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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       92,083
COMMITMENTS
   5,882      912    3,971   82,230   87,196   92,083   92,079        0        4

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        241)
    -550      146        0      842      145      292      291      -51      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      1.0      4.3     89.3     94.7    100.0    100.0      0.0      0.0

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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,434
COMMITMENTS
     830      291      711   39,479   40,381   41,020   41,383      414       51

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -5,043)
    -467     -255      115   -4,626   -4,782   -4,978   -4,922      -65     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.7      1.7     95.3     97.5     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        3        2       37       45       39       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,656
COMMITMENTS
       0      330        0    9,445    9,247    9,445    9,577      211       79

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -3,115)
       0        0        0   -3,086   -3,106   -3,086   -3,106      -29       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      0.0     97.8     95.8     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       25       25       25       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,846
COMMITMENTS
     515      264      584   12,557   12,983   13,656   13,831    1,190    1,015

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -1,445)
     256      -99     -249   -1,338     -921   -1,331   -1,269     -114     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.8      3.9     84.6     87.5     92.0     93.2      8.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        2        3       37       41       40       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,575
COMMITMENTS
     605       35      340    4,967    5,408    5,912    5,783      663      792

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -1,200)
     -66      -30       65   -1,080   -1,244   -1,081   -1,209     -119        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.5      5.2     75.5     82.3     89.9     88.0     10.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        1        6       40       45       47       51
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,251
COMMITMENTS
       0       55        0    5,876    5,684    5,876    5,739      375      512

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -917)
       0      -95        0     -792     -623     -792     -718     -125     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     94.0     90.9     94.0     91.8      6.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       20       23       20       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,480
COMMITMENTS
     105      721      290    5,382    5,219    5,777    6,230      703      250

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -371)
     105      -17     -105     -191     -182     -191     -304     -180      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     11.1      4.5     83.1     80.5     89.2     96.1     10.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        1       22       25       24       29
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,362
COMMITMENTS
      85       48       35    1,964    1,751    2,084    1,834      278      528

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -251)
      45      -31      -44     -232     -179     -231     -254      -20        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      2.0      1.5     83.1     74.1     88.2     77.6     11.8     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       18       14       22       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,387
COMMITMENTS
     138       35       96    1,792    1,902    2,026    2,033      361      354

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -569)
     -77       35       35     -359     -357     -401     -287     -168     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.5      4.0     75.1     79.7     84.9     85.2     15.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       19       19       22       21
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,126
COMMITMENTS
       0        0        0    8,069    8,096    8,069    8,096       57       30

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -3,582)
       0        0        0   -3,570   -3,582   -3,570   -3,582      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.3     99.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       17       19       17
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,209
COMMITMENTS
       0      304      150    7,639    7,725    7,789    8,179      420       30

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -519)
       0      -73        0     -480     -435     -480     -508      -39      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      1.8     93.1     94.1     94.9     99.6      5.1      0.4

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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,580
COMMITMENTS
       0    1,251      271   20,229   19,058   20,500   20,580       80        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -2,240)
       0     -574      196   -2,366   -1,862   -2,170   -2,240      -70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      1.3     98.3     92.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       27       25       28       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      344,422
COMMITMENTS
  52,448   40,423   46,438  198,955  234,398  297,841  321,259   46,581   23,163

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     13,138)
     980    3,116     -490   12,792   13,413   13,282   16,039     -144   -2,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     11.7     13.5     57.8     68.1     86.5     93.3     13.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      46       29       38       71       76      142      121
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,297
COMMITMENTS
      48    6,200      304   11,899    5,700   12,251   12,204       46       93

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -3,573)
     -86      167       25   -3,447   -3,765   -3,508   -3,573      -65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     50.4      2.5     96.8     46.4     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        7        3       33       30       36       40
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,005
COMMITMENTS
     505    1,685      180   16,320   15,110   17,005   16,975        0       30

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -175)
       0     -175        0     -175        0     -175     -175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      9.9      1.1     96.0     88.9    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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,300
COMMITMENTS
     200      630    1,475    9,625    9,195   11,300   11,300        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -675)
     150      -75        0     -825     -600     -675     -675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      5.6     13.1     85.2     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       14       15       16
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,705
COMMITMENTS
     525      150        0   15,064   16,397   15,589   16,547    1,116      158

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        244)
       0        0        0      279      264      279      264      -35      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.9      0.0     90.2     98.2     93.3     99.1      6.7      0.9

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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,133,496
COMMITMENTS
 246,255  349,969  393,964  418,552  345,844  1058771  1089777   74,725   43,719

