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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,271
COMMITMENTS
     571      150      985   37,049   38,041   38,605   39,176      666       95

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -920)
    -251     -143       65     -726     -809     -912     -887       -8      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.4      2.5     94.3     96.9     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        1        2       37       42       39       44
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,155
COMMITMENTS
       0        0        0   15,857   16,055   15,857   16,055      298      100

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        405)
       0        0        0      390      409      390      409       15       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.2     99.4     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       22       28       22       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,143
COMMITMENTS
      55      251    1,098   12,732   12,698   13,885   14,047    1,258    1,096

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,090)
      -8      -29      127      891      974    1,010    1,072       80       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.7      7.3     84.1     83.9     91.7     92.8      8.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        2        5       42       45       47       51
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,258
COMMITMENTS
     715       65       38    5,814    6,581    6,567    6,684      691      574

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        344)
     108       30        0      291      346      399      376      -55      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.9      0.5     80.1     90.7     90.5     92.1      9.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        2        2       46       51       50       55
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,076
COMMITMENTS
       0      125        0    5,564    5,393    5,564    5,518      512      558

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         -2)
       0       35        0       43       10       43       45      -45      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     91.6     88.8     91.6     90.8      8.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       20       20       20       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,865
COMMITMENTS
       0      617      289    3,768    3,621    4,057    4,527      808      338

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        255)
       0       69      -35      302      229      267      263      -12       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.7      5.9     77.5     74.4     83.4     93.1     16.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       21       24       23       26
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,213
COMMITMENTS
      65       24      120    1,363    1,637    1,548    1,781      665      432

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        131)
     -40      -19       39      108       93      107      113       24       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.1      5.4     61.6     74.0     70.0     80.5     30.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       15       17       17       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       12,264
COMMITMENTS
       0        0        0   12,105   12,234   12,105   12,234      159       30

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        780)
       0        0        0      780      780      780      780        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     99.8     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       25       15       25       15
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,771
COMMITMENTS
       0      531        0    6,272    6,026    6,272    6,557      499      214

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        764)
       0        0        0      715      718      715      718       49       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      0.0     92.6     89.0     92.6     96.8      7.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16       15       16       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,676
COMMITMENTS
       0    1,721      348   18,208   16,607   18,556   18,676      120        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        651)
       0     -110        0      651      761      651      651        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.2      1.9     97.5     88.9     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       28       23       29       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      324,307
COMMITMENTS
  41,102   45,115   49,089  198,956  197,948  289,147  292,152   35,160   32,155

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      3,339)
     801    1,906   -5,326    8,230    7,703    3,705    4,283     -366     -944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     13.9     15.1     61.3     61.0     89.2     90.1     10.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      35       39       43       77       73      141      131
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,289
COMMITMENTS
     180    1,833        8   10,971    9,379   11,159   11,220      130       69

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        516)
      50      -13        0      466      529      516      516        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     16.2      0.1     97.2     83.1     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        5        1       38       38       40       44
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,305
COMMITMENTS
     695    1,500      100   16,510   15,675   17,305   17,275        0       30

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        975)
     140        0      100      975      875    1,215      975     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      8.7      0.6     95.4     90.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        1       24       28       27       30
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,628
COMMITMENTS
       0        0        0   10,309   10,948   10,309   10,948    1,319      680

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        453)
       0        0        0      453       36      453       36        0      417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.7     94.2     88.7     94.2     11.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       15       20       15
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,526
COMMITMENTS
       0        0        0    1,510    1,516    1,510    1,516       16       10

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      310      200      310      200     -100       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     99.3     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       13       16       13
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,117,917
COMMITMENTS
 234,178  310,222  399,425  417,344  369,036  1050947  1078683   66,970   39,234

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,759)
   1,085   -4,659    6,562   -4,005    1,331    3,642    3,234   -1,883   -1,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     27.8     35.7     37.3     33.0     94.0     96.5      6.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
     112      111      151       73       66      284      240
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       33,598
COMMITMENTS
     639    5,763      624   28,997   21,534   30,260   27,921    3,338    5,677

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
      10        0      -10        0        0        0      -10        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     17.2      1.9     86.3     64.1     90.1     83.1      9.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       80,203
COMMITMENTS
  15,736   44,064   14,069   47,657   20,267   77,462   78,400    2,741    1,803

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        248)
     200     -346      101      137      493      438      248     -190        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     54.9     17.5     59.4     25.3     96.6     97.8      3.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        8       13       16       17       30       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       61,920
COMMITMENTS
       0      433    2,351   54,157   50,644   56,508   53,428    5,412    8,492

