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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,455
COMMITMENTS
     486        0      347   51,149   51,857   51,982   52,204      473      251

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      3,587)
     121        0     -205    3,675    3,849    3,591    3,644       -4      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.7     97.5     98.9     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        0        1       39       44       41       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,701
COMMITMENTS
       0        0        0   18,534   18,661   18,534   18,661      167       40

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,921)
       0        0        0    1,921    1,921    1,921    1,921        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     99.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       21       32       21       32
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,826
COMMITMENTS
       0      532      249    9,533    9,068    9,782    9,849    1,044      977

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        435)
       0       73       -3      351      328      348      398       87       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      2.3     88.1     83.8     90.4     91.0      9.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        2       34       39       36       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,898
COMMITMENTS
     771       38      192    5,217    5,904    6,180    6,134      718      764

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        137)
       8      -31      -25      100      228       83      172       54      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.6      2.8     75.6     85.6     89.6     88.9     10.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        1        5       43       46       48       52
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,051
COMMITMENTS
      85        0       62    3,574    3,089    3,721    3,151      330      900

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         64)
       0        0        0       45       93       45       93       19      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      1.5     88.2     76.3     91.9     77.8      8.1     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       19       23       21       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,984
COMMITMENTS
     124      512        6    2,172    2,181    2,302    2,699      682      285

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         62)
      34       20       -4       36       86       66      102       -4      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     17.2      0.2     72.8     73.1     77.1     90.4     22.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       21       21       23       25
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,036
COMMITMENTS
      13        0       13    1,571    1,728    1,597    1,741      439      295

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          2)
     -10       -5      -35       31       39      -14       -1       16        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.6     77.2     84.9     78.4     85.5     21.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       15       17       16
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,447
COMMITMENTS
       0        0        0    9,261    9,321    9,261    9,321      186      126

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        673)
       0        0        0      673      673      673      673        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.0     98.7     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       16       16       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,665
COMMITMENTS
       0      938       35   29,390   28,692   29,425   29,665      240        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        463)
       0      195      -12      475      280      463      463        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.1     99.1     96.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       29       26       30       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      274,900
COMMITMENTS
  51,697   29,788   30,755  148,784  192,826  231,236  253,369   43,664   21,531

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -3,628)
    -636   -3,671      797     -374    2,486     -213     -388   -3,415   -3,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     10.8     11.2     54.1     70.1     84.1     92.2     15.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      45       22       36       70       81      132      124
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,158
COMMITMENTS
     259    3,341      200   15,681   12,617   16,140   16,158       18        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,858)
       0      900      -50    1,908    1,549    1,858    2,399        0     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     20.7      1.2     97.0     78.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        4        2       43       42       46       48
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,203
COMMITMENTS
     758       50       50    9,341   10,103   10,149   10,203       54        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        258)
     -12       50       50      250      158      288      258      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.5      0.5     91.6     99.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        1       22       23       27       24
 
 
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE               Code-022A62
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,620
COMMITMENTS
       0        0        0    3,580    3,620    3,580    3,620       40        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       14       13       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,203,330
COMMITMENTS
 267,414  394,317  420,114  447,334  342,918  1134862  1157349   68,468   45,981

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     50,790)
  20,563    6,270   16,249   18,900   32,696   55,712   55,215   -4,922   -4,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     32.8     34.9     37.2     28.5     94.3     96.2      5.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     103      130      134       76       69      264      261
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       87,863
COMMITMENTS
  13,242   11,679   21,146   51,918   54,643   86,306   87,468    1,557      395

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     29,528)
    -944     -322    3,804   26,694   26,298   29,554   29,780      -26     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     13.3     24.1     59.1     62.2     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        7       11        9        8       20       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,789
COMMITMENTS
       0    7,806    2,438   46,580   34,534   49,018   44,778    3,771    8,011

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0       62        0        0        0        0       62        0      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.8      4.6     88.2     65.4     92.9     84.8      7.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        3       12       14       15       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       84,297
COMMITMENTS
     173      646    3,270   71,697   70,344   75,140   74,260    9,157   10,037

