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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       91,842
COMMITMENTS
   6,432      766    3,971   81,388   87,051   91,791   91,788       51       54

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.8      4.3     88.6     94.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        3        9       13       14       17
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,477
COMMITMENTS
   1,297      546      596   44,105   45,163   45,998   46,305      479      172

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,756)
     108      -24       14    1,705    1,622    1,827    1,612      -71      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.2      1.3     94.9     97.2     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        4        2       41       44       43       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,771
COMMITMENTS
       0      330        0   12,531   12,353   12,531   12,683      240       88

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        337)
       0      330        0      357       32      357      362      -20      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      0.0     98.1     96.7     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       25       29       25       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,291
COMMITMENTS
     259      363      833   13,895   13,904   14,987   15,100    1,304    1,191

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        465)
      88       67       51      205      182      344      300      121      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.2      5.1     85.3     85.3     92.0     92.7      8.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        4       38       41       42       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,775
COMMITMENTS
     671       65      275    6,047    6,652    6,993    6,992      782      783

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        482)
       8       -5       72      289      283      369      350      113      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.8      3.5     77.8     85.6     89.9     89.9     10.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        2        6       45       47       52       54
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,168
COMMITMENTS
       0      150        0    6,668    6,307    6,668    6,457      500      711

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        217)
       0        5        0      202      234      202      239       15      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     93.0     88.0     93.0     90.1      7.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       21       22       21       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,851
COMMITMENTS
       0      738      395    5,573    5,401    5,968    6,534      883      317

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        757)
       0       70       25      665      600      690      695       67       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.8      5.8     81.3     78.8     87.1     95.4     12.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        4        1       21       25       22       29
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,613
COMMITMENTS
      40       79       79    2,196    1,930    2,315    2,088      298      525

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        308)
      20      -15        5      293      293      318      283      -10       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      3.0      3.0     84.0     73.9     88.6     79.9     11.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       21       18       25       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,956
COMMITMENTS
     215        0       61    2,151    2,259    2,427    2,320      529      636

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        160)
      72        0        4      102       72      178       76      -18       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      2.1     72.8     76.4     82.1     78.5     17.9     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       25       23       27       24
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,708
COMMITMENTS
       0        0        0   11,639   11,678   11,639   11,678       69       30

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        127)
       0        0        0      127      127      127      127        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.4     99.7     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       18       22       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,728
COMMITMENTS
       0      377      150    8,119    8,160    8,269    8,687      459       41

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        168)
       0        0        0      136      158      136      158       32       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      1.7     93.0     93.5     94.7     99.5      5.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       19       18       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,820
COMMITMENTS
       0    1,825       75   22,595   20,920   22,670   22,820      150        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,629)
       0      -10        0    1,579    1,639    1,579    1,629       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.0      0.3     99.0     91.7     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       30       26       31       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      331,284
COMMITMENTS
  51,468   37,307   46,928  186,163  220,985  284,559  305,220   46,725   26,064

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     14,029)
   4,721    1,908      888    6,565   10,311   12,174   13,107    1,855      922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     11.3     14.2     56.2     66.7     85.9     92.1     14.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      45       28       35       68       72      137      113
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,870
COMMITMENTS
     134    6,033      279   15,346    9,465   15,759   15,777      111       93

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,589)
       0    1,178        0    1,600      402    1,600    1,580      -11        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     38.0      1.8     96.7     59.6     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       1        7        4       42       39       46       49
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,180
COMMITMENTS
     505    1,860      180   16,495   15,110   17,180   17,150        0       30

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -430)
     -65      360      -20     -345     -770     -430     -430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     10.8      1.0     96.0     88.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        1       22       26       25       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,975
COMMITMENTS
      50      705    1,475   10,450    9,795   11,975   11,975        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,305)
    -925      100     -100   -1,280   -2,305   -2,305   -2,305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      5.9     12.3     87.3     81.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       14       15       16
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        3,352
COMMITMENTS
     420      824       85    2,381    2,024    2,886    2,933      466      419

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:         -6)
       0        0        0        0      -27        0      -27       -6       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     24.6      2.5     71.0     60.4     86.1     87.5     13.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       10       11       14       15
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,461
COMMITMENTS
     525      150        0   14,785   16,133   15,310   16,283    1,151      178

