311    1,614    1,536     -386     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     49.2     21.2     61.0     27.7     96.9     98.1      3.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       11       13       19       20       34       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       56,543
COMMITMENTS
       0      393    2,122   49,529   45,534   51,651   48,049    4,892    8,494

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        338)
       0       64       60      278      114      338      238        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      3.8     87.6     80.5     91.3     85.0      8.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       16       16       17
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,679,935
COMMITMENTS
 478,374   86,421  781,339  1391697  1789609  2651410  2657369   28,525   22,566

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,731)
   1,673    1,073    5,762   -5,595   -3,633    1,840    3,202     -109   -1,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      3.2     29.2     51.9     66.8     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      35       15       41       96       83      144      127
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,294,661
COMMITMENTS
 191,988  109,104  345,631  754,279  838,118  1291898  1292853    2,763    1,808

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     16,638)
  18,719    4,979    4,492   -6,781   13,063   16,430   22,534      208   -5,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      8.4     26.7     58.3     64.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       18       31       42       40       81       76
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,070
COMMITMENTS
   1,020      120       75    5,210    5,880    6,305    6,075      765      995

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         45)
     120       45        0     -450     -235     -330     -190      375      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      1.7      1.1     73.7     83.2     89.2     85.9     10.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13       15       16       16
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,896
COMMITMENTS
   4,728    6,848    3,826    4,082    2,505   12,636   13,179    1,260      717

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        654)
    -118      102       55     -183      149     -246      306      900      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     49.3     27.5     29.4     18.0     90.9     94.8      9.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       17       18        5        4       24       25
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,125
COMMITMENTS
   2,880    2,120    1,370    1,450    2,105    5,700    5,595      425      530

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        120)
     -30      385     -140      235      -70       65      175       55      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     34.6     22.4     23.7     34.4     93.1     91.3      6.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4       11       12        5        5       18       19
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,921
COMMITMENTS
   1,428    2,498      335   20,918   19,760   22,681   22,593      240      328

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        434)
      43       51       31      352      322      426      404        8       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     10.9      1.5     91.3     86.2     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        4        4       34       43       41       48
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,710
COMMITMENTS
     108        0      106    1,641    1,862    1,855    1,968      855      742

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        215)
      76        0        1      -68      160        9      161      206       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      3.9     60.6     68.7     68.5     72.6     31.5     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       18       18       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,737
COMMITMENTS
      68      203       40    1,078    1,053    1,186    1,296      551      441

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         44)
     -69       35        9      159       51       99       95      -55      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     11.7      2.3     62.1     60.6     68.3     74.6     31.7     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       23       22       24       24
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       65,940
COMMITMENTS
   9,221      229    5,257   50,055   59,394   64,533   64,880    1,407    1,060

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,202)
     210        0     -140    1,132    1,342    1,202    1,202        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      0.3      8.0     75.9     90.1     97.9     98.4      2.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        4       35       31       41       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,468
COMMITMENTS
     568      712    2,350   12,314   12,908   15,232   15,970    1,236      498

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        -22)
       0      108      -80       62      -50      -18      -22       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      4.3     14.3     74.8     78.4     92.5     97.0      7.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       20       17       23       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,500
COMMITMENTS
     264    1,180       36    6,577    5,915    6,877    7,131    1,623    1,369

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         46)
       0       60        0       70      -14       70       46      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     13.9      0.4     77.4     69.6     80.9     83.9     19.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       16       15       18       18
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,090
COMMITMENTS
   3,578      400      536    8,213   11,887   12,327   12,823      763      267

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -270)
    -240        0      -30        0     -240     -270     -270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      3.1      4.1     62.7     90.8     94.2     98.0      5.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       18       21       21       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,064
COMMITMENTS
     552    1,880      538   19,702   19,746   20,792   22,164    2,272      900

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      8.2      2.3     85.4     85.6     90.1     96.1      9.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       27       25       30       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,759
COMMITMENTS
   1,194        0      116    5,959    6,740    7,269    6,856    1,490    1,903

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        -52)
       0        0        0      -52       52      -52       52        0     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.0      1.3     68.0     76.9     83.0     78.3     17.0     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       16       16       17       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,019
COMMITMENTS
   3,230    2,406      154    7,283    8,669   10,667   11,229    1,352      790

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        120)
    -240        0        0        0        0     -240        0      360      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     20.0      1.3     60.6     72.1     88.8     93.4     11.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,586
COMMITMENTS
     298    2,588      840   10,463    8,870   11,601   12,298      985      288

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        102)
       0      198        0       98       24       98      222        4     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     20.6      6.7     83.1     70.5     92.2     97.7      7.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       18       16       20       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,319
COMMITMENTS
       0        0        0   56,319   56,319   56,319   56,319        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        128)
       0        0        0      128      128      128      128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       15       21       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      933,563
COMMITMENTS
       0        0        0  933,563  933,563  933,563  933,563        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       17       17       17
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       25,151
COMMITMENTS
       0        0        0   25,151   25,151   25,151   25,151        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       10       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       93,717
COMMITMENTS
       0        0        0   93,462   93,504   93,462   93,504      255      213

