```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,172
COMMITMENTS
     786        0      503   47,785   48,327   49,074   48,830       98      342

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      6,094)
     -32        0       32    6,105    6,073    6,105    6,105      -11      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      1.0     97.2     98.3     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        0        1       45       44       47       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,396
COMMITMENTS
       0        0        0   12,233   12,281   12,233   12,281      163      115

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         99)
       0        0        0       99       99       99       99        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     99.1     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       29       28       29       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,781
COMMITMENTS
     102      352      201    9,444    8,966    9,747    9,519    1,034    1,262

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        -57)
      -3        5       10      -38     -100      -31      -85      -26       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.3      1.9     87.6     83.2     90.4     88.3      9.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        3       34       41       38       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,339
COMMITMENTS
     793       43       67    6,009    6,262    6,869    6,372      470      967

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        670)
      57      -40      -40      624      722      641      642       29       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.6      0.9     81.9     85.3     93.6     86.8      6.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        1        3       47       52       52       55
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,961
COMMITMENTS
       0        0        0    3,049    2,424    3,049    2,424      912    1,537

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         61)
       0        0        0       61       42       61       42        0       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     77.0     61.2     77.0     61.2     23.0     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       19       17       19
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,147
COMMITMENTS
     360      494       90    2,133    2,321    2,583    2,905      564      242

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         54)
       0       95        0       49      -25       49       70        5      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     15.7      2.9     67.8     73.8     82.1     92.3     17.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       21       19       24       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,206
COMMITMENTS
       0      140      101    1,637    1,686    1,738    1,927      468      279

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         81)
       0      -30       20       70       89       90       79       -9        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      4.6     74.2     76.4     78.8     87.4     21.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       21       21       23       23
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,993
COMMITMENTS
       0        0        0    8,948    8,706    8,948    8,706       45      287

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        809)
       0        0        0      809      804      809      804        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5     96.8     99.5     96.8      0.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       18       24       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,887
COMMITMENTS
       0      917      436   20,451   19,534   20,887   20,887        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        595)
       0      -32        0      595      627      595      595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      2.1     97.9     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       26       27       27       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      367,174
COMMITMENTS
  50,809   29,364   73,806  195,546  234,755  320,161  337,925   47,013   29,250

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -4,301)
   3,475    3,663    2,472  -15,220  -11,243   -9,272   -5,107    4,972      807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      8.0     20.1     53.3     63.9     87.2     92.0     12.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      38       27       46       83       87      150      137
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       84,383
COMMITMENTS
     485    7,502   32,783   48,605   42,829   81,874   83,114    2,509    1,269

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -2,334)
     -45      565    7,988  -10,209  -10,908   -2,266   -2,355      -68       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      8.9     38.9     57.6     50.8     97.0     98.5      3.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        7       10       17       17       27       27
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,331
COMMITMENTS
     385      405      115   14,831   14,704   15,331   15,224        0      107

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,452)
      50      100        0    1,402    1,252    1,452    1,352        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.6      0.8     96.7     95.9    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        2        3       43       45       48       49
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,911
COMMITMENTS
   1,011      615      200    6,590    6,986    7,801    7,801      110      110

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        935)
     600     -300      200       85      985      885      885       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      7.8      2.5     83.3     88.3     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        3        1       21       21       26       25
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,610
COMMITMENTS
       0        0        0    1,560    1,610    1,560    1,610       50        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.9    100.0     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       12       16       12
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,021,824
COMMITMENTS
 143,804  306,135  382,605  427,015  285,669  953,424  974,409   68,400   47,415

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -21,086)
  -9,319  -10,958    4,761  -11,218   -8,399  -15,776  -14,596   -5,311   -6,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     30.0     37.4     41.8     28.0     93.3     95.4      6.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      80      135      145       96       84      268      283
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,807,836
COMMITMENTS
  72,376   99,025  643,373  1086581  1058907  1802330  1801305    5,506    6,531

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -5,530)