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        988)
       0        0        0    1,112    1,112    1,112    1,112     -124     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.9      0.0     89.8     98.0     93.0     98.9      7.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       23       20       25       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,101,920
COMMITMENTS
 246,921  337,313  382,360  398,664  334,429  1027945  1054102   73,975   47,818

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     21,506)
  -6,868    4,673   23,436    2,940  -13,793   19,508   14,316    1,998    7,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     30.6     34.7     36.2     30.3     93.3     95.7      6.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     106      106      141       73       62      263      239
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       28,336
COMMITMENTS
     297    3,660      898   24,209   17,684   25,404   22,242    2,932    6,094

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0     -240        0     -240        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     12.9      3.2     85.4     62.4     89.7     78.5     10.3     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       11       13       12       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       92,161
COMMITMENTS
  15,245   44,178   20,274   53,347   26,026   88,866   90,478    3,295    1,683

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -9,460)
     396   -6,975      681  -10,178   -2,954   -9,101   -9,248     -359     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     47.9     22.0     57.9     28.2     96.4     98.2      3.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        9       11       19       20       33       33
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,159
COMMITMENTS
       0      355    2,036   46,033   42,314   48,069   44,705    4,090    7,454

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -4,918)
       0       -2     -146   -4,226   -3,974   -4,372   -4,122     -546     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      3.9     88.3     81.1     92.2     85.7      7.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       16       16       17
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,567,405
COMMITMENTS
 508,884   90,366  714,259  1315936  1742324  2539079  2546949   28,326   20,456

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:   -114,970)
   6,016  -21,085  -38,449  -81,206  -54,372 -113,639 -113,906   -1,331   -1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      3.5     27.8     51.3     67.9     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      37       13       41       93       82      141      126
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,155,943
COMMITMENTS
 118,728  102,264  312,830  720,561  738,423  1152119  1153517    3,824    2,426

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:   -157,765)
 -92,806     -197  -30,914  -33,625 -126,795 -157,345 -157,906     -420      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      8.8     27.1     62.3     63.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       21       31       41       39       83       71
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,460
COMMITMENTS
     495        0        0    5,200    5,485    5,695    5,485      765      975

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -605)
    -510     -165      -60      -35     -620     -605     -845        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.0      0.0     80.5     84.9     88.2     84.9     11.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       13       15       15       15
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,884
COMMITMENTS
   4,998    7,558    3,401    5,830    3,121   14,229   14,080      655      804

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        509)
     200      185      -71      435      300      564      414      -55       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     50.8     22.9     39.2     21.0     95.6     94.6      4.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5       16       17        7        6       25       26
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,585
COMMITMENTS
   2,990    2,055    1,595    1,625    2,320    6,210    5,970      375      615

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        225)
       0     -180      155       70      105      225       80        0      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4     31.2     24.2     24.7     35.2     94.3     90.7      5.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5       10       12        6        6       19       20
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,916
COMMITMENTS
   1,462    2,031      369   16,907   16,197   18,738   18,597      178      319

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -4,355)
       0     -326       44   -4,320   -4,032   -4,276   -4,314      -79      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     10.7      2.0     89.4     85.6     99.1     98.3      0.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        5        6       32       42       42       49
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,985
COMMITMENTS
     222        0      165    1,812    2,112    2,199    2,277      786      708

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        165)
      41        0       39      131      110      211      149      -46       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.0      5.5     60.7     70.8     73.7     76.3     26.3     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       19       20       20       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,110
COMMITMENTS
      86      415       97    1,395    1,263    1,578    1,775      532      335

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        210)
      14      107      -29      292      258      277      336      -67     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     19.7      4.6     66.1     59.9     74.8     84.1     25.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       25       25       27       28
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       59,889
COMMITMENTS
   5,407      376    4,874   48,403   53,606   58,684   58,856    1,205    1,033

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -6,687)
  -4,514      147     -163   -1,825   -6,641   -6,502   -6,657     -185      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.6      8.1     80.8     89.5     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        3       34       31       40       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,755
COMMITMENTS
   1,058      222    2,012   11,471   12,985   14,541   15,219    1,214      536