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       17       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,286,634
COMMITMENTS
   1,880        0        0  1284754  1286634  1286634  1286634        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       18       24       19       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       66,043
COMMITMENTS
   3,109      135    9,290   53,644   56,618   66,043   66,043        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.2     14.1     81.2     85.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       28       22       32       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,242,830
COMMITMENTS
  40,309  111,290   17,643  1184878  1113897  1242830  1242830        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      9.0      1.4     95.3     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        1       28       25       32       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,185
COMMITMENTS
       0    3,934        0   50,079   45,741   50,079   49,675      106      510

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      0.0     99.8     91.1     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       14       18       16
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       23,332
COMMITMENTS
       0    5,945        0   23,226   17,387   23,226   23,332      106        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        980)
       0      200     -200    1,180      980      980      980        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.5      0.0     99.5     74.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       13       12       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,773
COMMITMENTS
   1,060    5,630        0   39,161   35,143   40,221   40,773      552        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        724)
       0        0        0      724      724      724      724        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     13.8      0.0     96.0     86.2     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       16       18       17       19
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,748
COMMITMENTS
  12,034        0      530   14,184   26,218   26,748   26,748        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0      0.0      2.0     53.0     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       10       14       12       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,865
COMMITMENTS
     318    1,182       19   14,634   14,452   14,971   15,653      894      212

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      7.5      0.1     92.2     91.1     94.4     98.7      5.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       16       16       18       17
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,758
COMMITMENTS
     170      920        0   12,482   11,583   12,652   12,503      106      255

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      7.2      0.0     97.8     90.8     99.2     98.0      0.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16        9       17       11
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      841,900
COMMITMENTS
       0   53,177   23,400  818,500  765,323  841,900  841,900        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      2.8     97.2     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       15       21       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      978,868
COMMITMENTS
  19,770  119,050    7,920  951,178  851,898  978,868  978,868        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     12.2      0.8     97.2     87.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       15       16       17       17
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      548,181
COMMITMENTS
 126,858        0   87,571  333,752  460,610  548,181  548,181        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     23,400)
 -23,400        0   23,400   23,400        0   23,400   23,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      0.0     16.0     60.9     84.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       14       18       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      137,456
COMMITMENTS
       0    5,808        0  137,456  131,648  137,456  137,456        0        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.0    100.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,635
COMMITMENTS
   2,216        0        0   27,952   30,243   30,168   30,243      467      392

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      2,667)
       0        0        0    2,712    2,667    2,712    2,667      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      0.0     91.2     98.7     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       36       34       38       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,091
COMMITMENTS
     660        0        0    5,141    5,801    5,801    5,801      290      290

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0      -45        0      -45        0        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      0.0      0.0     84.4     95.2     95.2     95.2      4.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       15       16       15
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,288
COMMITMENTS
     268    1,575       66    8,669    7,089    9,003    8,730      285      558

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        301)
      10        0        0      321      361      331      361      -30      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     17.0      0.7     93.3     76.3     96.9     94.0      3.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       24       20       26       23
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,555
COMMITMENTS
     820        0        0    9,435   10,051   10,255   10,051      300      504

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         90)
       0        0        0      105      151      105      151      -15      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.0      0.0     89.4     95.2     97.2     95.2      2.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       20       20       21       20
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,586
COMMITMENTS
     132        0        0    5,064    5,473    5,196    5,473      390      113

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         -6)
       0        0        0      -11        9      -11        9        5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.0     90.7     98.0     93.0     98.0      7.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       17       16       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,470,157
COMMITMENTS
 362,472  132,057  414,676  623,839  855,547  1400987  1402280   69,170   67,877

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        249)
  21,921  -15,112  -11,300   -9,138   24,954    1,483   -1,458   -1,234    1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      9.0     28.2     42.4     58.2     95.3     95.4      4.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     121       78      147       85       94      276      267
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      187,168
COMMITMENTS
  53,939   18,953      955   88,419  119,518  143,313  139,426   43,855   47,742

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      2,083)
     221      564        9      842      727    1,072    1,300    1,011      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     10.1      0.5     47.2     63.9     76.6     74.5     23.4     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        5        4       18       20       26       27
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,703
COMMITMENTS
     886    1,340      200   15,535   15,048   16,621   16,588       82      115

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      503      507      503      507       -3       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      8.0      1.2     93.0     90.1     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        2       24       25       29       30
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       91,832
COMMITMENTS
   5,792   10,714    6,180   76,944   70,477   88,916   87,371    2,916    4,461

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      4,044)
      64      746      363    3,414    3,754    3,841    4,863      203     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     11.7      6.7     83.8     76.7     96.8     95.1      3.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        6        7       21       19       30       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,540
COMMITMENTS
   3,531    2,248    5,507   33,303   34,652   42,341   42,407    2,199    2,133

