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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,172
COMMITMENTS
     786        0      503   47,785   48,327   49,074   48,830       98      342

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      6,094)
     -32        0       32    6,105    6,073    6,105    6,105      -11      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      1.0     97.2     98.3     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        0        1       45       44       47       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,396
COMMITMENTS
       0        0        0   12,233   12,281   12,233   12,281      163      115

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         99)
       0        0        0       99       99       99       99        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     99.1     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       29       28       29       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,781
COMMITMENTS
     102      352      201    9,444    8,966    9,747    9,519    1,034    1,262

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        -57)
      -3        5       10      -38     -100      -31      -85      -26       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.3      1.9     87.6     83.2     90.4     88.3      9.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        3       34       41       38       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,339
COMMITMENTS
     793       43       67    6,009    6,262    6,869    6,372      470      967

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        670)
      57      -40      -40      624      722      641      642       29       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      0.6      0.9     81.9     85.3     93.6     86.8      6.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        1        3       47       52       52       55
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,961
COMMITMENTS
       0        0        0    3,049    2,424    3,049    2,424      912    1,537

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         61)
       0        0        0       61       42       61       42        0       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     77.0     61.2     77.0     61.2     23.0     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       19       17       19
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,147
COMMITMENTS
     360      494       90    2,133    2,321    2,583    2,905      564      242

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         54)
       0       95        0       49      -25       49       70        5      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     15.7      2.9     67.8     73.8     82.1     92.3     17.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       21       19       24       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,206
COMMITMENTS
       0      140      101    1,637    1,686    1,738    1,927      468      279

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         81)
       0      -30       20       70       89       90       79       -9        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      4.6     74.2     76.4     78.8     87.4     21.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       21       21       23       23
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,993
COMMITMENTS
       0        0        0    8,948    8,706    8,948    8,706       45      287

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        809)
       0        0        0      809      804      809      804        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     96.8     99.5     96.8      0.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       18       24       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,887
COMMITMENTS
       0      917      436   20,451   19,534   20,887   20,887        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        595)
       0      -32        0      595      627      595      595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      2.1     97.9     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       26       27       27       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      298,497
COMMITMENTS
  53,171   34,026   34,745  165,764  202,232  253,680  271,003   44,817   27,494

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -397)
   5,711    1,295   -3,518   -7,505    1,185   -5,312   -1,038    4,915      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     11.4     11.6     55.5     67.8     85.0     90.8     15.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      37       26       43       83       84      147      132
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,331
COMMITMENTS
     385      405      115   14,831   14,704   15,331   15,224        0      107

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,452)
      50      100        0    1,402    1,252    1,452    1,352        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.6      0.8     96.7     95.9    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        2        3       43       45       48       49
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,911
COMMITMENTS
   1,011      615      200    6,590    6,986    7,801    7,801      110      110

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        935)
     600     -300      200       85      985      885      885       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      7.8      2.5     83.3     88.3     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        3        1       21       21       26       25
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,610
COMMITMENTS
       0        0        0    1,560    1,610    1,560    1,610       50        0

CHANGES FROM 10/18/11 (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     96.9    100.0     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       12       16       12
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      977,327
COMMITMENTS
 141,160  310,600  354,489  418,265  267,816  913,914  932,905   63,413   44,422

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -19,506)
  -8,870   -8,073    3,925   -9,701   -8,923  -14,646  -13,071   -4,860   -6,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     31.8     36.3     42.8     27.4     93.5     95.5      6.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      76      127      130       95       80      257      264
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       64,031
COMMITMENTS
   1,098    9,424    2,718   57,321   46,491   61,137   58,633    2,894    5,398

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        458)
    -304        0        0        0        0     -304        0      762      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     14.7      4.2     89.5     72.6     95.5     91.6      4.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       13       18       16       21
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,750
COMMITMENTS
   3,739    3,564      681   48,868   48,458   53,288   52,703    7,462    8,047

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -226)
       0     -480        0     -418      254     -418     -226      192        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.9      1.1     80.4     79.8     87.7     86.8     12.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14       16       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       98,296
COMMITMENTS
   4,283        0    2,811   80,411   90,698   87,505   93,509   10,791    4,787

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -165)
     142        0     -165     -142        0     -165     -165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      2.9     81.8     92.3     89.0     95.1     11.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        3       19       22       22       25
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,490,081
COMMITMENTS
 464,122  145,985  686,438  1306358  1637128  2456918  2469551   33,163   20,530