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,005)
     490     -544     -330   -1,071      -97     -911     -971      -94      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      1.4     12.8     72.8     82.4     92.3     96.6      7.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       20       18       23       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,991
COMMITMENTS
       0    1,278       18    6,240    5,416    6,258    6,712    1,733    1,279

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -603)
    -264      -22      -18     -431     -473     -713     -513      110      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.0      0.2     78.1     67.8     78.3     84.0     21.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       16       15       17       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,721
COMMITMENTS
   3,652      440      430    7,778   11,382   11,860   12,252      861      469

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -591)
      44       40     -226     -459     -607     -641     -793       50      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      3.5      3.4     61.1     89.5     93.2     96.3      6.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       20       20       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,565
COMMITMENTS
     406    1,680      658   18,220   18,317   19,284   20,655    2,281      910

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,451)
     -26     -200        0   -1,410   -1,261   -1,436   -1,461      -15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      7.8      3.1     84.5     84.9     89.4     95.8     10.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       26       25       29       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,543
COMMITMENTS
   1,364        0       66    5,598    6,961    7,028    7,027    1,515    1,516

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -456)
      50        0      -50     -481     -323     -481     -373       25      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      0.0      0.8     65.5     81.5     82.3     82.3     17.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       16       16       17       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,435
COMMITMENTS
   3,120    2,422      128    6,945    8,165   10,193   10,715    1,242      720

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -704)
    -110     -104      -26     -410     -504     -546     -634     -158      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     21.2      1.1     60.7     71.4     89.1     93.7     10.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,006
COMMITMENTS
     218    2,154      840    9,664    8,646   10,722   11,640    1,284      366

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -570)
     -80     -472        0     -885     -176     -965     -648      395       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     17.9      7.0     80.5     72.0     89.3     97.0     10.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       17       15       19       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,238
COMMITMENTS
       0        0        0   52,900   53,238   52,900   53,238      338        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,583)
       0        0        0   -3,921   -3,583   -3,921   -3,583      338        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.4    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       16       20       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      893,481
COMMITMENTS
       0        0        0  893,481  893,481  893,481  893,481        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -42,065)
       0        0        0  -42,065  -42,065  -42,065  -42,065        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       16       17       16       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       85,368
COMMITMENTS
       0        0        0   85,113   85,178   85,113   85,178      255      190

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -8,349)
       0        0        0   -8,349   -8,326   -8,349   -8,326        0      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       28       16       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,173,458
COMMITMENTS
       0        0        0  1173458  1173458  1173458  1173458        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:   -113,176)
  -1,880        0        0 -111,296 -113,176 -113,176 -113,176        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       17       23       17       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,709
COMMITMENTS
   1,975      580    7,685   51,794   53,444   61,454   61,709      255        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -4,334)
  -1,134      445   -1,605   -1,850   -3,174   -4,589   -4,334      255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.9     12.5     83.9     86.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       27       21       30       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,227,214
COMMITMENTS
  38,805  107,530   15,387  1173022  1104297  1227214  1227214        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -62,416)
  -1,504   -3,760   -2,256  -58,656  -56,400  -62,416  -62,416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      8.8      1.3     95.6     90.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        1       28       26       32       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,232
COMMITMENTS
       0    3,750        0   48,149   43,972   48,149   47,722       83      510

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,228)
       0     -184        0   -3,205   -3,044   -3,205   -3,228      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      0.0     99.8     91.2     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       14       18       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,968
COMMITMENTS
     830    5,515        0   37,609   33,453   38,439   38,968      529        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,315)
    -230     -115        0   -2,062   -2,200   -2,292   -2,315      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     14.2      0.0     96.5     85.8     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       16       20       17       21
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       25,641
COMMITMENTS
  11,193        0      530   13,918   24,856   25,641   25,386        0      255

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,657)
  -2,116        0        0   -1,541   -3,912   -3,657   -3,912        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7      0.0      2.1     54.3     96.9    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       10       14       12       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,817
COMMITMENTS
     249    1,577       19   13,678   13,055   13,946   14,651      871      166

