```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,532
COMMITMENTS
   1,966       75      158   45,328   46,912   47,452   47,145       80      387

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      3,435)
     144        0        2    3,241    3,436    3,387    3,438       48       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.2      0.3     95.4     98.7     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        1        1       47       45       49       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,788
COMMITMENTS
       0        0        0    9,598    9,621    9,598    9,621      190      167

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        114)
       0        0        0      114      114      114      114        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     98.3     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       30       31       30       31
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,176
COMMITMENTS
      84        0        0    3,188    3,261    3,272    3,261      904      915

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     76.3     78.1     78.4     78.1     21.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       19       18       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,620
COMMITMENTS
       0      381      202    9,185    8,825    9,387    9,408    1,233    1,212

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        656)
       0       46       -7      709      772      702      811      -46     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      1.9     86.5     83.1     88.4     88.6     11.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        4        3       36       40       39       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,736
COMMITMENTS
     562       45       74    6,459    6,797    7,095    6,916      641      820

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        432)
     -51      -98       -2      456      565      403      465       29      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.6      1.0     83.5     87.9     91.7     89.4      8.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        2        5       49       54       55       59
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,908
COMMITMENTS
      15        0       48    2,996    2,451    3,059    2,499      849    1,409

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:         56)
       0        0        0       54       41       54       41        2       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      1.2     76.7     62.7     78.3     63.9     21.7     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       20       18       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,834
COMMITMENTS
     289      249        4    1,939    2,352    2,232    2,605      602      229

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        199)
       0       14        0      153      187      153      201       46       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      8.8      0.1     68.4     83.0     78.8     91.9     21.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       19       19       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,166
COMMITMENTS
      25       55       45    1,542    1,743    1,612    1,843      554      323

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:         33)
      25      -35       25     -138      -27      -88      -37      121       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.5      2.1     71.2     80.5     74.4     85.1     25.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       20       19       22       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,606
COMMITMENTS
       0        0        0    8,526    8,314    8,526    8,314       80      292

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        368)
       0        0        0      368      368      368      368        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     96.6     99.1     96.6      0.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       25       18       25       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,906
COMMITMENTS
       0    2,222       90   21,816   19,594   21,906   21,906        0        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,035)
       0       45        0    1,035      990    1,035    1,035        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.1      0.4     99.6     89.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       31       27       32       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      382,981
COMMITMENTS
  40,044   32,286   63,972  239,828  253,939  343,844  350,196   39,137   32,784

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -2,393)
  -9,889    3,566      143   11,386   -7,556    1,640   -3,847   -4,033    1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      8.4     16.7     62.6     66.3     89.8     91.4     10.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      38       28       45       75       85      137      138
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       90,878
COMMITMENTS
     268    6,436   24,773   63,068   58,415   88,109   89,624    2,768    1,254

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,629)
     -10    2,089     -463    3,477    1,473    3,004    3,098     -376     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      7.1     27.3     69.4     64.3     97.0     98.6      3.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        7        9       17       17       26       26
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,190
COMMITMENTS
     355      274      340   14,320   14,419   15,015   15,033      175      157

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,225)
      50     -200      200    1,950    2,345    2,200    2,345       25     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.8      2.2     94.3     94.9     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        2        3       41       41       45       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,052
COMMITMENTS
     486      886      164    6,315    5,942    6,965    6,992       87       60

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     12.6      2.3     89.5     84.3     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        2       25       19       31       23
 
 
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,850
COMMITMENTS
      96      336        0    2,883    2,901    2,979    3,237      871      613

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:          3)
       0        0        0        0       12        0       12        3       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      8.7      0.0     74.9     75.4     77.4     84.1     22.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15       14       16       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      946,628
COMMITMENTS
 147,352  319,475  303,800  419,760  276,814  870,912  900,089   75,716   46,540

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -52,242)
 -10,123  -17,752  -15,059  -19,524  -15,817  -44,706  -48,628   -7,536   -3,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     33.7     32.1     44.3     29.2     92.0     95.1      8.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      78      134      139       86       79      259      269
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       35,748
COMMITMENTS