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -199)
     -60       55       -3     -136     -251     -199     -199        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.8      3.9     85.1     83.4     89.1     88.1     10.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       16       17       19       20
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,809,751
COMMITMENTS
 543,537  328,124  764,162  1466385  1695481  2774084  2787767   35,667   21,984

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     23,154)
  40,050   51,436  -17,598   -3,752  -10,052   18,700   23,786    4,454     -632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     11.7     27.2     52.2     60.3     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      34       23       48       92       86      149      137
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,268,111
COMMITMENTS
 284,454  117,525  261,652  717,386  886,903  1263492  1266080    4,619    2,031

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    -33,654)
   5,157  -15,171  -25,254  -13,714    7,024  -33,811  -33,401      157     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      9.3     20.6     56.6     69.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      19       20       31       40       41       74       77
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,928
COMMITMENTS
     357      601      325   11,922   11,777   12,604   12,703      324      225

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        647)
      56       94       -1      657      500      712      593      -65       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      4.6      2.5     92.2     91.1     97.5     98.3      2.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        4        5       35       38       42       44
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,132
COMMITMENTS
     131        0       29    1,176    1,407    1,336    1,436      796      696

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          2)
       0        0        0       16      -64       16      -64      -14       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.0      1.4     55.2     66.0     62.7     67.4     37.3     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       16       17       18       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,894
COMMITMENTS
      25      432       46    1,547    1,134    1,618    1,612      276      282

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        215)
     -24        3       22      189      224      187      249       28      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     22.8      2.4     81.7     59.9     85.4     85.1     14.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        2       23       20       25       24
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,371
COMMITMENTS
  23,622    2,180    2,120   44,372   66,841   70,114   71,141    2,257    1,230

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -1,039)
  -1,900      -60      172      631   -1,142   -1,097   -1,030       58       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      3.0      2.9     61.3     92.4     96.9     98.3      3.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        3       31       27       36       32
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,834
COMMITMENTS
      28      688    1,786   13,878   13,774   15,692   16,248    1,142      586

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        219)
     -10       30      -24      255      195      221      201       -2       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      4.1     10.6     82.4     81.8     93.2     96.5      6.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       21       22       24       26
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,875
COMMITMENTS
   3,636    1,374      194    8,247   11,003   12,077   12,571      798      304

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -321)
     102        0      -10     -621     -415     -529     -425      208      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     10.7      1.5     64.1     85.5     93.8     97.6      6.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       16       16       19       18
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,632
COMMITMENTS
   1,540    2,690      274   24,427   23,992   26,241   26,956    2,391    1,676

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -110)
    -120        0     -180      292       60       -8     -120     -102       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      9.4      1.0     85.3     83.8     91.6     94.1      8.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       25       22       28       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,220
COMMITMENTS
   2,382        0      380    6,121    7,896    8,883    8,276    1,337    1,944

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          9)
    -320        0        0      329        9        9        9        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      0.0      3.7     59.9     77.3     86.9     81.0     13.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       18       18       20
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,821
COMMITMENTS
   3,540    3,044      158    9,725   10,545   13,423   13,747    1,398    1,074

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     20.5      1.1     65.6     71.1     90.6     92.8      9.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       16       15       18       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,742
COMMITMENTS
       0    2,236      416   10,994    9,234   11,410   11,886    1,332      856

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        160)
       0      -60        0       76      220       76      160       84        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.5      3.3     86.3     72.5     89.5     93.3     10.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       16       14       18       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       70,379
COMMITMENTS
       0        0        0   70,379   70,379   70,379   70,379        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20       20       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       15       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,097,933
COMMITMENTS
       0        0        0  1097933  1097933  1097933  1097933        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       16       17       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,740
COMMITMENTS
       0        0        0   34,740   34,740   34,740   34,740        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       13       15       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      634,065
COMMITMENTS
       0        0        0  634,065  634,065  634,065  634,065        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       11       14       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      133,348
COMMITMENTS
       0        0        0  133,348  133,348  133,348  133,348        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     15,715)
       0        0        0   15,715   15,715   15,715   15,715        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:       38)
       0        0        0       17       29       17       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    1,976,783
COMMITMENTS
       0        0        0  1976783  1976783  1976783  1976783        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    101,475)
       0        0        0  101,475  101,475  101,475  101,475        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:       37)
       0        0        0       16       27       16       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       73,381
COMMITMENTS
   2,550    4,283   10,737   60,094   58,106   73,381   73,126        0      255