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        -40)
       0     -755     -133      -38       34     -171     -854      131      814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      3.8     87.5     81.8     91.3     86.3      8.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       16       17       18       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,678,613
COMMITMENTS
 464,766   45,031  800,087  1384483  1810525  2649336  2655643   29,277   22,970

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     19,850)
  -4,200      391   13,350   13,594    7,262   22,744   21,003   -2,894   -1,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      1.7     29.9     51.7     67.6     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      38       12       41       96       84      143      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,314,034
COMMITMENTS
 192,560  124,220  382,907  735,011  804,999  1310478  1312126    3,556    1,908

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     10,288)
  -2,459      381    4,345    8,295    5,696   10,181   10,422      107     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      9.5     29.1     55.9     61.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      23       19       33       44       41       81       79
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,298
COMMITMENTS
   3,606    4,369    1,662    2,392    1,435    7,660    7,466      638      832

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,075)
     240      430      210      490      210      940      850      135      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     52.7     20.0     28.8     17.3     92.3     90.0      7.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5       10       13        5        4       19       18
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,532
COMMITMENTS
     257    2,185      113   22,850   20,853   23,220   23,151      312      381

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,828)
      22       38       30    1,751    1,735    1,803    1,803       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      9.3      0.5     97.1     88.6     98.7     98.4      1.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        5        3       31       44       36       50
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,658
COMMITMENTS
     130       39       35      898    1,124    1,063    1,198      595      460

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         83)
       6        0        0       90       69       96       69      -13       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      2.4      2.1     54.2     67.8     64.1     72.3     35.9     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       15       18       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       67,935
COMMITMENTS
  11,980      328    4,725   49,463   61,352   66,168   66,405    1,767    1,530

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,357)
    -500       20      450    1,382    1,127    1,332    1,597       25     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      0.5      7.0     72.8     90.3     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        3       34       32       39       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,533
COMMITMENTS
     518    1,334    2,404   13,373   13,241   16,295   16,979    1,238      554

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         48)
       0        0        0      148       48      148       48     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      7.6     13.7     76.3     75.5     92.9     96.8      7.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       21       17       24       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,569
COMMITMENTS
     293    1,108       60    6,441    6,059    6,794    7,227    1,775    1,342

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         81)
      -3        0        0     -155      -47     -158      -47      239      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     12.9      0.7     75.2     70.7     79.3     84.3     20.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       15       14       17       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,964
COMMITMENTS
   3,676      732      540    7,978   11,316   12,194   12,588      770      376

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      600      260      600      260     -220      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      5.6      4.2     61.5     87.3     94.1     97.1      5.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       18       19       21       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,622
COMMITMENTS
     698    2,480      418   20,539   19,716   21,655   22,614    1,967    1,008

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        188)
       0        0        0      -55      188      -55      188      243        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     10.5      1.8     86.9     83.5     91.7     95.7      8.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       26       24       29       27
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,777
COMMITMENTS
   1,134        0      176    5,964    6,621    7,274    6,797    1,503    1,980

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        114)
       6        0        0       60      114       66      114       48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.0      2.0     68.0     75.4     82.9     77.4     17.1     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       16       18       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,660
COMMITMENTS
   3,898    2,510      156    7,592    9,254   11,646   11,920    1,014      740

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -200)
    -240     -114        0       40      -86     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     19.8      1.2     60.0     73.1     92.0     94.2      8.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       16       16       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,038
COMMITMENTS
     378    2,440      836   10,812    9,288   12,026   12,564    1,012      474

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -116)
       0       90      -48      -68      -38     -116        4        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     18.7      6.4     82.9     71.2     92.2     96.4      7.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       18       17       20       20
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,910
COMMITMENTS
       0        0        0   58,910   58,910   58,910   58,910        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      125      125      125      125        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       19       16       19       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      967,623
COMMITMENTS
       0        0        0  967,623  967,623  967,623  967,623        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,175)
       0        0        0    1,175    1,175    1,175    1,175        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:       24)
       0        0        0       16       16       16       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       27,041
COMMITMENTS
       0        0        0   27,041   27,041   27,041   27,041        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       10       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      101,445
COMMITMENTS
      42        0        0  101,148  101,211  101,190  101,211      255      234