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     31,576)
    -666   12,656   11,604   19,888   11,415   30,826   35,675      750   -4,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     30.9     34.8     36.9     30.5     93.4     96.1      6.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     121      105      147       76       65      289      240
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       22,328
COMMITMENTS
     241    1,860      818   18,805   14,482   19,864   17,160    2,464    5,168

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -6,008)
     -56   -1,800      -80   -5,404   -3,202   -5,540   -5,082     -468     -926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      8.3      3.7     84.2     64.9     89.0     76.9     11.0     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       11       14       12       17
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       94,564
COMMITMENTS
  16,414   41,194   24,402   51,302   28,334   92,118   93,930    2,446      634

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      2,403)
   1,169   -2,984    4,128   -2,045    2,308    3,252    3,452     -849   -1,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     43.6     25.8     54.3     30.0     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8       10       12       21       21       37       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,247
COMMITMENTS
       0      403    2,036   46,125   42,326   48,161   44,765    4,086    7,482

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         88)
       0       48        0       92       12       92       60       -4       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      3.9     88.3     81.0     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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,573,138
COMMITMENTS
 506,848  101,730  710,942  1329327  1740960  2547117  2553632   26,021   19,506

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      5,733)
  -2,036   11,364   -3,317   13,391   -1,364    8,038    6,683   -2,305     -950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      4.0     27.6     51.7     67.7     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      36       14       42       93       83      142      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,170,828
COMMITMENTS
 115,274  101,624  326,343  726,003  740,056  1167620  1168023    3,208    2,805

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     14,885)
  -3,454     -640   13,513    5,442    1,633   15,501   14,506     -616      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      8.7     27.9     62.0     63.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      23       22       31       44       41       88       73
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,625
COMMITMENTS
     570        0        0    5,170    5,845    5,740    5,845      885      780

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        165)
      75        0        0      -30      360       45      360      120     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.0      0.0     78.0     88.2     86.6     88.2     13.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       15       17       17       17
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,145
COMMITMENTS
   5,032    7,938    2,974    6,144    3,204   14,150   14,116      995    1,029

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        261)
      34      380     -427      314       83      -79       36      340      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     52.4     19.6     40.6     21.2     93.4     93.2      6.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5       17       17        9        8       27       29
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,710
COMMITMENTS
   3,260    2,930    1,015    2,100    2,315    6,375    6,260      335      450

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        125)
     270      875     -580      475       -5      165      290      -40     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     43.7     15.1     31.3     34.5     95.0     93.3      5.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       10       13        7        6       21       21
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,626
COMMITMENTS
   1,512    1,994      483   17,422   16,837   19,417   19,314      209      312

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        710)
      50      -37      114      515      640      679      717       31       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     10.2      2.5     88.8     85.8     98.9     98.4      1.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        5        5       31       42       42       48
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,739
COMMITMENTS
     166        0      162    1,608    1,955    1,936    2,117      803      622

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -246)
     -56        0       -3     -204     -157     -263     -160       17      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.0      5.9     58.7     71.4     70.7     77.3     29.3     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       17       17       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,704
COMMITMENTS
       0      496       20    1,218      769    1,238    1,285      466      419

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -406)
     -86       81      -77     -177     -494     -340     -490      -66       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     29.1      1.2     71.5     45.1     72.7     75.4     27.3     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       22       18       23       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       61,420
COMMITMENTS
   5,139      472    5,354   49,350   54,535   59,843   60,361    1,577    1,059

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,531)
    -268       96      480      947      929    1,159    1,505      372       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.8      8.7     80.3     88.8     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        3       32       30       38       33
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,803
COMMITMENTS
   1,010      222    2,060   11,519   12,985   14,589   15,267    1,214      536

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         48)
     -48        0       48       48        0       48       48        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      1.4     13.0     72.9     82.2     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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,111
COMMITMENTS
       0    1,278       18    6,240    5,416    6,258    6,712    1,853    1,399

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        120)
       0        0        0        0        0        0        0      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.8      0.2     76.9     66.8     77.2     82.8     22.8     17.2

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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,601
COMMITMENTS
   3,542      440      310    7,888   11,382   11,740   12,132      861      469

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -120)
    -110        0     -120      110        0     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      3.5      2.5     62.6     90.3     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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,853
COMMITMENTS
     406    1,680      658   18,502   18,437   19,566   20,775    2,287    1,078

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        288)
       0        0        0      282      120      282      120        6      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      7.7      3.0     84.7     84.4     89.5     95.1     10.5      4.9

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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,565
COMMITMENTS
   1,364        0       66    5,650    6,989    7,080    7,055    1,485    1,510