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      4,845)
       0        0        0    4,845    4,845    4,845    4,845        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      5.8     14.6     81.9     79.2    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        3       25       20       29       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,219,024
COMMITMENTS
  37,512   76,435   23,325  1158187  1119264  1219024  1219024        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     35,613)
       0        0        0   35,613   35,613   35,613   35,613        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      6.3      1.9     95.0     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        1       28       23       31       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,514
COMMITMENTS
       0      773        0   50,259   49,486   50,259   50,259      255      255

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.0     99.5     98.0     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       17       14       17       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,508
COMMITMENTS
   2,550    2,550        0   51,364   51,364   53,914   53,914      594      594

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      4.7      0.0     94.2     94.2     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       16       14       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,027
COMMITMENTS
  17,455        0    3,830   25,742   43,197   47,027   47,027        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      0.0      8.1     54.7     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       13       12       15       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,314
COMMITMENTS
     765       63        0   14,527   15,996   15,292   16,059    1,022      255

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.4      0.0     89.0     98.1     93.7     98.4      6.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       13       15       14       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      886,986
COMMITMENTS
  23,400   46,159        0  863,586  840,827  886,986  886,986        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      5.2      0.0     97.4     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       16       19       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      963,303
COMMITMENTS
  99,610        0        0  863,693  963,303  963,303  963,303        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.0      0.0     89.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       15       14       15
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,981
COMMITMENTS
     240        0        0   18,473   18,506   18,713   18,506      268      475

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        372)
      20        0        0      357      372      377      372       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     97.3     97.5     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        0        0       35       36       37       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,832
COMMITMENTS
     150       60        0    8,050    8,167    8,200    8,227      632      605

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         29)
       0      -30        0      -15      239      -15      209       44     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.7      0.0     91.1     92.5     92.8     93.1      7.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       15       18       16       19
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,350
COMMITMENTS
       0       95        0    6,205    5,800    6,205    5,895      145      455

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         59)
       0        0        0       38       28       38       28       21       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.0     97.7     91.3     97.7     92.8      2.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       20       15       20       17
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,208
COMMITMENTS
      30        0       15    8,553    8,611    8,598    8,626      610      582

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         89)
     -15        0       15       99       14       99       29      -10       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.2     92.9     93.5     93.4     93.7      6.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       16       15       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,399,874
COMMITMENTS
 321,176  150,477  421,012  571,809  773,269  1313997  1344758   85,877   55,116

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     58,064)
  -1,179    5,967   38,077   22,173   18,366   59,071   62,410   -1,007   -4,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     10.7     30.1     40.8     55.2     93.9     96.1      6.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     120       78      147       89       92      285      255
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      198,113
COMMITMENTS
  52,399    9,402    1,173   92,402  120,969  145,974  131,544   52,139   66,569

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,775)
   7,487      -90      135     -365     -215    7,257     -170   -5,482    1,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      4.7      0.6     46.6     61.1     73.7     66.4     26.3     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        3        5       13       17       19       23
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,190
COMMITMENTS
       0      842      575   19,606   18,773   20,181   20,190        9        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      2,911)
       0        0        0    2,911    2,911    2,911    2,911        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      2.8     97.1     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        3       30       27       33       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,759
COMMITMENTS
   4,790   13,793    9,970   55,832   43,475   70,592   67,238    3,167    6,521

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      9,321)
     -23     -388    5,424    4,120    4,685    9,521    9,721     -200     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     18.7     13.5     75.7     58.9     95.7     91.2      4.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        6       10       23       18       35       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,055
COMMITMENTS
   5,070    1,647    8,484   28,636   30,763   42,190   40,894    1,865    3,161

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     11,324)
    -124     -213    6,153    5,272    5,112   11,301   11,052       23      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      3.7     19.3     65.0     69.8     95.8     92.8      4.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        6       13       15       20       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,460
COMMITMENTS
   3,075        0      282    5,055    8,160    8,412    8,442       48       18