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     26,942)
  -1,720    5,820  -10,502   38,361   35,542   26,139   30,860      803   -3,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      5.9     27.6     52.5     65.7     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      40       22       51      105       95      167      149
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,107,239
COMMITMENTS
 190,224   87,655  233,694  678,469  774,553  1102387  1095902    4,852   11,337

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     43,377)
  -5,703   -5,345   30,436   19,002   11,661   43,735   36,752     -358    6,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      7.9     21.1     61.3     70.0     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      23       20       37       42       40       82       80
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,655
COMMITMENTS
       0       45      105    6,045    6,200    6,150    6,350      505      305

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      1.6     90.8     93.2     92.4     95.4      7.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       16       18       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,708
COMMITMENTS
     421    1,599      134   18,803   17,709   19,358   19,442      350      266

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -1,573)
     124      390       -5   -1,701   -1,971   -1,582   -1,586        9       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      8.1      0.7     95.4     89.9     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5        5        4       39       43       45       51
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,342
COMMITMENTS
       0      285       78    1,380      981    1,458    1,344      884      998

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        172)
       0      -28        6      -40       68      -34       46      206      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.2      3.3     58.9     41.9     62.3     57.4     37.7     42.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       17       16       18       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,415
COMMITMENTS
      80       48      101      728      797      909      946      506      469

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         56)
      31        0      -16       21       33       36       17       20       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      3.4      7.1     51.4     56.3     64.2     66.9     35.8     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       16       18       19       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       54,803
COMMITMENTS
  21,702      340    2,754   28,672   50,984   53,128   54,078    1,675      725

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        292)
     396      -40        0     -344      332       52      292      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6      0.6      5.0     52.3     93.0     96.9     98.7      3.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        4       34       29       39       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,625
COMMITMENTS
     182    1,078      670   13,497   13,115   14,349   14,863    1,276      762

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        136)
       0     -244        6      206      266      212       28      -76      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      6.9      4.3     86.4     83.9     91.8     95.1      8.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       22       21       25       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,078
COMMITMENTS
     535      738      290    6,994    7,835    7,819    8,863    2,259    1,215

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        282)
     -12       18       12      530      158      530      188     -248       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      7.3      2.9     69.4     77.7     77.6     87.9     22.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       16       14       18       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,145
COMMITMENTS
   2,222    2,800      314   22,095   22,385   24,631   25,499    2,514    1,646

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        544)
     512        0        0      114      690      626      690      -82     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     10.3      1.2     81.4     82.5     90.7     93.9      9.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       21       19       24       22
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,949
COMMITMENTS
       0    1,594      544   10,628    8,999   11,172   11,137      777      812

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        846)
       0      640      224      526      226      750    1,090       96     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.3      4.6     88.9     75.3     93.5     93.2      6.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        4        2       21       15       23       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,655
COMMITMENTS
   2,151        0      399   52,042   54,235   54,592   54,634       63       21

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         22)
     -84        0       84       22      -62       22       22        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      0.7     95.2     99.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       14       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      927,847
COMMITMENTS
  32,918        0        0  894,929  927,847  927,847  927,847        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      360      360      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.0     96.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       17       14       18       14
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       23,188
COMMITMENTS
     750        0      510   21,695   22,678   22,955   23,188      233        0

CHANGES FROM 10/18/11 (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      0.0      2.2     93.6     97.8     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       11       11       12       12
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      373,980
COMMITMENTS
  16,652        0    9,408  347,920  364,572  373,980  373,980        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      2.5     93.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       10       12       12       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,501
COMMITMENTS
       0        0        0   42,501   42,501   42,501   42,501        0        0

CHANGES FROM 10/18/11 (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:       23)
       0        0        0       14       12       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      791,682
COMMITMENTS
       0        0        0  791,682  791,682  791,682  791,682        0        0