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         22)
       0        0        0       52       28       52       28      -30       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.0      0.8     66.0     81.6     82.7     82.4     17.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       17       18       18
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,437
COMMITMENTS
   2,890    2,302      200    7,105    8,175   10,195   10,677    1,242      760

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:          2)
    -230     -120       72      160       10        2      -38        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     20.1      1.7     62.1     71.5     89.1     93.4     10.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,063
COMMITMENTS
     218    2,202      840    9,721    8,655   10,779   11,697    1,284      366

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         57)
       0       48        0       57        9       57       57        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     18.3      7.0     80.6     71.7     89.4     97.0     10.6      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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,301
COMMITMENTS
       0        0        0   52,963   53,301   52,963   53,301      338        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         63)
       0        0        0       63       63       63       63        0        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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      896,513
COMMITMENTS
       0        0        0  896,513  896,513  896,513  896,513        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      3,032)
       0        0        0    3,032    3,032    3,032    3,032        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       18       17       18
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| 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 09/04/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       28       16       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| 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 09/04/12 (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:       33)
       0        0        0       17       23       17       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,984
COMMITMENTS
   3,945        0    6,990   51,794   55,994   62,729   62,984      255        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,275)
   1,970     -580     -695        0    2,550    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.0     11.1     82.2     88.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       27       21       30       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| 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 09/04/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,002
COMMITMENTS
       0    3,520        0   47,919   43,972   47,919   47,492       83      510

CHANGES FROM 09/04/12 (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      7.3      0.0     99.8     91.6     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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,478
COMMITMENTS
     830    5,515        0   38,119   33,963   38,949   39,478      529        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     14.0      0.0     96.6     86.0     98.7    100.0      1.3      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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,916
COMMITMENTS
   8,643        0    1,805   16,468   24,856   26,916   26,661        0      255

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,275)
  -2,550        0    1,275    2,550        0    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      0.0      6.7     61.2     92.3    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       10       14       12       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| 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 09/04/12 (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     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 09/11/12                         |
--------------------------------------------------------------| 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 09/04/12 (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      5.9      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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      945,180
COMMITMENTS
  16,010  122,810    4,160  925,010  818,210  945,180  945,180        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     13.0      0.4     97.9     86.6    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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      503,773
COMMITMENTS
 101,666        0   87,571  314,536  416,202  503,773  503,773        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      2,968)
       0        0        0    2,968    2,968    2,968    2,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      0.0     17.4     62.4     82.6    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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,909
COMMITMENTS
   1,800        0        0   28,670   30,624   30,470   30,624      439      285

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -1,745)
     -56        0        0   -1,625   -1,608   -1,681   -1,608      -64     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      0.0     92.8     99.1     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        0        0       36       35       37       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,155
COMMITMENTS
     660        0        0    4,247    4,919    4,907    4,919      248      236

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         30)
       0        0        0      -15       30      -15       30       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      0.0      0.0     82.4     95.4     95.2     95.4      4.8      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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,510
COMMITMENTS
     293    1,155       46    8,941    7,909    9,280    9,110      230      400

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        430)
       0     -120        0      475      550      475      430      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     12.1      0.5     94.0     83.2     97.6     95.8      2.4      4.2

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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,272
COMMITMENTS
     755        0        0    9,215    9,815    9,970    9,815      302      457

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         -9)
       0        0        0      -25      -24      -25      -24       16       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.0      0.0     89.7     95.6     97.1     95.6      2.9      4.4

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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,154
COMMITMENTS
     132       25        0    4,690    5,005    4,822    5,030      332      124

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.5      0.0     91.0     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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,585,806
COMMITMENTS
 380,849  132,184  465,508  666,128  925,816  1512485  1523508   73,321   62,298

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     53,983)
   6,702   -3,371   38,712   13,451   23,887   58,865   59,228   -4,882   -5,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      8.3     29.4     42.0     58.4     95.4     96.1      4.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     134       90      161       87       95      296      286
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      181,412
COMMITMENTS
  58,621   18,124    1,471   79,953  109,613  140,045  129,208   41,367   52,204

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        768)
   1,378       -9     -194   -1,666    1,253     -482    1,050    1,250     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     10.0      0.8     44.1     60.4     77.2     71.2     22.8     28.8

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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,661
COMMITMENTS
   1,726      445      200   18,710   19,991   20,636   20,636       25       25

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,983)
       0        0        0    1,983    1,983    1,983    1,983        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      2.2      1.0     90.6     96.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        2       22       24       27       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,802
COMMITMENTS
   6,501    9,914    6,910   76,839   72,112   90,250   88,936    3,552    4,866

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        -95)
     209     -800     -679       87    1,728     -383      249      288     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     10.6      7.4     81.9     76.9     96.2     94.8      3.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        9       22       20       33       30
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,450
COMMITMENTS
   3,667    4,348    8,012   35,506   34,618   47,185   46,978    2,265    2,472

