```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,078
COMMITMENTS
     818        0      471   41,680   42,254   42,969   42,725      109      353

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,892)
       1        0       42    1,850    1,851    1,893    1,893       -1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      1.1     96.8     98.1     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        0        1       46       44       48       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,297
COMMITMENTS
       0        0        0   12,134   12,182   12,134   12,182      163      115

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,842)
       0        0        0    1,842    1,842    1,842    1,842        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       28       29       28       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,838
COMMITMENTS
     105      347      191    9,482    9,066    9,778    9,604    1,060    1,234

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        530)
       0       33      -25      655      602      630      610     -100      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      3.2      1.8     87.5     83.7     90.2     88.6      9.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        3       33       39       37       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,669
COMMITMENTS
     736       83      107    5,385    5,540    6,228    5,730      441      939

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        323)
      73       83      -11      195       15      257       87       66      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      1.2      1.6     80.7     83.1     93.4     85.9      6.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        2        4       45       48       51       52
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,900
COMMITMENTS
       0        0        0    2,988    2,382    2,988    2,382      912    1,518

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         79)
       0        0        0       79       49       79       49        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     76.6     61.1     76.6     61.1     23.4     38.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,093
COMMITMENTS
     360      399       90    2,084    2,346    2,534    2,835      559      258

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        239)
       0      170        0      314       71      314      241      -75       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     12.9      2.9     67.4     75.8     81.9     91.7     18.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       21       20       24       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,125
COMMITMENTS
       0      170       81    1,567    1,597    1,648    1,848      477      277

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        127)
     -25       -5        0      171      156      146      151      -19      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.0      3.8     73.7     75.2     77.6     87.0     22.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       20       20       22       22
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,184
COMMITMENTS
       0        0        0    8,139    7,902    8,139    7,902       45      282

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,833)
       0        0        0    1,833    1,833    1,833    1,833        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5     96.6     99.5     96.6      0.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       21       17       21       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,292
COMMITMENTS
       0      949      436   19,856   18,907   20,292   20,292        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,130)
       0       32      110    2,020    1,988    2,130    2,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      2.1     97.9     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       26       28       27       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      371,475
COMMITMENTS
  47,334   25,701   71,333  210,766  245,998  329,433  343,032   42,042   28,443

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      8,313)
   9,137   -3,869   -2,133    2,323   19,773    9,327   13,771   -1,014   -5,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      6.9     19.2     56.7     66.2     88.7     92.3     11.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      39       24       50       84       90      152      143
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       86,717
COMMITMENTS
     530    6,937   24,795   58,814   53,737   84,140   85,469    2,577    1,248

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      8,081)
    -122      202    2,908    5,028    4,812    7,814    7,923      267      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      8.0     28.6     67.8     62.0     97.0     98.6      3.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        7       10       17       17       27       27
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,879
COMMITMENTS
     335      305      115   13,429   13,452   13,879   13,872        0        7

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,396)
     -15      115       15    2,416    2,266    2,416    2,396      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.2      0.8     96.8     96.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        2        3       44       42       48       46
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,976
COMMITMENTS
     411      915        0    6,505    6,001    6,916    6,916       60       60

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        720)
       0        0        0      720      720      720      720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     13.1      0.0     93.2     86.0     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        0       21       17       24       21
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| 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 10/11/11 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,042,911
COMMITMENTS
 153,123  317,093  377,844  438,233  294,068  969,199  989,005   73,711   53,906

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     33,025)
   2,170      991   26,716    5,978    1,042   34,864   28,749   -1,839    4,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     30.4     36.2     42.0     28.2     92.9     94.8      7.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      81      140      143       93       85      267      288
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,813,365
COMMITMENTS
  71,994  108,015  640,653  1095138  1057876  1807785  1806544    5,580    6,821

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     88,884)
  11,242   11,879   39,162   38,757   37,562   89,161   88,604     -277      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      6.0     35.3     60.4     58.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      41       30       57       67       64      135      124
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       52,320
COMMITMENTS
  21,835   20,756   17,625   11,913   13,658   51,373   52,039      947      281

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,932)
   3,079    2,404   -1,190       82      601    1,971    1,815      -39      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7     39.7     33.7     22.8     26.1     98.2     99.5      1.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        9       12       12       16       26       33
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,573
COMMITMENTS
   1,402    9,424    2,718   57,321   46,491   61,441   58,633    2,132    4,940

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     14.8      4.3     90.2     73.1     96.6     92.2      3.4      7.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,976
COMMITMENTS
   3,739    4,044      681   49,286   48,204   53,706   52,929    7,270    8,047

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         11)