CHANGES FROM 10/18/11 (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:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      135,315
COMMITMENTS
   1,501        0    1,113  132,446  134,202  135,060  135,315      255        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      2,550)
       0        0        0    2,550    2,550    2,550    2,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.8     97.9     99.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       18       27       20       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,356,538
COMMITMENTS
   7,930   30,405   14,886  2333722  2311247  2356538  2356538        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     45,123)
       0    3,080        0   45,123   42,043   45,123   45,123        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.3      0.6     99.0     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       19       28       21       29
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,746
COMMITMENTS
   3,889    1,538    1,203   39,654   42,005   44,746   44,746        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        231)
     510        0        0     -279      231      231      231        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      3.4      2.7     88.6     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       26       22       30       27
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,094,319
COMMITMENTS
  59,820   10,042   13,160  1021339  1071117  1094319  1094319        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     15,040)
   5,005        0        0   10,035   15,040   15,040   15,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.9      1.2     93.3     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        2       25       21       29       24
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,742
COMMITMENTS
       0    1,698      105   52,574   50,684   52,679   52,487       63      255

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         42)
       0       42        0       42        0       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.2     99.7     96.1     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       20       18       21       21
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,026
COMMITMENTS
       0    5,977      211   17,815   11,838   18,026   18,026        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -1,055)
    -650      625     -405        0   -1,275   -1,055   -1,055        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     33.2      1.2     98.8     65.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        1       13        7       14       10
 
 
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                Code-064A62
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,223
COMMITMENTS
     126        0        0   24,097   24,202   24,223   24,202        0       21

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     99.5     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       15       11       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,441
COMMITMENTS
       0    3,558      777   44,517   41,043   45,294   45,378      147       63

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -1,275)
       0     -765        0   -1,275     -510   -1,275   -1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      1.7     98.0     90.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       14       15       16       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,451
COMMITMENTS
  19,048        0    4,147   11,001   30,304   34,196   34,451      255        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.3      0.0     12.0     31.9     88.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3        9       14       12       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       19,737
COMMITMENTS
     933       88        0   18,741   19,394   19,674   19,482       63      255

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      192        0      192        0       63      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.4      0.0     95.0     98.3     99.7     98.7      0.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       15       14       17       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      975,806
COMMITMENTS
  23,400   42,136    3,984  948,422  929,686  975,806  975,806        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        385)
  -1,536    3,854    1,151      770   -4,620      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      4.3      0.4     97.2     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        2       22       21       25       24
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      914,933
COMMITMENTS
 110,988      225   26,037  777,908  888,671  914,933  914,933        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     23,475)
       0      225   11,625   11,850   11,625   23,475   23,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      0.0      2.8     85.0     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       16       13       19       15
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      131,724
COMMITMENTS
       0    6,005        0  131,724  125,719  131,724  131,724        0        0

CHANGES FROM 10/18/11 (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      4.6      0.0    100.0     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,694
COMMITMENTS
     195       66      177   24,114   24,238   24,486   24,481      208      213

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        442)
       0        0        0      447      442      447      442       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.3      0.7     97.7     98.2     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        1        4       41       39       45       43
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,669
COMMITMENTS
     135       35      130   10,275   10,256   10,540   10,421      129      248

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         -3)
       0        0        0       45       30       45       30      -48      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.3      1.2     96.3     96.1     98.8     97.7      1.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       19       21       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,550
COMMITMENTS
       0       80        0    7,116    7,001    7,116    7,081      434      469

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      165      165      165      165       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     94.3     92.7     94.3     93.8      5.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       25       20       25       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,729
COMMITMENTS
       0        0        0   10,504   10,563   10,504   10,563    1,225    1,166

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        357)
       0        0        0      499      367      499      367     -142      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.6     90.1     89.6     90.1     10.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       22       21       22       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,388,897
COMMITMENTS
 335,212  175,494  345,231  645,467  802,858  1325910  1323583   62,987   65,314

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -42,666)
  11,988   -3,359  -20,138  -39,529  -14,407  -47,679  -37,904    5,013   -4,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     12.6     24.9     46.5     57.8     95.5     95.3      4.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     123       96      155       89       97      290      284
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      209,881
COMMITMENTS
  48,287   21,024    5,379  118,183  143,224  171,849  169,627   38,032   40,254

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,729)
    -279    2,549     -266    1,261     -710      716    1,573    1,013      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     10.0      2.6     56.3     68.2     81.9     80.8     18.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        9       18       23       29       34
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,227
COMMITMENTS
     500    1,049      350   15,355   14,828   16,205   16,227       22        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        424)
       0        0        0      422      424      422      424        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      6.5      2.2     94.6     91.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        3       32       30       36       36
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       74,302
COMMITMENTS
   3,906   14,826    5,515   62,955   49,815   72,376   70,156    1,926    4,146