     382   -8,990    2,719   -8,556    1,031   -5,455   -5,239      -75     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      5.5     35.6     60.1     58.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      40       32       60       68       65      138      127
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       23,946
COMMITMENTS
   4,692    4,272   10,527    6,006    6,338   21,226   21,137    2,721    2,809

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     17.8     44.0     25.1     26.5     88.6     88.3     11.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4       10        6        7       16       19
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       56,450
COMMITMENTS
  25,915   23,697   18,257   11,334   14,060   55,506   56,014      944      436

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      4,130)
   4,080    2,941      631     -579      402    4,132    3,975       -2      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.9     42.0     32.3     20.1     24.9     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11       10       16       12       16       30       35
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       64,031
COMMITMENTS
   1,098    9,424    2,718   57,321   46,491   61,137   58,633    2,894    5,398

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        458)
    -304        0        0        0        0     -304        0      762      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     14.7      4.2     89.5     72.6     95.5     91.6      4.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       13       18       16       21
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,750
COMMITMENTS
   3,739    3,564      681   48,868   48,458   53,288   52,703    7,462    8,047

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -226)
       0     -480        0     -418      254     -418     -226      192        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.9      1.1     80.4     79.8     87.7     86.8     12.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14       16       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       99,833
COMMITMENTS
   4,084        0    3,010   81,948   92,036   89,042   95,046   10,791    4,787

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -208)
     135      -23     -158     -185      -26     -208     -208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      3.0     82.1     92.2     89.2     95.2     10.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        3       19       22       22       25
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,490,081
COMMITMENTS
 464,122  145,985  686,438  1306358  1637128  2456918  2469551   33,163   20,530

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     26,942)
  -1,720    5,820  -10,502   38,361   35,542   26,139   30,860      803   -3,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      5.9     27.6     52.5     65.7     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      40       22       51      105       95      167      149
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,107,239
COMMITMENTS
 190,224   87,655  233,694  678,469  774,553  1102387  1095902    4,852   11,337

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     43,377)
  -5,703   -5,345   30,436   19,002   11,661   43,735   36,752     -358    6,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      7.9     21.1     61.3     70.0     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      23       20       37       42       40       82       80
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,708
COMMITMENTS
       0       45      105    6,067    6,231    6,172    6,381      536      327

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      1.6     90.4     92.9     92.0     95.1      8.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       16       18       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,830
COMMITMENTS
     421    1,599      134   18,906   17,816   19,461   19,549      369      281

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -1,590)
     124      390       -5   -1,714   -1,985   -1,595   -1,600        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      8.1      0.7     95.3     89.8     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5        5        4       39       43       45       51
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,342
COMMITMENTS
       0      285       78    1,380      981    1,458    1,344      884      998

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        172)
       0      -28        6      -40       68      -34       46      206      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.2      3.3     58.9     41.9     62.3     57.4     37.7     42.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       17       16       18       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,415
COMMITMENTS
      80       48      101      728      797      909      946      506      469

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         56)
      31        0      -16       21       33       36       17       20       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      3.4      7.1     51.4     56.3     64.2     66.9     35.8     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       16       18       19       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      200,842
COMMITMENTS
  19,772    3,417   22,596  156,381  173,748  198,750  199,761    2,092    1,082

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        642)
     878       73     -594      207    1,155      492      635      150        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      1.7     11.3     77.9     86.5     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        7       35       33       43       40
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,845
COMMITMENTS
     574      578    2,746   23,249   23,759   26,569   27,083    1,276      762

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -206)
    -264     -364      100       34      -50     -130     -314      -76      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.1      9.9     83.5     85.3     95.4     97.3      4.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       23       21       26       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,158
COMMITMENTS
     535      738      290    7,074    7,915    7,899    8,943    2,259    1,215

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        282)
     -12       18       12      530      158      530      188     -248       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      7.3      2.9     69.6     77.9     77.8     88.0     22.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       16       14       18       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,145
COMMITMENTS
   2,222    2,800      314   22,095   22,385   24,631   25,499    2,514    1,646

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        544)
     512        0        0      114      690      626      690      -82     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     10.3      1.2     81.4     82.5     90.7     93.9      9.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       21       19       24       22