       0      768        0   27,178   31,583   27,178   32,351    8,570    3,397

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:         84)
       0        0        0       84        0       84        0        0       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      0.0     76.0     88.3     76.0     90.5     24.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       14       14       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       33,092
COMMITMENTS
   2,059      174    1,716   25,496   25,010   29,271   26,900    3,821    6,192

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        350)
       0        0      270       80       80      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.5      5.2     77.0     75.6     88.5     81.3     11.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       15       15       18       18
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,538,539
COMMITMENTS
  62,338   71,254  491,382  979,010  969,766  1532730  1532402    5,809    6,137

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:   -151,968)
 -22,802  -10,761  -67,205  -62,692  -76,659 -152,700 -154,625      732    2,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      4.6     31.9     63.6     63.0     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      35       30       51       63       60      123      116
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       35,003
COMMITMENTS
   7,590    7,642   15,496   11,128   11,832   34,213   34,969      790       34

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -24,358)
   3,228   -2,376  -18,397   -8,863   -3,136  -24,031  -23,908     -327     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     21.8     44.3     31.8     33.8     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        5       12        8       12       22       25
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       68,980
COMMITMENTS
   1,216    9,099    3,260   61,589   52,241   66,065   64,600    2,915    4,380

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     13.2      4.7     89.3     75.7     95.8     93.7      4.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       15       23       18       26
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       64,852
COMMITMENTS
   4,109    4,127      642   52,340   51,572   57,091   56,341    7,760    8,511

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        286)
     -22       84       10    2,056      192    2,044      286   -1,758        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      6.4      1.0     80.7     79.5     88.0     86.9     12.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       17       17       19
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      108,396
COMMITMENTS
   4,808        0    3,678   89,719  100,334   98,205  104,012   10,191    4,384

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,498)
     580        0     -425    2,166    2,923    2,321    2,498      178       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      3.4     82.8     92.6     90.6     96.0      9.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        3       23       24       27       27
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,523,409
COMMITMENTS
 525,704  184,695  621,250  1343399  1687936  2490353  2493881   33,056   29,528

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     49,437)
   5,484   43,896  -18,017   64,196   23,099   51,663   48,978   -2,226      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      7.3     24.6     53.2     66.9     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      40       23       51      109       96      172      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,085,864
COMMITMENTS
 174,282  158,693  190,115  715,757  733,471  1080154  1082279    5,710    3,585

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     40,969)
  10,313   35,869   -1,828   32,525    8,747   41,010   42,788      -41   -1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     14.6     17.5     65.9     67.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      24       25       39       48       44       92       88
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,991
COMMITMENTS
     469      900      141   16,149   15,662   16,759   16,703      233      288

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        681)
     124      330       -9      596      407      711      728      -30      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      5.3      0.8     95.0     92.2     98.6     98.3      1.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        5        4       38       41       44       48
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,376
COMMITMENTS
      59       37      128      653      798      840      963      536      413

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      2.7      9.3     47.5     58.0     61.0     70.0     39.0     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       13       17       16       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      200,048
COMMITMENTS
  20,105    4,172   20,522  157,387  174,314  198,014  199,008    2,034    1,040

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,100)
     444      927     -142    1,753    1,333    2,055    2,118       45      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      2.1     10.3     78.7     87.1     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        5       32       31       38       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,615
COMMITMENTS
       0    1,021    2,205   21,728   21,345   23,933   24,571    1,682    1,044

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -369)
    -127       17      -65     -217     -324     -409     -373       40        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      8.6     84.8     83.3     93.4     95.9      6.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       22       22       23       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,370
COMMITMENTS
     677      848      194    7,535    8,402    8,406    9,444    1,964      926

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:         60)
      20        0        0       40       60       60       60        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      8.2      1.9     72.7     81.0     81.1     91.1     18.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       17       14       20       18
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,709
COMMITMENTS
     268      276      498    9,865    9,076   10,631    9,850    1,078    1,859

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        212)
      67        0        0     -220      160     -152      160      364       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      2.4      4.3     84.3     77.5     90.8     84.1      9.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        3       13       14       16       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,486
COMMITMENTS
   1,142    2,810      392   22,366   21,676   23,900   24,878    2,586    1,608

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -456)
    -770     -240        6      410     -202     -354     -436     -102      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     10.6      1.5     84.4     81.8     90.2     93.9      9.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       22       20       24       23
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,546
COMMITMENTS