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      2,873)
  -1,211    2,150    1,135    2,712     -897    2,636    2,388      237      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      8.8     16.2     71.8     70.0     95.4     95.0      4.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        6       15       15       23       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,798
COMMITMENTS
   1,034      417      150    2,503    3,165    3,687    3,732      111       66

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        150)
     300        0        0     -150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     11.0      3.9     65.9     83.3     97.1     98.3      2.9      1.7

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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,634
COMMITMENTS
   2,551    5,838    8,869   13,233   10,204   24,653   24,911    3,981    3,723

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        418)
    -212      995        9      693     -174      490      830      -72     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     20.4     31.0     46.2     35.6     86.1     87.0     13.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        8       10       11       11       21       25
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,161
COMMITMENTS
       0        0        0   19,161   19,152   19,161   19,152        0        9

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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       15       11       15       11
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,154
COMMITMENTS
  12,549    3,867      148    4,482   14,389   17,179   18,404    1,975      750

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -747)
    -781   -1,072      -74     -102      485     -957     -661      210      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.5     20.2      0.8     23.4     75.1     89.7     96.1     10.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      67       27        5       16       35       86       65
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       56,375
COMMITMENTS
  41,708    7,956      951    6,674   44,609   49,333   53,516    7,042    2,859

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,398)
     828   -2,441      345      178    3,556    1,351    1,460       47      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.0     14.1      1.7     11.8     79.1     87.5     94.9     12.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
     109       26       15       25       38      142       76
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      292,397
COMMITMENTS
 112,076   43,368   32,282  121,152  204,604  265,510  280,254   26,887   12,143

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      7,998)
   4,761    3,218      338    1,852    3,160    6,951    6,716    1,047    1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     14.8     11.0     41.4     70.0     90.8     95.8      9.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      88       26       51       69       87      177      147
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,353
COMMITMENTS
   7,409        0      223    6,601   12,981   14,233   13,204    3,120    4,149

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,538)
     246        0      176    1,657    1,495    2,079    1,671     -541     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7      0.0      1.3     38.0     74.8     82.0     76.1     18.0     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        0        4       13       19       18       23
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,086
COMMITMENTS
   7,137    1,200    2,703   12,245   17,337   22,085   21,240    1,001    1,846

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        591)
     -74        0      300      440      291      666      591      -75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      5.2     11.7     53.0     75.1     95.7     92.0      4.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       14       18       16       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,630
COMMITMENTS
     156    5,910      289   12,065    6,290   12,510   12,489      120      141

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -1,358)
      94      395      -59   -1,393   -1,694   -1,358   -1,358        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     46.8      2.3     95.5     49.8     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        3       32       25       35       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       40,739
COMMITMENTS
   1,508        0       50   38,967   40,621   40,525   40,671      214       68

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -4,784)
    -310        0       50   -4,480   -4,819   -4,740   -4,769      -44      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.1     95.7     99.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        0        1       41       29       46       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,802
COMMITMENTS
     490        0        0   19,152   19,802   19,642   19,802      160        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -7,849)
    -100        0        0   -7,759   -7,849   -7,859   -7,849       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.0     96.7    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       22       19       24       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,225
COMMITMENTS
     450    5,280      150   11,445    6,795   12,045   12,225      180        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -2,780)
       0   -1,480        0   -2,780   -1,300   -2,780   -2,780        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     43.2      1.2     93.6     55.6     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        4        1       26       19       28       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,986
COMMITMENTS
   3,213    6,443    6,944   35,617   32,493   45,774   45,880      212      106

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      3,604)
     588     -457    1,453    1,511    2,588    3,552    3,584       52       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     14.0     15.1     77.5     70.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6        5        6       47       43       56       52
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| 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 09/04/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     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 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,115
COMMITMENTS
   1,985    2,286      425   10,612   10,112   13,022   12,823       93      292

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,356)
     329      287       85      921      981    1,335    1,353       21        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     17.4      3.2     80.9     77.1     99.3     97.8      0.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        2       28       26       32       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,752
COMMITMENTS
   8,576    1,746      381   13,944   21,065   22,901   23,192      851      560

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        367)
       0      300       67      300        0      367      367        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      7.4      1.6     58.7     88.7     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        5        4       27       32       35       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,985
COMMITMENTS
   3,915      984      117   20,480   22,243   24,512   23,344    1,473    2,641

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        605)
     306      172     -127      191      397      370      442      235      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      3.8      0.5     78.8     85.6     94.3     89.8      5.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       17       23       21       25
```

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Updated September 14, 2012