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,219)
     -69     -115        0   -1,127   -1,058   -1,196   -1,173      -23      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     10.6      0.1     92.3     88.1     94.1     98.9      5.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       15       14       17       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      791,220
COMMITMENTS
       0   46,785   23,400  767,820  721,035  791,220  791,220        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -50,680)
       0   -6,392        0  -50,680  -44,288  -50,680  -50,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      3.0     97.0     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       20       13       21       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      935,820
COMMITMENTS
  16,010  122,810    4,160  915,650  808,850  935,820  935,820        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -43,048)
  -3,760    3,760   -3,760  -35,528  -43,048  -43,048  -43,048        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     13.1      0.4     97.8     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       15       16       17       17
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      500,805
COMMITMENTS
 101,666        0   87,571  311,568  413,234  500,805  500,805        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -47,376)
 -25,192        0        0  -22,184  -47,376  -47,376  -47,376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      0.0     17.5     62.2     82.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       13       18       15
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,654
COMMITMENTS
   1,856        0        0   30,295   32,232   32,151   32,232      503      422

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,185)
    -176        0        0    1,361    1,185    1,185    1,185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.0      0.0     92.8     98.7     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       36       35       38       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,125
COMMITMENTS
     660        0        0    4,262    4,889    4,922    4,889      203      236

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -936)
       0        0        0     -969     -882     -969     -882       33      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.0      0.0     83.2     95.4     96.0     95.4      4.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       14       15       14
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,080
COMMITMENTS
     293    1,275       46    8,466    7,359    8,805    8,680      275      400

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -473)
      10        0      -10     -503     -380     -503     -390       30      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     14.0      0.5     93.2     81.0     97.0     95.6      3.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       25       21       27       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,281
COMMITMENTS
     755        0        0    9,240    9,839    9,995    9,839      286      442

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -598)
     -65        0        0     -519     -556     -584     -556      -14      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      0.0     89.9     95.7     97.2     95.7      2.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       19       21       20       21
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,204
COMMITMENTS
     132       25        0    4,740    5,055    4,872    5,080      332      124

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -482)
       0       25        0     -435     -507     -435     -482      -47        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.5      0.0     91.1     97.1     93.6     97.6      6.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       17       18       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,531,823
COMMITMENTS
 374,147  135,555  426,796  652,677  901,929  1453620  1464280   78,203   67,543

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     20,509)
  -5,483    5,187   11,434    5,851    1,924   11,802   18,545    8,707    1,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      8.8     27.9     42.6     58.9     94.9     95.6      5.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     123       92      152       87       95      279      286
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      180,644
COMMITMENTS
  57,243   18,133    1,665   81,619  108,360  140,527  128,158   40,117   52,486

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -9,633)
  -1,474   -1,555      301   -8,303  -11,086   -9,476  -12,340     -157    2,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     10.0      0.9     45.2     60.0     77.8     70.9     22.2     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        5        5       17       19       25       27
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,678
COMMITMENTS
   1,726      445      200   16,727   18,008   18,653   18,653       25       25

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -886)
       0     -895        0     -779       99     -779     -796     -107      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      2.4      1.1     89.6     96.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        2       21       23       26       26
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,897
COMMITMENTS
   6,292   10,714    7,589   76,752   70,384   90,633   88,687    3,264    5,210

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        563)
     106        0      901     -354     -273      653      628      -90      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     11.4      8.1     81.7     75.0     96.5     94.5      3.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6       10       21       19       33       30
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,577
COMMITMENTS
   4,878    2,198    6,877   32,794   35,515   44,549   44,590    2,028    1,987

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        196)
    -117       50      392     -136     -203      139      239       57      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      4.7     14.8     70.4     76.3     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        5       16       16       23       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,648
COMMITMENTS
     734      417      150    2,653    3,015    3,537    3,582      111       66

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        290)
     284        0      150     -210      140      224      290       66        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     11.4      4.1     72.7     82.6     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        1       12       11       15       14
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,216
COMMITMENTS
   2,763    4,843    8,860   12,540   10,378   24,163   24,081    4,053    4,135

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -460)
    -341   -1,708     -198     -250    1,301     -789     -605      329      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     17.2     31.4     44.4     36.8     85.6     85.3     14.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        8        8       10       10       19       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,901
COMMITMENTS
  13,330    4,939      222    4,584   13,904   18,136   19,065    1,765      836

