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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       93,503
COMMITMENTS
     102    2,043    2,870   90,531   88,590   93,503   93,503        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -2,136)
       0      -42       19   -2,155   -2,113   -2,136   -2,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.2      3.1     96.8     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        5        3        9       14       14       19
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,453
COMMITMENTS
       0      643    1,635   45,488   45,140   47,123   47,418      330       35

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      2,871)
       0     -260      155    2,722    2,976    2,877    2,871       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      3.4     95.9     95.1     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       0        3        2       40       42       42       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,561
COMMITMENTS
       0       80        0   10,366   10,284   10,366   10,364      195      197

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        546)
       0        0        0      546      567      546      567        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0     98.2     97.4     98.2     98.1      1.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       26       26       26       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,710
COMMITMENTS
     638      398      922   14,967   15,434   16,527   16,754    1,183      956

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,003)
     121       26       48      770      898      939      972       64       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      2.2      5.2     84.5     87.1     93.3     94.6      6.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        6       43       45       49       52
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,654
COMMITMENTS
     301      273      530    7,122    7,075    7,953    7,878      701      776

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        376)
      -7       80       67      231      205      291      352       85       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      3.2      6.1     82.3     81.8     91.9     91.0      8.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        6        8       48       50       57       59
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,741
COMMITMENTS
       0        0       75    6,037    6,173    6,112    6,248      629      493

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        185)
       0        0        0      155      160      155      160       30       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      1.1     89.6     91.6     90.7     92.7      9.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        1       19       20       20       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,186
COMMITMENTS
     138      528      212    7,255    7,124    7,605    7,864      581      322

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        873)
      33     -155      185      618      818      836      848       37       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      6.5      2.6     88.6     87.0     92.9     96.1      7.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        1       28       29       31       31
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,079
COMMITMENTS
      70       20       90    2,533    2,289    2,693    2,399      386      680

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        387)
       5       20       15      387      267      407      302      -20       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.6      2.9     82.3     74.3     87.5     77.9     12.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       21       21       24       23
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,404
COMMITMENTS
     181      106       60    1,697    1,871    1,938    2,037      466      367

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        185)
     -17        9       18      150      146      151      173       34       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      4.4      2.5     70.6     77.8     80.6     84.7     19.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       22       25       25       29
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,645
COMMITMENTS
       0        0        0    8,510    8,615    8,510    8,615      135       30

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        735)
       0        0        0      735      735      735      735        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4     99.7     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       18       22       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,142
COMMITMENTS
       0      231      240    9,586    9,626    9,826   10,097      316       45

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        585)
       0        0       90      542      495      632      585      -47        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      2.4     94.5     94.9     96.9     99.6      3.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       19       21       20       23
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,704
COMMITMENTS
       0    1,175      424   25,220   24,105   25,644   25,704       60        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        864)
       0      450       25      839      389      864      864        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      1.6     98.1     93.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       26       28       27       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      296,574
COMMITMENTS
  53,334   25,045   45,899  153,489  201,536  252,722  272,480   43,852   24,094

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -12,573)
  -2,770   -1,988   -3,618   -4,355   -7,963  -10,743  -13,569   -1,830      996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      8.4     15.5     51.8     68.0     85.2     91.9     14.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      43       31       42       71       77      139      127
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,183,848
COMMITMENTS
 277,599  326,603  406,362  422,414  414,566  1106375  1147531   77,473   36,317

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -20,842)
  -6,907  -17,109   -1,484   -7,702   -1,714  -16,093  -20,307   -4,749     -535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     27.6     34.3     35.7     35.0     93.5     96.9      6.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     124       93      137       82       70      288      236
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      115,109
COMMITMENTS
  30,480   57,198   22,224   59,431   34,098  112,135  113,520    2,974    1,589

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -17,057)
     249    9,016  -12,569   -3,721  -13,504  -16,041  -17,057   -1,016        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     49.7     19.3     51.6     29.6     97.4     98.6      2.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7       11       13       22       20       37       36
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,512,498
COMMITMENTS
 531,501   51,687  687,504  1261983  1754892  2480988  2494083   31,510   18,415

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:   -128,278)
  -6,294  -19,147  -47,524  -75,804  -60,266 -129,622 -126,937    1,344   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      2.1     27.4     50.2     69.8     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      38       13       39       88       83      138      126
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      963,780
COMMITMENTS
  79,628  210,842  208,385  667,557  537,462  955,570  956,689    8,210    7,091

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:   -143,550)
 -63,661  -72,685  -12,311  -69,424  -62,242 -145,396 -147,238    1,846    3,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     21.9     21.6     69.3     55.8     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       25       32       38       33       76       71
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,745
COMMITMENTS
   1,539        0      213    5,480    6,705    7,232    6,918      513      827