    -140        0       80       71      -69       11       11        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      6.6      1.1     80.8     79.1     88.1     86.8     11.9     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      100,041
COMMITMENTS
   3,949       23    3,168   82,133   92,062   89,250   95,254   10,791    4,787

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        302)
    -441       23      309      434      -30      302      302        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      3.2     82.1     92.0     89.2     95.2     10.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       19       22       22       25
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,463,139
COMMITMENTS
 465,842  140,165  696,940  1267997  1601586  2430779  2438691   32,360   24,448

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     55,545)
   7,481    2,760   26,247   23,531   27,878   57,259   56,885   -1,714   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      5.7     28.3     51.5     65.0     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      37       23       51      100       93      161      147
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,063,862
COMMITMENTS
 195,927   93,000  203,258  659,467  762,892  1058652  1059150    5,210    4,712

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     44,619)
  10,847   10,430    9,764   23,769   24,209   44,380   44,403      239      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      8.7     19.1     62.0     71.7     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       20       35       42       40       80       79
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,420
COMMITMENTS
     297    1,209      139   20,620   19,801   21,056   21,149      364      271

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,523)
     -16      110      -70    1,480    1,479    1,394    1,519      129        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      5.6      0.6     96.3     92.4     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        5        4       38       44       43       52
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,170
COMMITMENTS
       0      313       72    1,420      913    1,492    1,298      678      872

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.4      3.3     65.4     42.1     68.8     59.8     31.2     40.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,359
COMMITMENTS
      49       48      117      707      764      873      929      486      430

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      3.5      8.6     52.0     56.2     64.2     68.4     35.8     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       14       18       17       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      200,200
COMMITMENTS
  18,894    3,344   23,190  156,174  172,593  198,258  199,126    1,942    1,074

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,052)
     648      258      -37    1,422    1,596    2,032    1,817       20      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      1.7     11.6     78.0     86.2     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        7       35       33       43       40
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       28,051
COMMITMENTS
     838      942    2,646   23,215   23,809   26,699   27,397    1,352      654

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        126)
     -46       54      -17      107       89       44      126       82        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      3.4      9.4     82.8     84.9     95.2     97.7      4.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       23       21       25       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,876
COMMITMENTS
     547      720      278    6,544    7,757    7,369    8,755    2,507    1,121

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        -36)
    -120        0      120     -384     -370     -384     -250      348      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      7.3      2.8     66.3     78.5     74.6     88.6     25.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       16       14       18       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,774
COMMITMENTS
   1,358      666      268    9,201    9,348   10,827   10,282      947    1,492

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        336)
     553        0      -24      -72      168      456      144     -120      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      5.7      2.3     78.1     79.4     92.0     87.3      8.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3       11       14       15       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,601
COMMITMENTS
   1,710    2,800      314   21,981   21,695   24,005   24,809    2,596    1,792

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        752)
     480        0        0      190      550      670      550       82      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     10.5      1.2     82.6     81.6     90.2     93.3      9.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       21       19       24       22
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,895
COMMITMENTS
   3,850        0      218    4,567    8,022    8,635    8,240    1,260    1,655

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      0.0      2.2     46.2     81.1     87.3     83.3     12.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       16       13       19       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,103
COMMITMENTS
       0      954      320   10,102    8,773   10,422   10,047      681    1,056

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        196)
       0       24        0      136      168      136      192       60        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.6      2.9     91.0     79.0     93.9     90.5      6.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       21       16       22       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,633
COMMITMENTS
   2,235        0      315   52,020   54,297   54,570   54,612       63       21

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,600)
       0        0        0    1,600    1,579    1,600    1,579        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      0.6     95.2     99.4     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      927,487
COMMITMENTS
  32,918        0        0  894,569  927,487  927,487  927,487        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     29,392)
       0        0        0   29,392   29,392   29,392   29,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| 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 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| 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 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| 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 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| 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 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      132,765
COMMITMENTS
   1,501        0    1,113  129,896  131,652  132,510  132,765      255        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         42)
    -630        0      420      252     -378       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.8     97.8     99.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       18       26       20       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,311,415
COMMITMENTS
   7,930   27,325   14,886  2288599  2269204  2311415  2311415        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        768)
       0    3,840   -3,072    3,840        0      768      768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.2      0.6     99.0     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       18       27       20       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,515
COMMITMENTS
   3,379    1,538    1,203   39,933   41,774   44,515   44,515        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      3.5      2.7     89.7     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        3       27       22       31       27
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,079,279
COMMITMENTS