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,949
COMMITMENTS
       0    1,594      544   10,628    8,999   11,172   11,137      777      812

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        846)
       0      640      224      526      226      750    1,090       96     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.3      4.6     88.9     75.3     93.5     93.2      6.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        4        2       21       15       23       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,655
COMMITMENTS
   2,151        0      399   52,042   54,235   54,592   54,634       63       21

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         22)
     -84        0       84       22      -62       22       22        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      0.7     95.2     99.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       14       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      927,847
COMMITMENTS
  32,918        0        0  894,929  927,847  927,847  927,847        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      360      360      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.0     96.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       17       14       18       14
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       23,188
COMMITMENTS
     750        0      510   21,695   22,678   22,955   23,188      233        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      2.2     93.6     97.8     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       11       11       12       12
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      373,980
COMMITMENTS
  16,652        0    9,408  347,920  364,572  373,980  373,980        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      2.5     93.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       10       12       12       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,501
COMMITMENTS
       0        0        0   42,501   42,501   42,501   42,501        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       12       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      791,682
COMMITMENTS
       0        0        0  791,682  791,682  791,682  791,682        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      135,315
COMMITMENTS
   1,501        0    1,113  132,446  134,202  135,060  135,315      255        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      2,550)
       0        0        0    2,550    2,550    2,550    2,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.8     97.9     99.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       18       27       20       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,356,538
COMMITMENTS
   7,930   30,405   14,886  2333722  2311247  2356538  2356538        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     45,123)
       0    3,080        0   45,123   42,043   45,123   45,123        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.3      0.6     99.0     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       19       28       21       29
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,746
COMMITMENTS
   3,889    1,538    1,203   39,654   42,005   44,746   44,746        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        231)
     510        0        0     -279      231      231      231        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      3.4      2.7     88.6     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       26       22       30       27
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,094,319
COMMITMENTS
  59,820   10,042   13,160  1021339  1071117  1094319  1094319        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     15,040)
   5,005        0        0   10,035   15,040   15,040   15,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.9      1.2     93.3     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        2       25       21       29       24
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,742
COMMITMENTS
       0    1,698      105   52,574   50,684   52,679   52,487       63      255

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         42)
       0       42        0       42        0       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.2     99.7     96.1     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       20       18       21       21
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,026
COMMITMENTS
       0    5,977      211   17,815   11,838   18,026   18,026        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -1,055)
    -650      625     -405        0   -1,275   -1,055   -1,055        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     33.2      1.2     98.8     65.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        1       13        7       14       10
 
 
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,223
COMMITMENTS
     126        0        0   24,097   24,202   24,223   24,202        0       21

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     99.5     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       15       11       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,441
COMMITMENTS
       0    3,558      777   44,517   41,043   45,294   45,378      147       63

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -1,275)
       0     -765        0   -1,275     -510   -1,275   -1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.8      1.7     98.0     90.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       14       15       16       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,451
COMMITMENTS
  19,048        0    4,147   11,001   30,304   34,196   34,451      255        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.3      0.0     12.0     31.9     88.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3        9       14       12       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,283
COMMITMENTS
     765      365      168   20,287   20,494   21,220   21,028       63      255

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        170)
       0     -105        0      107       20      107      -85       63      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      1.7      0.8     95.3     96.3     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       16       14       18       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      975,806
COMMITMENTS
  23,400   42,136    3,984  948,422  929,686  975,806  975,806        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        385)
  -1,536    3,854    1,151      770   -4,620      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      4.3      0.4     97.2     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        2       22       21       25       24
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      914,933
COMMITMENTS
 110,988      225   26,037  777,908  888,671  914,933  914,933        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     23,475)