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        270)
     300     -181        0      -30      500      270      319        0      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      0.0      3.3     59.8     96.5     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       11       13       15       14
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,638
COMMITMENTS
   5,752    3,390    5,550    7,601    8,864   18,903   17,804    2,735    3,834

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        387)
     323      519     -125      170      312      368      706       19     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     15.7     25.6     35.1     41.0     87.4     82.3     12.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        7       10        9       18       18
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,398
COMMITMENTS
  11,559    2,864      392    5,588   15,146   17,539   18,402    1,859      996

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,299)
     843     -181      148      210    1,537    1,201    1,504       98     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.6     14.8      2.0     28.8     78.1     90.4     94.9      9.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      57       25        9       25       34       89       66
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       45,030
COMMITMENTS
  30,967    5,991      240    7,047   36,519   38,254   42,750    6,776    2,280

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        925)
     636   -2,256       -6     -274    3,516      356    1,254      569     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.8     13.3      0.5     15.6     81.1     85.0     94.9     15.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      79       26        8       16       34       98       65
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      325,384
COMMITMENTS
 101,720   17,848   34,242  164,563  260,911  300,525  313,001   24,859   12,383

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    -12,792)
   7,640    1,451   -3,998  -15,135   -8,502  -11,493  -11,049   -1,299   -1,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      5.5     10.5     50.6     80.2     92.4     96.2      7.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      99       18       48       79       91      191      146
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,714
COMMITMENTS
   9,747      690      588    8,775   17,177   19,110   18,455    4,604    5,259

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        669)
      -9      690     -156      178      580       13    1,114      656     -445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1      2.9      2.5     37.0     72.4     80.6     77.8     19.4     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        2        3        9       19       15       24
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,013
COMMITMENTS
       0        0        0    8,434    8,022    8,434    8,022      579      991

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        533)
       0        0        0      733      608      733      608     -200      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.6     89.0     93.6     89.0      6.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       15       16       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,827
COMMITMENTS
     396    1,636      204    7,171    5,937    7,771    7,777       56       50

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        468)
     100      468        0      368        0      468      468        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     20.9      2.6     91.6     75.9     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        1       27       28       30       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,359
COMMITMENTS
     650        0        0   51,585   53,066   52,235   53,066    1,124      293

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      4,813)
     275        0        0    4,337    4,799    4,612    4,799      201       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     96.7     99.5     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        0        0       42       37       45       37
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,625
COMMITMENTS
       0        0        0   18,263   18,475   18,263   18,475      362      150

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      2,586)
       0        0        0    2,586    2,586    2,586    2,586        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.1     99.2     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       15       21       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,275
COMMITMENTS
     325    3,425      350    7,600    4,480    8,275    8,255        0       20

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        475)
    -100      300        0      575      175      475      475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     41.4      4.2     91.8     54.1    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       27       15       30       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,648
COMMITMENTS
     492      115       21    2,966    3,465    3,479    3,601      169       47

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        142)
      15      115       -3      130       30      142      142        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      3.2      0.6     81.3     95.0     95.4     98.7      4.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       13       12       15       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,545
COMMITMENTS
     724    4,725    1,197   24,567   20,514   26,488   26,436       57      109

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        632)
    -553      -42      120    1,128      486      695      564      -63       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     17.8      4.5     92.5     77.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        4        4       38       43       43       49
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,276
COMMITMENTS
   1,307    1,340      459   11,376   11,475   13,142   13,274      134        2

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -382)
  -1,135      384        0      753     -766     -382     -382        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     10.1      3.5     85.7     86.4     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        1       26       30       29       35
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,786
COMMITMENTS
   9,969    3,084      596   19,801   26,242   30,366   29,922      420      864

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        115)
     -46      261        0      161     -230      115       31        0       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     10.0      1.9     64.3     85.2     98.6     97.2      1.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        6        5       23       30       28       41
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,896
COMMITMENTS
   3,232        0    1,374   19,118   19,558   23,724   20,932    3,172    5,964

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,443)
     118        0      250    1,874      204    2,242      454     -799      989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      0.0      5.1     71.1     72.7     88.2     77.8     11.8     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       17       18       19       20
```

----

Updated February 3, 2012