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      5,587)
     779       50    1,250    3,626    4,387    5,655    5,687      -68     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      5.0     12.4     74.8     77.8     95.1     95.2      4.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        3       15       15       20       20
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       63,589
COMMITMENTS
   1,182    2,836      304   38,998   27,244   40,484   30,384   23,105   33,205

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        793)
     234      240        0      729     -899      963     -659     -170    1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      4.5      0.5     61.3     42.8     63.7     47.8     36.3     52.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       14       14       16       17
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,109
COMMITMENTS
     450      159        0    2,614    2,896    3,064    3,055       45       54

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        150)
       0      159        0      150        0      150      159        0       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      5.1      0.0     84.1     93.1     98.6     98.3      1.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       12       12       14       13
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,978
COMMITMENTS
   3,232    6,760    8,295   12,790    8,892   24,317   23,947    3,661    4,031

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -858)
   1,600      172     -804   -2,339     -433   -1,543   -1,065      685      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     24.2     29.6     45.7     31.8     86.9     85.6     13.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        7        8       10        9       20       20
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,291
COMMITMENTS
  13,919    7,576      757    7,815   14,061   22,491   22,394    1,800    1,897

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        284)
     -90   -1,742      -49      -56    1,736     -195      -55      479      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.3     31.2      3.1     32.2     57.9     92.6     92.2      7.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      56       33       11       23       30       85       72
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       54,526
COMMITMENTS
  39,578   14,691    1,048    7,570   35,835   48,196   51,574    6,330    2,952

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        452)
   2,477   -3,883     -265   -1,582    5,256      630    1,108     -178     -656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.6     26.9      1.9     13.9     65.7     88.4     94.6     11.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
     100       34       15       25       38      133       83
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      290,723
COMMITMENTS
  98,775   28,655   35,526  130,326  214,272  264,627  278,453   26,096   12,270

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     22,237)
   3,047    3,938    1,529   15,038   14,228   19,614   19,695    2,623    2,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      9.9     12.2     44.8     73.7     91.0     95.8      9.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      78       17       51       71       85      169      140
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,676
COMMITMENTS
   7,746        0       93    4,802   12,315   12,641   12,408    4,035    4,268

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,287)
   1,087        0        0      200    1,505    1,287    1,505        0     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4      0.0      0.6     28.8     73.8     75.8     74.4     24.2     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        0        2        8       19       14       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,198
COMMITMENTS
      62    3,371      313    9,703    6,373   10,078   10,057      120      141

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        553)
       0      304       13      554      275      567      592      -14      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     33.1      3.1     95.1     62.5     98.8     98.6      1.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        3       34       26       37       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,022
COMMITMENTS
   2,018        0        0   41,746   43,939   43,764   43,939      258       83

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,107)
     500      -25        0      607    1,132    1,107    1,107        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.0     94.8     99.8     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        0        0       39       32       43       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,399
COMMITMENTS
     590        0        0   30,659   31,399   31,249   31,399      150        0

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      2,785)
       0        0        0    2,785    2,785    2,785    2,785        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     97.6    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       22       19       24       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,330
COMMITMENTS
     450    6,360      150   13,550    7,770   14,150   14,280      180       50

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          0)
       0       50        0        0      -50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     44.4      1.0     94.6     54.2     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        1       27       20       29       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,476
COMMITMENTS
   2,538    6,449    5,958   36,875   32,926   45,371   45,333      105      143

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      2,204)
       0      497      549    1,655    1,145    2,204    2,191        0       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     14.2     13.1     81.1     72.4     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        4        7       45       44       56       52
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,038
COMMITMENTS
     196    4,686       21    8,522    4,310    8,739    9,017      299       21

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        309)
       0        0        0      309      309      309      309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     51.8      0.2     94.3     47.7     96.7     99.8      3.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       21       14       24       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,264
COMMITMENTS
   1,913    2,176      491    9,737    9,288   12,141   11,955      123      309

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        311)
      84      159      -94      321      246      311      311        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     17.7      4.0     79.4     75.7     99.0     97.5      1.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        2        3       26       26       33       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,463
COMMITMENTS
  10,245    1,877      295   15,006   23,784   25,546   25,956      917      507

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        107)
      57       25      -25       75      107      107      107        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      7.1      1.1     56.7     89.9     96.5     98.1      3.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        5        4       27       32       35       40
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,349
COMMITMENTS
   2,710      286    3,775   15,648   18,263   22,133   22,324      216       25

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        630)
     600        0        0       30      630      630      630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      1.3     16.9     70.0     81.7     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        5       13       13       18       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,780
COMMITMENTS
   1,660    1,600      267   19,608   19,505   21,535   21,372    2,245    2,408

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        666)
     332       50      -50      418      665      700      665      -34        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      6.7      1.1     82.5     82.0     90.6     89.9      9.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        3       17       24       21       28
```

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Updated August 24, 2012