       0      225   11,625   11,850   11,625   23,475   23,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      0.0      2.8     85.0     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       16       13       19       15
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      131,724
COMMITMENTS
       0    6,005        0  131,724  125,719  131,724  131,724        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      0.0    100.0     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,694
COMMITMENTS
     195       66      177   24,114   24,238   24,486   24,481      208      213

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        442)
       0        0        0      447      442      447      442       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.3      0.7     97.7     98.2     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        1        4       41       39       45       43
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,669
COMMITMENTS
     135       35      130   10,275   10,256   10,540   10,421      129      248

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         -3)
       0        0        0       45       30       45       30      -48      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.3      1.2     96.3     96.1     98.8     97.7      1.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       19       21       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,550
COMMITMENTS
       0       80        0    7,116    7,001    7,116    7,081      434      469

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      165      165      165      165       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     94.3     92.7     94.3     93.8      5.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       25       20       25       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,729
COMMITMENTS
       0        0        0   10,504   10,563   10,504   10,563    1,225    1,166

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        357)
       0        0        0      499      367      499      367     -142      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.6     90.1     89.6     90.1     10.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       22       21       22       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,625,791
COMMITMENTS
 344,436  118,960  891,526  1315944  1536758  2551907  2547245   73,884   78,546

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -36,692)
  14,298    2,003  -18,201  -39,399  -19,617  -43,301  -35,815    6,608     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      4.5     34.0     50.1     58.5     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
     141      112      198       92      102      333      324
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      227,399
COMMITMENTS
 108,578   16,228   20,637   97,003  187,936  226,218  224,801    1,181    2,598

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -24,649)
  -4,097   -4,113   -5,562  -15,194  -14,196  -24,853  -23,872      204     -777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.7      7.1      9.1     42.7     82.6     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       13       18       27       26       46       47
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      209,881
COMMITMENTS
  48,287   21,024    5,379  118,183  143,224  171,849  169,627   38,032   40,254

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,729)
    -279    2,549     -266    1,261     -710      716    1,573    1,013      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     10.0      2.6     56.3     68.2     81.9     80.8     18.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        9       18       23       29       34
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      109,980
COMMITMENTS
  18,364    1,827   17,901   70,415   87,946  106,680  107,674    3,300    2,306

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        658)
    -171   -1,183      399      527    1,459      756      675      -98      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      1.7     16.3     64.0     80.0     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      25        8       23       27       25       57       51
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      518,795
COMMITMENTS
  31,462    4,217   95,834  377,177  403,605  504,473  503,657   14,322   15,138

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      8,450)
   3,533      644    1,417    3,803    6,416    8,753    8,477     -303      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.8     18.5     72.7     77.8     97.2     97.1      2.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        3       14       34       35       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,227
COMMITMENTS
     500    1,049      350   15,355   14,828   16,205   16,227       22        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        424)
       0        0        0      422      424      422      424        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      6.5      2.2     94.6     91.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        3       32       30       36       36
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       74,302
COMMITMENTS
   3,906   14,826    5,515   62,955   49,815   72,376   70,156    1,926    4,146

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -6,845)
     300   -2,431   -6,430     -542    2,152   -6,672   -6,709     -173     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     20.0      7.4     84.7     67.0     97.4     94.4      2.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        8       15       25       22       40       37
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,032
COMMITMENTS
   4,061    2,329    3,635   25,371   27,295   33,067   33,259    2,965    2,773

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -2,834)
     731   -1,624   -2,034   -1,775      710   -3,078   -2,948      244      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      6.5     10.1     70.4     75.8     91.8     92.3      8.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        5        5       16       17       24       25
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,685
COMMITMENTS
   3,327      150        0   10,210   13,330   13,537   13,480      148      205

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        150)
    -648        0        0      750      150      102      150       48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      1.1      0.0     74.6     97.4     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       17       16       19       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,709
COMMITMENTS
   4,527    2,287    8,015   12,692   14,457   25,234   24,758    3,475    3,950

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      2,106)
    -524      440    1,036    1,516      308    2,028    1,783       78      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      8.0     27.9     44.2     50.4     87.9     86.2     12.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        5       10       12       12       24       23