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,829)
     -11     -599     -520   -1,373     -586   -1,904   -1,705       75     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     24.8      1.1     23.0     69.9     91.1     95.8      8.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      61       30        7       20       32       86       67
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       54,977
COMMITMENTS
  40,880   10,397      606    6,496   41,053   47,982   52,056    6,995    2,921

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        519)
     810   -1,010     -239     -457    1,425      114      176      405      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.4     18.9      1.1     11.8     74.7     87.3     94.7     12.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      94       30       15       21       38      123       78
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      284,399
COMMITMENTS
 107,315   40,150   31,944  119,300  201,444  258,559  273,538   25,840   10,861

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      9,202)
   2,790    5,070    1,840    4,417    4,650    9,047   11,560      155   -2,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     14.1     11.2     41.9     70.8     90.9     96.2      9.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      89       20       53       67       84      178      144
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,815
COMMITMENTS
   7,163        0       47    4,944   11,486   12,154   11,533    3,661    4,282

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,380)
  -1,368        0      -36     -532   -1,800   -1,936   -1,836     -444     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3      0.0      0.3     31.3     72.6     76.9     72.9     23.1     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        2       10       17       15       19
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,623
COMMITMENTS
       0        0        0   22,959   21,855   22,959   21,855      664    1,768

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.2     92.5     97.2     92.5      2.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       14       13       14
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,495
COMMITMENTS
   7,211    1,200    2,403   11,805   17,046   21,419   20,649    1,076    1,846

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,140)
   1,791        0   -1,147   -2,527      441   -1,883     -706     -257   -1,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      5.3     10.7     52.5     75.8     95.2     91.8      4.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       12       17       14       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,988
COMMITMENTS
      62    5,515      348   13,458    7,984   13,868   13,847      120      141

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,293)
       0      972       35    1,258      286    1,293    1,293        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     39.4      2.5     96.2     57.1     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        5        4       36       30       40       37
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,523
COMMITMENTS
   1,818        0        0   43,447   45,440   45,265   45,440      258       83

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      2,208)
       0        0        0    2,303    2,208    2,303    2,208      -95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.0     95.4     99.8     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        0        0       41       30       45       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,651
COMMITMENTS
     590        0        0   26,911   27,651   27,501   27,651      150        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,848)
       0        0        0   -3,848   -3,848   -3,848   -3,848        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.0     97.3    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       24       20       26       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,005
COMMITMENTS
     450    6,760      150   14,225    8,095   14,825   15,005      180        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        575)
       0      400        0      575      275      575      675        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     45.1      1.0     94.8     53.9     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        1       28       20       30       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,382
COMMITMENTS
   2,625    6,900    5,491   34,106   29,905   42,222   42,296      160       86

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -4,112)
      82      827     -926   -3,266   -3,899   -4,110   -3,998       -2     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     16.3     13.0     80.5     70.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        5        6       46       43       55       52
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,631
COMMITMENTS
     135    2,884       71    7,181    4,595    7,387    7,550      244       81

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,407)
      39   -1,552      -50   -1,341      135   -1,352   -1,467      -55       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     37.8      0.9     94.1     60.2     96.8     98.9      3.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       21       13       24       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,759
COMMITMENTS
   1,656    1,999      340    9,691    9,131   11,687   11,470       72      289

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,924)
    -132     -974     -227   -1,460     -703   -1,819   -1,904     -105      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     17.0      2.9     82.4     77.7     99.4     97.5      0.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        3       27       24       31       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,385
COMMITMENTS
   8,576    1,446      314   13,644   21,065   22,534   22,825      851      560

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,044)
  -1,819      -35       19   -1,181   -2,866   -2,981   -2,882      -63     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      6.2      1.3     58.3     90.1     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        5        4       27       32       35       40
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,769
COMMITMENTS
   2,710      286    3,775   16,068   18,683   22,553   22,744      216       25

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      270      270      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      1.3     16.6     70.6     82.1     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        5       13       13       18       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,380
COMMITMENTS
   3,609      812      244   20,289   21,846   24,142   22,902    1,238    2,478

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -575)
     188     -687        1     -245      243      -56     -443     -519     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      3.2      1.0     79.9     86.1     95.1     90.2      4.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        3       17       22       23       25
```

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Updated September 4, 2012