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -6,845)
     300   -2,431   -6,430     -542    2,152   -6,672   -6,709     -173     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     20.0      7.4     84.7     67.0     97.4     94.4      2.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        8       15       25       22       40       37
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,032
COMMITMENTS
   4,061    2,329    3,635   25,371   27,295   33,067   33,259    2,965    2,773

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -2,834)
     731   -1,624   -2,034   -1,775      710   -3,078   -2,948      244      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      6.5     10.1     70.4     75.8     91.8     92.3      8.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        5        5       16       17       24       25
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,685
COMMITMENTS
   3,327      150        0   10,210   13,330   13,537   13,480      148      205

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        150)
    -648        0        0      750      150      102      150       48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      1.1      0.0     74.6     97.4     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       17       16       19       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,325
COMMITMENTS
   4,884    1,395    6,231    7,016    9,472   18,131   17,098    2,194    3,227

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,853)
     -35      503      489    1,319      515    1,773    1,507       80      346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      6.9     30.7     34.5     46.6     89.2     84.1     10.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        3        9        9        9       18       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,747
COMMITMENTS
  10,770    4,128      475    6,357   12,790   17,602   17,393    1,145    1,354

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -651)
    -846     -326      -15      271       11     -590     -330      -61     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.4     22.0      2.5     33.9     68.2     93.9     92.8      6.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      43       43        7       22       30       70       78
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       37,291
COMMITMENTS
  25,360    5,648      237    6,067   28,342   31,664   34,227    5,627    3,064

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -366)
    -399       69      -91     -123     -422     -613     -444      247       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     15.1      0.6     16.3     76.0     84.9     91.8     15.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      65       35        6       20       31       87       70
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      280,564
COMMITMENTS
  85,581   24,931   26,762  148,615  216,310  260,958  268,003   19,606   12,561

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      2,214)
   7,501   -1,149     -695   -4,634    2,010    2,172      166       42    2,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      8.9      9.5     53.0     77.1     93.0     95.5      7.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      76       21       49       75       87      173      142
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,186
COMMITMENTS
   8,308      280      996    7,587   17,295   16,891   18,571    7,295    5,615

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        256)
    -244        0      180      146      567       82      747      174     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4      1.2      4.1     31.4     71.5     69.8     76.8     30.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       11       17       15       21
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,855
COMMITMENTS
       0        0        0   25,375   24,265   25,375   24,265      480    1,590

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,070)
       0        0        0    1,070      500    1,070      500        0      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.1     93.9     98.1     93.9      1.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       16       14       16
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,820
COMMITMENTS
     100        0        0    6,687    6,800    6,787    6,800       33       20

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      450      450      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     98.0     99.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       33       31       34       31
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,151
COMMITMENTS
     300      342       27   54,090   54,303   54,417   54,672      734      479

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,706)
       0     -508        2    1,942    1,884    1,944    1,378     -238      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.6      0.0     98.1     98.5     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        3        2       43       33       46       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,772
COMMITMENTS
       0      300        0   15,652   15,447   15,652   15,747      120       25

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         65)
       0        0        0       65       65       65       65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.0     99.2     97.9     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       19       21       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,445
COMMITMENTS
       0    3,300        0    6,445    3,145    6,445    6,445        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,210)
       0      300        0    1,255      910    1,255    1,210      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     51.2      0.0    100.0     48.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        5        0       29       15       29       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,919
COMMITMENTS
     164        0       68    5,378    5,761    5,610    5,829      309       90

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        -31)
     -30        0       30      -31      -61      -31      -31        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      1.1     90.9     97.3     94.8     98.5      5.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       19       16       20       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,848
COMMITMENTS
     816    2,436      776   20,251   18,601   21,843   21,813        5       35

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        266)
      93        0      -24      222      315      291      291      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     11.1      3.6     92.7     85.1    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5        5        5       41       41       47       50
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,586
COMMITMENTS
   1,414        0      857   11,214   12,625   13,485   13,482      101      104

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        354)
     469        0       80     -204      265      345      345        9        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      0.0      6.3     82.5     92.9     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        2       33       30       37       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,328
COMMITMENTS
  11,211      865      733   22,112   32,079   34,056   33,677      272      651

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        653)
    -330        0        0      983      653      653      653        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      2.5      2.1     64.4     93.4     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        3        5       27       36       34       44
```

----

Updated October 28, 2011