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       17       29       18       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,400,754
COMMITMENTS
   3,920        0        0  1396834  1400754  1400754  1400754        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       17       24       18       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       68,271
COMMITMENTS
   5,377    2,235    8,015   54,879   58,021   68,271   68,271        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,095)
       0        0        0    4,095    4,350    4,095    4,350        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      3.3     11.7     80.4     85.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       27       21       31       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,143,962
COMMITMENTS
  42,561   94,670   42,871  1058530  1006421  1143962  1143962        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      5,781)
  -7,864      620    5,161    8,484        0    5,781    5,781        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      8.3      3.7     92.5     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        2       29       23       34       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,078
COMMITMENTS
       0    3,997        0   49,951   45,550   49,951   49,547      127      531

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        230)
       0      230        0      230        0      230      230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.0      0.0     99.7     91.0     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       18       15       18       17
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,651
COMMITMENTS
       0    6,165      200   24,324   18,286   24,524   24,651      127        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.0      0.8     98.7     74.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,420
COMMITMENTS
   1,905    5,735        0   40,942   37,685   42,847   43,420      573        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     13.2      0.0     94.3     86.8     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       14       16       16       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,295
COMMITMENTS
     381      868      218   13,781   13,955   14,380   15,041      915      254

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      5.7      1.4     90.1     91.2     94.0     98.3      6.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       15       15       17       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,261
COMMITMENTS
     212    1,067        0   11,922   10,918   12,134   11,985      127      276

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      8.7      0.0     97.2     89.0     99.0     97.7      1.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       10       17       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      840,312
COMMITMENTS
       0   60,185   23,400  816,912  756,727  840,312  840,312        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      2.8     97.2     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       15       21       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      989,689
COMMITMENTS
  31,758  111,095   12,000  945,931  866,594  989,689  989,689        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     23,320)
   7,908        0        0   15,412   23,320   23,320   23,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     11.2      1.2     95.6     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       14       14       17       15
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      513,914
COMMITMENTS
 179,674        0   52,456  281,784  461,458  513,914  513,914        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
  -4,160        0        0    4,160        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0      0.0     10.2     54.8     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       15       12       17       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      140,744
COMMITMENTS
       0    7,032        0  140,744  133,712  140,744  140,744        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.0    100.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,841
COMMITMENTS
   2,251        0        0   25,119   27,424   27,370   27,424      471      417

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         10)
       0        0        0      108       13      108       13      -98       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.0      0.0     90.2     98.5     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        0       36       32       39       32
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,897
COMMITMENTS
     713        0       25    5,807    6,468    6,545    6,493      352      404

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -279)
    -354        0       25       25     -304     -304     -279       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.0      0.4     84.2     93.8     94.9     94.1      5.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       15       15       17       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,125
COMMITMENTS
     239    1,575       77    8,524    6,930    8,840    8,582      285      543

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         76)
       6       58       -6       46       24       46       76       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     17.3      0.8     93.4     75.9     96.9     94.0      3.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       20       19       23       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,030
COMMITMENTS
     945        0        0    8,945    9,460    9,890    9,460      140      570

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        284)
       0        0        0      269      269      269      269       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      0.0      0.0     89.2     94.3     98.6     94.3      1.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       20       19       21       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,403,473
COMMITMENTS
 323,621  150,842  390,875  624,854  791,030  1339350  1332747   64,123   70,726

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -9,942)
   8,214  -25,993      971  -14,929    8,747   -5,744  -16,275   -4,198    6,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     10.7     27.9     44.5     56.4     95.4     95.0      4.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     102       87      141       91       95      267      263
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      195,297
COMMITMENTS
  57,441   19,973      823   91,370  121,923  149,634  142,719   45,663   52,578

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,540)
     248      435      -75    1,471      381    1,644      741     -104      799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     10.2      0.4     46.8     62.4     76.6     73.1     23.4     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        6        5       18       19       26       28
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,345
COMMITMENTS
     768    1,275      275   15,302   14,770   16,345   16,320        0       25

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,075)
       0        0        0    1,092    1,050    1,092    1,050      -17       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      7.8      1.7     93.6     90.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        4        3       26       23       30       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,399
COMMITMENTS
   5,130   10,676    5,931   74,787   66,999   85,848   83,606    2,551    4,793

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        362)
     444     -500     -123      342      997      663      374     -301      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     12.1      6.7     84.6     75.8     97.1     94.6      2.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        8       22       19       32       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,338
COMMITMENTS
   2,065    1,798    4,702   28,264   28,320   35,031   34,820    2,307    2,518