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        -80)
     140        0       25     -240     -210      -75     -185       -5      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      0.0      2.8     70.8     86.6     93.4     89.3      6.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        0        3       12       15       18       18
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        8,538
COMMITMENTS
     975      707      120    7,284    7,422    8,379    8,249      159      289

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      8.3      1.4     85.3     86.9     98.1     96.6      1.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       14       14       15       17
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       20,423
COMMITMENTS
   7,992    7,358    4,743    7,358    7,672   20,093   19,773      330      650

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,660)
     991   -2,682     -203   -2,368    1,200   -1,580   -1,685      -80       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     36.0     23.2     36.0     37.6     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       12       19       10       12       32       33
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,810
COMMITMENTS
   4,320    4,010    1,940    3,500    3,515    9,760    9,465       50      345

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        -60)
     435      400     -655      290      240       70      -15     -130      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     40.9     19.8     35.7     35.8     99.5     96.5      0.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9       11       15        9        9       27       26
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,795
COMMITMENTS
   1,711    2,658      643   20,141   19,102   22,495   22,403      300      392

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        904)
     -48      202      109      760      487      821      798       83      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     11.7      2.8     88.4     83.8     98.7     98.3      1.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       9        5        6       33       42       45       52
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,767
COMMITMENTS
     399        0       44    2,637    3,073    3,080    3,117      687      650

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        487)
      40        0        0      466      453      506      453      -19       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      0.0      1.2     70.0     81.6     81.8     82.7     18.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       18       19       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,514
COMMITMENTS
      78      702       80    1,934    1,429    2,092    2,211      422      303

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        271)
      10        0       -5      255      254      260      249       11       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     27.9      3.2     76.9     56.8     83.2     87.9     16.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       25       22       28       26
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       61,298
COMMITMENTS
   3,178    2,378    4,560   52,483   53,216   60,221   60,154    1,077    1,144

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      2,575)
     407    1,607     -864    2,985    1,707    2,528    2,450       47      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      3.9      7.4     85.6     86.8     98.2     98.1      1.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        3       34       34       40       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,702
COMMITMENTS
   1,474      396    1,764   11,290   12,814   14,528   14,974    1,174      728

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:         46)
     280        0      -60     -174      106       46       46        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      2.5     11.2     71.9     81.6     92.5     95.4      7.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       20       16       23       19
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,355
COMMITMENTS
       0    1,506      128    6,894    5,462    7,022    7,096    1,333    1,259

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      124      100      124      100      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.0      1.5     82.5     65.4     84.0     84.9     16.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       19       15       20       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,886
COMMITMENTS
   2,916      400      374    7,841   10,755   11,131   11,529      755      357

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:         -4)
    -150      -40       64       62      -28      -24       -4       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      3.4      3.1     66.0     90.5     93.6     97.0      6.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       17       20       20       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,219
COMMITMENTS
     252    1,522      616   18,436   18,025   19,304   20,163    1,915    1,056

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        156)
     -78       42      -42      276      156      156      156        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      7.2      2.9     86.9     84.9     91.0     95.0      9.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        3       27       25       30       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,764
COMMITMENTS
   1,260        0      120    5,669    7,133    7,049    7,253    1,715    1,511

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        120)
     -10        0        0      130      100      120      100        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      0.0      1.4     64.7     81.4     80.4     82.8     19.6     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       16       20       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,291
COMMITMENTS
   1,078    1,784    1,618    7,966    8,132   10,662   11,534    1,629      757

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        135)
     120     -120        0      165      535      285      415     -150     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     14.5     13.2     64.8     66.2     86.7     93.8     13.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       17       17       20       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,952
COMMITMENTS
     168    2,310      796    9,127    8,332   10,091   11,438    1,861      514

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -48        0      -48        0       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     19.3      6.7     76.4     69.7     84.4     95.7     15.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       18       15       20       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,163
COMMITMENTS
       0        0        0   57,163   57,163   57,163   57,163        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        764)
       0        0        0      764      764      764      764        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:       31)
       0        0        0       21       18       21       18
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      913,853
COMMITMENTS
       0        0        0  913,853  913,853  913,853  913,853        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,925)
       0        0        0    1,925    1,925    1,925    1,925        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:       27)
       0        0        0       18       20       18       20
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       79,350
COMMITMENTS
       0        0        0   79,095   79,179   79,095   79,179      255      171

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        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 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,073,106
COMMITMENTS
       0        0        0  1073106  1073106  1073106  1073106        0        0