  54,815   10,042   13,160  1011304  1056077  1079279  1079279        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,840)
   3,840        0        0        0    3,840    3,840    3,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.9      1.2     93.7     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        2       24       18       28       21
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,700
COMMITMENTS
       0    1,656      105   52,532   50,684   52,637   52,445       63      255

CHANGES FROM 10/11/11 (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 TRADER
     0.0      3.1      0.2     99.7     96.2     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       19,081
COMMITMENTS
     650    5,352      616   17,815   13,113   19,081   19,081        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     28.0      3.2     93.4     68.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       13        8       14       11
 
 
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,948
COMMITMENTS
     126        0        0   22,822   22,927   22,948   22,927        0       21

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       20)
       1        0        0       10       14       11       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,716
COMMITMENTS
       0    4,323      777   45,792   41,553   46,569   46,653      147       63

CHANGES FROM 10/11/11 (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 TRADER
     0.0      9.3      1.7     98.0     88.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       15       16       17       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,113
COMMITMENTS
     765      470      168   20,180   20,474   21,113   21,113       -0       -0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        773)
       0       -1        0      773      774      773      773       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      2.2      0.8     95.6     97.0    100.0    100.0     -0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       15       14       17       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      975,421
COMMITMENTS
  24,936   38,282    2,833  947,652  934,306  975,421  975,421        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.9      0.3     97.2     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       21       21       24       23
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      891,458
COMMITMENTS
 110,988        0   14,412  766,058  877,046  891,458  891,458        0        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     23,520)
       0        0        0   23,520   23,520   23,520   23,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      0.0      1.6     85.9     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       16       12       18       13
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| 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 10/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,252
COMMITMENTS
     195       66      177   23,667   23,796   24,039   24,039      213      213

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0       33      329       33      329      -78     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.3      0.7     97.6     98.1     99.1     99.1      0.9      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,672
COMMITMENTS
     135       35      130   10,230   10,226   10,495   10,391      177      281

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        168)
       0        0        0      130      110      130      110       38       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.3      1.2     95.9     95.8     98.3     97.4      1.7      2.6

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,355
COMMITMENTS
       0       80        0    6,951    6,836    6,951    6,916      404      439

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       33       60       33       60      -13      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     94.5     92.9     94.5     94.0      5.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       24       21       24       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,372
COMMITMENTS
       0        0        0   10,005   10,196   10,005   10,196    1,367    1,176

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        394)
       0        0        0      315      334      315      334       79       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.0     89.7     88.0     89.7     12.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       19       20       19       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,662,483
COMMITMENTS
 330,138  116,957  909,727  1355343  1556376  2595208  2583060   67,276   79,423

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:    -69,064)
  12,243   -3,115  -68,242   -2,813    2,162  -58,813  -69,195  -10,251      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      4.4     34.2     50.9     58.5     97.5     97.0      2.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     129      104      188      100      104      327      311
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      252,048
COMMITMENTS
 112,675   20,341   26,199  112,197  202,133  251,071  248,673      976    3,375

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -5,301)
  -2,995      883   -3,421    1,234   -4,021   -5,182   -6,559     -119    1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.7      8.1     10.4     44.5     80.2     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9       15       17       27       26       44       50
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      208,152
COMMITMENTS
  48,566   18,475    5,645  116,922  143,934  171,133  168,054   37,019   40,098

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        753)
     345    2,424   -1,610    1,053   -1,813     -212     -999      965    1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      8.9      2.7     56.2     69.1     82.2     80.7     17.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        9       18       23       29       34
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      109,322
COMMITMENTS
  18,534    3,010   17,501   69,888   86,487  105,924  106,999    3,398    2,323

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      4,176)
   1,005     -693      601    2,038    3,794    3,644    3,701      533      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      2.8     16.0     63.9     79.1     96.9     97.9      3.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      24        8       23       27       25       56       52
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      510,345
COMMITMENTS
  27,929    3,573   94,417  373,374  397,189  495,720  495,179   14,624   15,166

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      6,716)
     917      -30      837    5,122    5,861    6,876    6,668     -159       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.7     18.5     73.2     77.8     97.1     97.0      2.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        3       14       34       35       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,803
COMMITMENTS
     500    1,049      350   14,933   14,404   15,783   15,803       20        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        450)
     275     -100        0      175      550      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      6.6      2.2     94.5     91.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        3       33       31       37       37
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       81,147
COMMITMENTS
   3,606   17,257   11,945   63,497   47,663   79,048   76,865    2,099    4,282

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -976)
     723      -24       70   -1,025     -374     -232     -328     -744     -648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     21.3     14.7     78.2     58.7     97.4     94.7      2.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       10       16       25       22       41       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,866
COMMITMENTS
   3,330    3,953    5,669   27,146   26,585   36,145   36,207    2,721    2,659

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -1,922)