     382        0       48   10,128   10,070   10,558   10,118      988    1,428

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        -26)
      20        0        0      -50      -30      -30      -30        4        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.4     87.7     87.2     91.4     87.6      8.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       15       15       17       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,210
COMMITMENTS
       0      804      330    9,938    9,012   10,268   10,146      942    1,064

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:         20)
       0        0        0      296       20      296       20     -276        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2      2.9     88.7     80.4     91.6     90.5      8.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       21       16       22       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,644
COMMITMENTS
   2,193        0      357   51,010   53,287   53,560   53,644       84        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        127)
     -84        0       84      127       43      127      127        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      0.7     95.1     99.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       14       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      789,359
COMMITMENTS
  32,150        0      768  756,441  788,591  789,359  789,359        0        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      4,371)
   6,005        0   -2,402      768    6,773    4,371    4,371        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      0.1     95.8     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       15       13       16       14
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      332,964
COMMITMENTS
  26,252        0    9,408  297,304  323,556  332,964  332,964        0        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      2.8     89.3     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1        9       12       11       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,175
COMMITMENTS
       0        0        0   43,175   43,175   43,175   43,175        0        0

CHANGES FROM 09/20/11 (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       13       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      797,410
COMMITMENTS
       0        0        0  797,410  797,410  797,410  797,410        0        0

CHANGES FROM 09/20/11 (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       15       11       15       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      138,705
COMMITMENTS
   1,900        0      924  135,690  137,781  138,514  138,705      191        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:          0)
     315        0        0        0        0      315        0     -315        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.7     97.8     99.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       19       24       21       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,405,754
COMMITMENTS
   3,965   24,512   17,958  2383831  2363284  2405754  2405754        0        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,925)
       0    9,855        0    1,925   -7,930    1,925    1,925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.0      0.7     99.1     98.2    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 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,696
COMMITMENTS
   3,232    1,727    1,350   39,114   40,619   43,696   43,696        0        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      4.0      3.1     89.5     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       26       20       30       25
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,137,199
COMMITMENTS
  46,920   34,115   13,250  1077029  1089834  1137199  1137199        0        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      4,872)
    -210     -618   -1,830    6,912    7,320    4,872    4,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      3.0      1.2     94.7     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        2       25       18       29       21
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,081
COMMITMENTS
       0    1,191      189   49,808   48,446   49,997   49,826       84      255

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -210)
       0        0        0     -210     -210     -210     -210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      0.4     99.5     96.7     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       19       19       20       21
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       19,480
COMMITMENTS
     650    5,331      616   18,214   13,533   19,480   19,480        0        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      3,951)
       0    3,951        0    3,951        0    3,951    3,951        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     27.4      3.2     93.5     69.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       12        8       13       11
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,582
COMMITMENTS
       0    4,302      798   38,616   34,398   39,414   39,498      168       84

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:         84)
       0      -84       84        0       84       84       84        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.9      2.0     97.6     86.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       14       14       16       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,594
COMMITMENTS
     510      263      189   21,640   22,121   22,339   22,573      255       21

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:         -9)
       0      -42        0       -9       33       -9       -9        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.2      0.8     95.8     97.9     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       14       17       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      946,259
COMMITMENTS
  24,936   38,282    4,753  916,570  903,224  946,259  946,259        0        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      7,750)
       0    7,750        0    7,750        0    7,750    7,750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      4.0      0.5     96.9     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       20       20       23       22
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      880,466
COMMITMENTS
 110,220        0   15,180  755,066  865,286  880,466  880,466        0        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      6,005)
  -6,005        0    6,005    6,005        0    6,005    6,005        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      0.0      1.7     85.8     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       17       10       19       11
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      140,556
COMMITMENTS
       0    6,005        0  140,556  134,551  140,556  140,556        0        0

CHANGES FROM 09/20/11 (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      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,830
COMMITMENTS
       0    1,577      854    7,945    6,330    8,798    8,761       31       69

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:          9)
       0     -126       36       -5       94       30        4      -22        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.9      9.7     90.0     71.7     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        4       13       16       17       20