CHANGES FROM 10/23/12 (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:       35)
       0        0        0       19       23       19       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,116
COMMITMENTS
   5,520        0    4,900   50,441   56,216   60,861   61,116      255        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.0      8.0     82.5     92.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       23       30       25
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,193,510
COMMITMENTS
  39,741  105,450   12,891  1140878  1075169  1193510  1193510        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      8.8      1.1     95.6     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       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 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,474
COMMITMENTS
       0    3,677        0   45,410   41,287   45,410   44,964       64      510

CHANGES FROM 10/23/12 (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      8.1      0.0     99.9     90.8     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       14       19       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       41,173
COMMITMENTS
     640    5,420        0   40,023   35,753   40,663   41,173      510        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        636)
       0        0        0      636      636      636      636        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     13.2      0.0     97.2     86.8     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       15       19       16       20
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,495
COMMITMENTS
   6,884        0    2,025   15,586   22,470   24,495   24,495        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      0.0      8.3     63.6     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       11       16       13       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,716
COMMITMENTS
     192    1,885        0   13,672   12,703   13,864   14,588      852      128

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     12.8      0.0     92.9     86.3     94.2     99.1      5.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       13       18       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      722,049
COMMITMENTS
       0   37,633   23,400  698,649  661,016  722,049  722,049        0        0

CHANGES FROM 10/23/12 (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      5.2      3.2     96.8     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       13       20       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      939,622
COMMITMENTS
  11,850  126,970        0  927,772  812,652  939,622  939,622        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     11,709)
       0        0        0   11,709   11,709   11,709   11,709        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     13.5      0.0     98.7     86.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       18       17       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      462,220
COMMITMENTS
  78,454    6,386   83,335  300,431  372,499  462,220  462,220        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      5,925)
   5,925    5,925        0        0        0    5,925    5,925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      1.4     18.0     65.0     80.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       15       13       18       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      168,522
COMMITMENTS
       0    4,680        0  168,522  163,842  168,522  168,522        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     46,800)
       0        0        0   46,800   46,800   46,800   46,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      0.0    100.0     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       14       11       15
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,657
COMMITMENTS
   2,175        0        0   28,867   31,171   31,042   31,171      615      486

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        719)
       0        0        0      685      608      685      608       34      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      0.0     91.2     98.5     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        0       33       37       35       37
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,179
COMMITMENTS
     156      775       67    9,549    8,919    9,772    9,761      407      418

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        200)
      36       66       -6      109      135      139      195       61        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      7.6      0.7     93.8     87.6     96.0     95.9      4.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       25       23       27       26
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,922
COMMITMENTS
     945        0       60   10,553   11,683   11,558   11,743      364      179

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        -72)
       0        0        0     -117      -72     -117      -72       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.0      0.5     88.5     98.0     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       22       21       24       22
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,206
COMMITMENTS
     138       25        0    4,566    4,989    4,704    5,014      502      192

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        179)
       0        0        0      189      177      189      177      -10        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.5      0.0     87.7     95.8     90.4     96.3      9.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       16       15       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,597,501
COMMITMENTS
 359,653  190,078  455,607  705,841  880,690  1521101  1526375   76,400   71,126

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     18,504)
  -2,845   13,961    3,385   18,879   -1,515   19,419   15,831     -915    2,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     11.9     28.5     44.2     55.1     95.2     95.5      4.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     118       96      148       97      100      294      285
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      185,053
COMMITMENTS
  61,462   15,385      673   78,206  111,190  140,341  127,248   44,712   57,805

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,432)
    -892      110       16      421    1,170     -455    1,296    1,887      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      8.3      0.4     42.3     60.1     75.8     68.8     24.2     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        4        3       16       16       23       22
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,649
COMMITMENTS
   2,392        0      745   24,789   28,011   27,926   28,756    2,723    1,893

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      100       49      100       49       10       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.0      2.4     80.9     91.4     91.1     93.8      8.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12       16       14       17
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,268
COMMITMENTS
   6,151   10,737    5,873   70,443   64,656   82,467   81,266    2,801    4,002

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,541)
      46     -300      -48     -974     -774     -976   -1,122     -565     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     12.6      6.9     82.6     75.8     96.7     95.3      3.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        7        7       22       19       32       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,180
COMMITMENTS
   3,020    3,888    3,838   33,779   33,302   40,637   41,028    2,543    2,152

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        399)
     -95      700     -362      754      211      297      549      102     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      9.0      8.9     78.2     77.1     94.1     95.0      5.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        5       15       14       21       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,806
COMMITMENTS
       0    3,009    2,594   37,598   30,375   40,192   35,978   22,614   26,828