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,019
COMMITMENTS
   2,053    3,360    1,992   19,093   17,584   23,138   22,937      881    1,082

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -1,236)
  -1,070      281     -163      -20   -1,311   -1,253   -1,192       17      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     14.0      8.3     79.5     73.2     96.3     95.5      3.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5       18       13       19       22       34       43
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,523
COMMITMENTS
   6,034      843    8,654   62,332   63,851   77,020   73,349   11,503   15,174

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        268)
     253     -241     -370       39      760      -77      149      345      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      1.0      9.8     70.4     72.1     87.0     82.9     13.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        5       19       20       24       25
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,458
COMMITMENTS
  10,989    4,024      734    7,565   14,303   19,288   19,061    1,170    1,397

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -799)
    -791     -346        1       67     -115     -722     -460      -77     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.7     19.7      3.6     37.0     69.9     94.3     93.2      5.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      44       42       10       26       35       76       84
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       41,947
COMMITMENTS
  25,870    5,622    1,006    9,394   32,228   36,270   38,856    5,677    3,091

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -330)
    -306       46       26     -331     -497     -611     -425      281       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.7     13.4      2.4     22.4     76.8     86.5     92.6     13.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      68       35       11       26       34       98       76
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      301,263
COMMITMENTS
  85,843   23,686   35,632  159,957  229,101  281,431  288,419   19,832   12,844

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,944)
   7,682     -684   -1,173   -4,605    1,765    1,905      -92       39    2,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      7.9     11.8     53.1     76.0     93.4     95.7      6.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      80       20       51       75       89      176      147
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,186
COMMITMENTS
   8,308      280      996    7,587   17,295   16,891   18,571    7,295    5,615

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        256)
    -244        0      180      146      567       82      747      174     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4      1.2      4.1     31.4     71.5     69.8     76.8     30.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       11       17       15       21
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,855
COMMITMENTS
       0        0        0   25,375   24,265   25,375   24,265      480    1,590

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,070)
       0        0        0    1,070      500    1,070      500        0      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     93.9     98.1     93.9      1.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       16       14       16
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,820
COMMITMENTS
     100        0        0    6,687    6,800    6,787    6,800       33       20

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      450      450      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     98.0     99.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       33       31       34       31
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,151
COMMITMENTS
     300      342       27   54,090   54,303   54,417   54,672      734      479

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,706)
       0     -508        2    1,942    1,884    1,944    1,378     -238      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.6      0.0     98.1     98.5     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        3        2       43       33       46       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,772
COMMITMENTS
       0      300        0   15,652   15,447   15,652   15,747      120       25

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         65)
       0        0        0       65       65       65       65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.0     99.2     97.9     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       19       21       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,445
COMMITMENTS
       0    3,300        0    6,445    3,145    6,445    6,445        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,210)
       0      300        0    1,255      910    1,255    1,210      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     51.2      0.0    100.0     48.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        5        0       29       15       29       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,919
COMMITMENTS
     164        0       68    5,378    5,761    5,610    5,829      309       90

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        -31)
     -30        0       30      -31      -61      -31      -31        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      1.1     90.9     97.3     94.8     98.5      5.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       19       16       20       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,848
COMMITMENTS
     816    2,436      776   20,251   18,601   21,843   21,813        5       35

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        266)
      93        0      -24      222      315      291      291      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     11.1      3.6     92.7     85.1    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5        5        5       41       41       47       50
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,586
COMMITMENTS
   1,414        0      857   11,214   12,625   13,485   13,482      101      104

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        354)
     469        0       80     -204      265      345      345        9        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      0.0      6.3     82.5     92.9     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        2       33       30       37       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,328
COMMITMENTS
  11,211      865      733   22,112   32,079   34,056   33,677      272      651

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        653)
    -330        0        0      983      653      653      653        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7      2.5      2.1     64.4     93.4     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        3        5       27       36       34       44
```

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Updated October 28, 2011