  -1,210     -320       96     -708   -1,748   -1,822   -1,972     -100       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     10.2     14.6     69.8     68.4     93.0     93.2      7.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        6        7       16       17       25       28
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,535
COMMITMENTS
   3,975      150        0    9,460   13,180   13,435   13,330      100      205

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        105)
    -375        0        0      480       75      105       75        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4      1.1      0.0     69.9     97.4     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       16       15       18       16
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,603
COMMITMENTS
   5,051    1,847    6,979   11,176   14,149   23,206   22,975    3,397    3,628

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -982)
   1,312      364      225   -1,798   -1,245     -261     -657     -721     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      6.9     26.2     42.0     53.2     87.2     86.4     12.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        4       10       12       11       23       22
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,255
COMMITMENTS
   3,123    3,079    2,155   19,113   18,895   24,391   24,129      864    1,125

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,112)
     267      758      375    1,409      905    2,051    2,038       61       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     12.2      8.5     75.7     74.8     96.6     95.5      3.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       16       13       19       22       36       42
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,255
COMMITMENTS
   5,781    1,084    9,024   62,292   63,092   77,097   73,199   11,158   15,056

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,978)
     -92      330      693    3,023    2,028    3,624    3,052      354      927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      1.2     10.2     70.6     71.5     87.4     82.9     12.6     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        5       19       20       24       25
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,257
COMMITMENTS
  11,780    4,371      733    7,498   14,418   20,010   19,521    1,246    1,735

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        520)
     237     -228       37      134      344      408      153      111      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.4     20.6      3.4     35.3     67.8     94.1     91.8      5.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      48       43       12       25       34       80       85
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       42,277
COMMITMENTS
  26,176    5,576      980    9,725   32,725   36,881   39,282    5,396    2,996

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -844)
     164     -421      -22     -982     -439     -841     -882       -3       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.9     13.2      2.3     23.0     77.4     87.2     92.9     12.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      69       37       10       26       32       98       77
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      299,320
COMMITMENTS
  78,161   24,371   36,805  164,561  227,336  279,527  288,511   19,793   10,809

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     11,485)
   7,484       71   -4,238    7,025   18,167   10,271   14,001    1,214   -2,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      8.1     12.3     55.0     76.0     93.4     96.4      6.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      74       24       48       74       94      169      151
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,930
COMMITMENTS
   8,552      280      816    7,441   16,728   16,809   17,824    7,121    6,106

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,071)
     418        0      -21      274      457      671      436      400      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7      1.2      3.4     31.1     69.9     70.2     74.5     29.8     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        3       10       16       14       20
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,785
COMMITMENTS
       0        0        0   24,305   23,765   24,305   23,765      480    1,020

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     95.9     98.1     95.9      1.9      4.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,370
COMMITMENTS
     100        0        0    6,237    6,350    6,337    6,350       33       20

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        829)
       0        0        0      829      955      829      955        0     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     97.9     99.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       32       29       33       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,445
COMMITMENTS
     300      850       25   52,148   52,419   52,473   53,294      972      151

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      5,339)
       0     -125        0    5,301    5,479    5,301    5,354       38      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.6      0.0     97.6     98.1     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        1        1       41       32       43       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,707
COMMITMENTS
       0      300        0   15,587   15,382   15,587   15,682      120       25

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        115)
       0        0        0      115      115      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       26)
       0        1        0       20       18       20       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,235
COMMITMENTS
       0    3,000        0    5,190    2,235    5,190    5,235       45        0

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        225)
       0      100        0      225      125      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     57.3      0.0     99.1     42.7     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        0       26       13       26       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,950
COMMITMENTS
     194        0       38    5,409    5,822    5,641    5,860      309       90

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        -16)
      50        0      -50      -25       25      -25      -25        9        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.6     90.9     97.8     94.8     98.5      5.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       16       18       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,582
COMMITMENTS
     723    2,436      800   20,029   18,286   21,552   21,522       30       60

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,080)
      35       90       -3    1,048      993    1,080    1,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     11.3      3.7     92.8     84.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        5        5       42       41       48       50
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,232
COMMITMENTS
     945        0      777   11,418   12,360   13,140   13,137       92       95

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        705)
     170        0      162      412      498      744      660      -39       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      5.9     86.3     93.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        0        2       31       30       35       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,675
COMMITMENTS
  11,541      865      733   21,129   31,426   33,403   33,024      272      651

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,090)
     342       57     -120    1,868    2,153    2,090    2,090        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      2.6      2.2     62.7     93.3     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        3        5       27       36       34       44
```

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Updated October 21, 2011