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,553
COMMITMENTS
     230       76      167   22,845   22,647   23,242   22,890      311      663

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        447)
      80       15       -5      376      442      451      452       -4       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.3      0.7     97.0     96.2     98.7     97.2      1.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        2        4       40       37       44       41
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,665
COMMITMENTS
     311       45      145   11,139   11,272   11,595   11,462       70      203

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        130)
      66        0        0       64      130      130      130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.4      1.2     95.5     96.6     99.4     98.3      0.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        2       20       22       24       24
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,304
COMMITMENTS
       0       95       30    7,935    7,656    7,965    7,781      339      523

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:         20)
      -5        0        0       -5      -20      -10      -20       30       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.4     95.6     92.2     95.9     93.7      4.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       25       23       26       25
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,475
COMMITMENTS
      20        0       30   10,240   10,317   10,290   10,347    1,185    1,128

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        155)
       0        0        0       90      155       90      155       65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.3     89.2     89.9     89.7     90.2     10.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       19       20       20       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,630,468
COMMITMENTS
 326,080  128,085  900,295  1326622  1528170  2552998  2556551   77,470   73,917

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     57,674)
  -6,569    7,612   56,264    6,178  -12,351   55,874   51,525    1,800    6,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      4.9     34.2     50.4     58.1     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     138      114      193       95      102      332      320
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      276,547
COMMITMENTS
 128,503   27,047   29,601  117,171  217,850  275,275  274,498    1,273    2,049

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -1,615)
    -144      412      242   -1,569   -1,732   -1,471   -1,078     -144     -538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.5      9.8     10.7     42.4     78.8     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7       17       19       24       24       43       48
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      216,399
COMMITMENTS
  54,760   24,875    4,930  125,772  146,353  185,462  176,158   30,937   40,241

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,302)
    -539    1,347      189    2,466      -65    2,116    1,471      186      831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     11.5      2.3     58.1     67.6     85.7     81.4     14.3     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        8       11       20       25       33       38
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      106,683
COMMITMENTS
  17,731    3,473   17,495   68,497   83,475  103,723  104,443    2,960    2,241

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -5,041)
     121      309   -1,217   -3,755   -4,023   -4,851   -4,931     -190     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      3.3     16.4     64.2     78.2     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      25        6       22       27       25       55       50
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      528,266
COMMITMENTS
  31,753    4,965   99,164  381,469  408,283  512,385  512,412   15,881   15,853

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      3,106)
   1,220      735      426    1,498    2,049    3,144    3,210      -38     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.9     18.8     72.2     77.3     97.0     97.0      3.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        3       14       34       35       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,860
COMMITMENTS
     538      726      773   19,529   19,361   20,840   20,860       20        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        852)
    -125      -25      325      652      552      852      852        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.5      3.7     93.6     92.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        4        5       38       37       44       44
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,815
COMMITMENTS
   3,347   17,464   10,159   63,819   46,841   77,325   74,464    2,490    5,351

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        497)
      37     -550       -3      360      947      394      394      103      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     21.9     12.7     80.0     58.7     96.9     93.3      3.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        9       15       25       22       41       37
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,181
COMMITMENTS
   2,862    3,197    4,254   26,160   25,990   33,276   33,441    2,905    2,740

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        276)
      14   -1,213      982     -582      895      414      664     -138     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      8.8     11.8     72.3     71.8     92.0     92.4      8.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        4        6       16       17       23       25
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,840
COMMITMENTS
   4,450      150        0   11,260   15,515   15,710   15,665      130      175

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        605)
     600        0        0     -125      505      475      505      130      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      0.9      0.0     71.1     97.9     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       20       19       22       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,534
COMMITMENTS
   3,522    1,923    6,970   12,270   13,387   22,762   22,280    2,772    3,254

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,922)
     127     -349    2,810    1,499    1,469    4,436    3,930   -2,515   -2,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      7.5     27.3     48.1     52.4     89.1     87.3     10.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4       11       12       11       23       22
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,453
COMMITMENTS
   2,860    3,001    2,270   19,634   19,223   24,765   24,494      689      959

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        268)
      76       19       53      146      131      275      202       -7       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     11.8      8.9     77.1     75.5     97.3     96.2      2.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7       14       14       19       22       36       40
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,125