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        722)
       0     -306       95     -187     -119      -92     -330      814    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      4.1     59.9     48.4     64.0     57.3     36.0     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        4       15       17       19       21
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,333
COMMITMENTS
   5,619    6,694    8,416   12,888   11,753   26,923   26,863    2,410    2,470

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,411)
     461      175    1,044     -177      173    1,328    1,392       83       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     22.8     28.7     43.9     40.1     91.8     91.6      8.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        8       11       14       15       27       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,761
COMMITMENTS
  13,191    4,433      599    5,256   14,650   19,046   19,682    1,715    1,079

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        876)
    -536    1,062      -48    1,466     -413      882      601       -6      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     21.4      2.9     25.3     70.6     91.7     94.8      8.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      61       29       10       27       34       94       71
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       61,449
COMMITMENTS
  48,233    7,227      463    6,362   51,942   55,058   59,632    6,391    1,817

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -751)
  -1,406    1,189       56      963   -2,014     -387     -769     -364       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.5     11.8      0.8     10.4     84.5     89.6     97.0     10.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
     103       30       14       22       38      131       76
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      274,420
COMMITMENTS
 101,864   38,039   25,958  126,323  197,536  254,145  261,533   20,275   12,887

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -6,507)
  -3,247    2,689   -5,986    5,374   -1,290   -3,859   -4,587   -2,648   -1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     13.9      9.5     46.0     72.0     92.6     95.3      7.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      74       28       53       77       83      176      147
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,886
COMMITMENTS
   6,867      258    1,327   11,418   16,601   19,612   18,186    2,274    3,700

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        490)
      87     -100      125      395      440      607      465     -117       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      1.2      6.1     52.2     75.9     89.6     83.1     10.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        4       18       20       23       24
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       10,336
COMMITMENTS
     200        0        0    8,983   10,091    9,183   10,091    1,153      245

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        440)
       0        0        0      379    1,080      379    1,080       61     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     86.9     97.6     88.8     97.6     11.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       18       19       18
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,146
COMMITMENTS
   9,410    1,200    1,050   10,275   16,976   20,735   19,226    1,411    2,920

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,112)
     562        0     -150      650    1,129    1,062      979       50      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5      5.4      4.7     46.4     76.7     93.6     86.8      6.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       13       18       15       20
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,690
COMMITMENTS
     540      465      135    7,985    8,030    8,660    8,630       30       60

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        109)
      40        0        0       69       49      109       49        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.4      1.6     91.9     92.4     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       12       15       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,868
COMMITMENTS
     102    7,030      339   13,427    6,334   13,868   13,703        0      165

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:         15)
       0     -296        0       15      261       15      -35        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     50.7      2.4     96.8     45.7    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        4       33       27       37       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,720
COMMITMENTS
   2,328      400        0   49,066   51,255   51,394   51,655      326       65

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,850)
       0      100        0    1,850    1,745    1,850    1,845        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.8      0.0     94.9     99.1     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        1        0       44       32       50       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,210
COMMITMENTS
     322      150        0   10,540   11,060   10,862   11,210      348        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -225)
     -16        0        0     -209     -225     -225     -225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.3      0.0     94.0     98.7     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       19       15       21       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,665
COMMITMENTS
     450    3,975      150   12,885    9,540   13,485   13,665      180        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,325)
       0      150        0    1,325    1,175    1,325    1,325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     29.1      1.1     94.3     69.8     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       27       22       29       27
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,235
COMMITMENTS
   4,902    3,537   11,589   47,563   49,035   64,054   64,161      181       74

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      2,936)
    -101     -434      366    2,671    3,004    2,936    2,936        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      5.5     18.0     74.0     76.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9        2        6       48       47       59       54
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,461
COMMITMENTS
     767      150        0    5,375    6,134    6,142    6,284      319      177

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        474)
     236        0        0      228      474      464      474       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      2.3      0.0     83.2     94.9     95.1     97.3      4.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       13       12       16       13
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,936
COMMITMENTS
   1,623    4,496    1,819   15,387   12,361   18,829   18,676      107      260

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      2,042)
    -371      595       43    2,439    1,456    2,111    2,094      -69      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     23.7      9.6     81.3     65.3     99.4     98.6      0.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        3       25       28       29       33
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,082
COMMITMENTS
   3,990      306    3,780   16,066   19,981   23,836   24,067      246       15

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      1.3     15.7     66.7     83.0     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        5       13       13       18       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,048
COMMITMENTS
   4,704    2,050      433   23,086   23,606   28,223   26,089    1,825    3,959

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,702)
     226      300       42      742    1,206    1,010    1,548      692      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      6.8      1.4     76.8     78.6     93.9     86.8      6.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       18       26       20       28
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Updated November 2, 2012