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -4,753)
    -408        0   -1,974   -2,283   -2,804   -4,665   -4,778      -88       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      4.8     12.6     75.7     75.8     93.8     93.3      6.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        3       14       14       19       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,140
COMMITMENTS
   1,350        0        0    2,745    4,086    4,095    4,086       45       54

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      0.0      0.0     66.3     98.7     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       12       13       12
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,971
COMMITMENTS
   2,769    4,785    8,197   11,684    9,639   22,650   22,621    3,321    3,350

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -2,586)
    -418   -1,012     -987     -877     -372   -2,282   -2,371     -304     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     18.4     31.6     45.0     37.1     87.2     87.1     12.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        6        7       10       10       19       20
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,457
COMMITMENTS
       0        0        0   17,457   17,457   17,457   17,457        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -50      -60      -50      -60      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,056
COMMITMENTS
  13,773    8,938      838    6,160   10,666   20,771   20,442    1,285    1,614

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -116)
      54     -235       45     -230      165     -131      -25       15      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.4     40.5      3.8     27.9     48.4     94.2     92.7      5.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      53       55       12       24       30       85       95
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       49,929
COMMITMENTS
  35,213   15,857      539    8,579   30,547   44,331   46,943    5,598    2,986

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,214)
     761    1,102      206     -279       49      688    1,357      526     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5     31.8      1.1     17.2     61.2     88.8     94.0     11.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      83       38       10       20       32      109       77
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      259,169
COMMITMENTS
  80,627   20,412   33,010  126,905  192,870  240,542  246,292   18,627   12,877

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      5,595)
  -2,397    2,017      378    7,192    5,415    5,173    7,810      422   -2,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      7.9     12.7     49.0     74.4     92.8     95.0      7.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      62       31       44       79       93      160      156
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,139
COMMITMENTS
   1,986        0    1,197    8,193    9,097   11,376   10,294    4,763    5,845

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        393)
    -149        0       17      242      411      110      428      283      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      0.0      7.4     50.8     56.4     70.5     63.8     29.5     36.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        3        9       13       13       16
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,301
COMMITMENTS
      66    2,002      204    7,858    5,908    8,128    8,114      173      187

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         32)
       0      -56        0       32       88       32       32        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     24.1      2.5     94.7     71.2     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        1       27       30       28       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       50,587
COMMITMENTS
   1,050      500       37   48,937   49,951   50,024   50,488      563       99

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      3,560)
      75      400       37    3,320    3,111    3,432    3,548      128       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.0      0.1     96.7     98.7     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        1        1       40       32       44       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,634
COMMITMENTS
     452        0        0   32,062   32,634   32,514   32,634      120        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,545)
       0        0        0    1,545    1,545    1,545    1,545        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     98.2    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       22       21       23       21
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,695
COMMITMENTS
     300    5,740      150   12,065    6,805   12,515   12,695      180        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        800)
       0      650        0      800      150      800      800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     45.2      1.2     95.0     53.6     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        1       27       21       28       26
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,042
COMMITMENTS
   2,061    2,326    7,472   32,470   32,103   42,003   41,901       39      141

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      3,565)
       0    2,029      334    3,228    1,218    3,562    3,581        3      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      5.5     17.8     77.2     76.4     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7        5        5       43       48       53       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,488
COMMITMENTS
     278    6,305        0    9,874    4,162   10,152   10,467      336       21

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:          0)
       0      -81        0        0       81        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     60.1      0.0     94.1     39.7     96.8     99.8      3.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       21       15       23       17
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,430
COMMITMENTS
   1,381    2,090      535    9,406    8,659   11,322   11,284      108      146

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        514)
    -571       80      368      717        0      514      448        0       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     18.3      4.7     82.3     75.8     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        3        3       27       23       33       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,581
COMMITMENTS
  12,326    2,755      180   14,935   24,909   27,441   27,844    1,140      737

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         58)
     720    1,227     -477     -233     -649       10      101       48      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1      9.6      0.6     52.3     87.2     96.0     97.4      4.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8        5        2       24       33       32       40
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,079
COMMITMENTS
     540      276    3,735   15,588   16,038   19,863   20,049      216       30

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        426)
       0        0        0      426      426      426      426        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.4     18.6     77.6     79.9     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        4       14       15       18       19
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,569
COMMITMENTS
   2,660      173      740   18,279   19,953   21,679   20,866    1,890    2,703

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,088)
     358        0        0      333      821      691      821      397      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      0.7      3.1     77.6     84.7     92.0     88.5      8.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        4       17       24       22       28
```

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Updated July 20, 2012