COMMITMENTS
   9,391    1,417    8,235   61,112   66,460   78,738   76,111   11,387   14,014

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,833)
   3,179      247   -1,042   -2,058    1,072       79      278    1,754    1,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      1.6      9.1     67.8     73.7     87.4     84.5     12.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        5       19       21       25       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,953
COMMITMENTS
  11,117    4,139      457    7,200   13,963   18,775   18,559    1,178    1,395

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -1,002)
  -1,479    1,548      127      982   -2,783     -370   -1,108     -632      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.7     20.7      2.3     36.1     70.0     94.1     93.0      5.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      47       41        6       26       31       77       76
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       40,771
COMMITMENTS
  24,217    3,432      694    9,542   34,056   34,453   38,182    6,318    2,589

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -2,493)
  -1,975    1,462      233      917   -5,122     -826   -3,427   -1,667      934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.4      8.4      1.7     23.4     83.5     84.5     93.6     15.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      70       25       10       30       35      104       66
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      286,423
COMMITMENTS
  64,938   28,577   37,254  167,532  206,814  269,724  272,645   16,699   13,778

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -14,435)
  -6,017     -879    1,052   -5,207  -14,017  -10,172  -13,844   -4,263     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     10.0     13.0     58.5     72.2     94.2     95.2      5.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      66       24       54       76       86      164      149
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,175
COMMITMENTS
   8,965      280      274    8,440   19,857   17,679   20,411    6,496    3,764

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:         29)
    -633        0      126      490     -208      -17      -82       46      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      1.2      1.1     34.9     82.1     73.1     84.4     26.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        4       17       20       21       25
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,175
COMMITMENTS
       0        0        0   26,593   25,830   26,593   25,830    1,582    2,345

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        205)
       0        0        0       85      -65       85      -65      120      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.4     91.7     94.4     91.7      5.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       15       15       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,321
COMMITMENTS
     214      250        0    6,064    5,945    6,278    6,195       43      126

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        401)
       0        0        0      401      401      401      401        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      4.0      0.0     95.9     94.1     99.3     98.0      0.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       29       28       30       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,708
COMMITMENTS
     400      925        0   54,145   54,377   54,545   55,302    1,163      406

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,508)
       0      775        0    2,698    1,920    2,698    2,695     -190     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      1.7      0.0     97.2     97.6     97.9     99.3      2.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        1        0       42       35       43       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,989
COMMITMENTS
       0        0        0   17,869   17,964   17,869   17,964      120       25

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -218)
       0        0        0     -218     -218     -218     -218        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       23       16       23       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,433
COMMITMENTS
      25    3,183       25    5,383    2,225    5,433    5,433        0        0

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        600)
       0      550        0      600       50      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     58.6      0.5     99.1     41.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        1       27       14       28       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,069
COMMITMENTS
     677        0       38    7,102    7,788    7,817    7,826      252      243

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:          0)
    -125     -210        0      125      210        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.0      0.5     88.0     96.5     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       23       19       25       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,879
COMMITMENTS
   1,152    3,170      603   20,030   17,982   21,785   21,755       94      124

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,005)
     160     -429       26      819    1,408    1,005    1,005        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     14.5      2.8     91.5     82.2     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        5        5       42       44       50       51
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,143
COMMITMENTS
   2,490       58       60    2,253    4,743    4,803    4,861      340      282

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.4      1.1      1.2     43.8     92.2     93.4     94.5      6.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1        9       12       11       14
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,174
COMMITMENTS
   1,412      134      540   11,093   12,437   13,045   13,111      129       63

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        358)
    -445        0        0      803      358      358      358        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      1.0      4.1     84.2     94.4     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        2       28       33       32       36
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,349
COMMITMENTS
  10,860      983      970   19,203   28,804   31,033   30,757      316      592

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,291)
     825        0      240    1,466    2,291    2,531    2,531     -240     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      3.1      3.1     61.3     91.9     99.0     98.1      1.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        4        7       30       36       39       47
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,293
COMMITMENTS
   4,150        0       87   13,791   17,930   18,028   18,017    2,265    2,276

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,139)
    -441        0       87    2,349    2,154    1,995    2,241      144     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      0.0      0.4     68.0     88.4     88.8     88.8     11.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       20       21       23       22
```

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Updated September 30, 2011