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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       95,474
COMMITMENTS
     130    2,152    2,876   92,468   90,446   95,474   95,474        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        768)
       0      175     -175      943      768      768      768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.3      3.0     96.9     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        3       10       13       16       17
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,021
COMMITMENTS
       0    1,435      988   38,646   37,548   39,634   39,971      387       50

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -7,116)
    -699      690     -542   -5,810   -7,211   -7,051   -7,063      -65      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      2.5     96.6     93.8     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       0        3        2       36       37       38       40
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,866
COMMITMENTS
       0       80        0    6,669    6,566    6,669    6,646      197      220

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,386)
       0       80        0   -3,336   -3,620   -3,336   -3,540      -50      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     97.1     95.6     97.1     96.8      2.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       20       23       20       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,687
COMMITMENTS
     383      205      651   11,521   11,918   12,555   12,774    1,132      913

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,887)
    -165     -154       37   -1,597   -1,595   -1,725   -1,712     -162     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.5      4.8     84.2     87.1     91.7     93.3      8.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        4       36       40       40       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,338
COMMITMENTS
     323      175      356    5,025    5,059    5,704    5,590      634      748

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,174)
    -126       95     -120     -847   -1,085   -1,093   -1,110      -81      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      2.8      5.6     79.3     79.8     90.0     88.2     10.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        4        5       40       44       46       52
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,850
COMMITMENTS
       0        0        0    5,362    5,382    5,362    5,382      488      468

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -774)
       0      -50       -5     -757     -646     -762     -701      -12      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.7     92.0     91.7     92.0      8.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       20       18       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,155
COMMITMENTS
     105      658       19    5,337    5,200    5,461    5,877      694      278

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,157)
       0       72     -271     -871     -972   -1,142   -1,171      -15       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     10.7      0.3     86.7     84.5     88.7     95.5     11.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       21       26       23       28
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,826
COMMITMENTS
     180       57       43    1,258    1,427    1,481    1,527      345      299

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -830)
      45        5      -45     -754     -730     -754     -770      -76      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      3.1      2.4     68.9     78.1     81.1     83.6     18.9     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       17       17       20       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        5,725
COMMITMENTS
       0        0        0    5,548    5,695    5,548    5,695      177       30

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,103)
       0        0        0   -3,211   -3,103   -3,211   -3,103      108        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.9     99.5     96.9     99.5      3.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       16       16       16
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,163
COMMITMENTS
       0      231      150    8,652    8,745    8,802    9,126      361       37

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -266)
       0      -73        0     -209     -198     -209     -271      -57        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      1.6     94.4     95.4     96.1     99.6      3.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       19       18       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,883
COMMITMENTS
       0      395      213   22,610   22,275   22,823   22,883       60        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,007)
       0   -1,014       -1   -2,986   -1,992   -2,987   -3,007      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.9     98.8     97.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       26       25       27       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      322,021
COMMITMENTS
  53,870   29,073   55,702  171,192  215,471  280,764  300,246   41,257   21,775

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -6,491)
   3,889   -5,343    2,760  -11,051   -2,117   -4,402   -4,700   -2,089   -1,791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      9.0     17.3     53.2     66.9     87.2     93.2     12.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      47       28       47       74       79      150      134
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       10,743
COMMITMENTS
      83    7,259      404   10,210    2,983   10,697   10,646       46       97

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -2,874)
      35     -142       25   -2,928   -2,710   -2,868   -2,827       -6      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     67.6      3.8     95.0     27.8     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        8        5       33       24       39       35
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,680
COMMITMENTS
     375    1,500       75   15,230   14,075   15,680   15,650        0       30

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,095)
    -130        0        0     -965   -1,095   -1,095   -1,095        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      9.6      0.5     97.1     89.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       21       22       23       24
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,841
COMMITMENTS
     525      150        0   17,649   17,858   18,174   18,008      667      833

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        146)
       0        0        0      234     -178      234     -178      -88      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.8      0.0     93.7     94.8     96.5     95.6      3.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       25       20       27       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,147,792
COMMITMENTS
 251,022  304,927  425,702  395,929  379,208  1072653  1109837   75,139   37,955

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     80,716)
  18,066  -21,572   53,761    5,780   49,179   77,607   81,368    3,109     -652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     26.6     37.1     34.5     33.0     93.5     96.7      6.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     128      106      144       78       66      300      242
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       99,487
COMMITMENTS
  26,441   48,273   18,136   51,552   31,807   96,129   98,216    3,358    1,271

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -10,416)
   7,483    6,562  -12,482   -5,914   -3,818  -10,913   -9,738      497     -678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     48.5     18.2     51.8     32.0     96.6     98.7      3.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        8       14       19       19       36       33
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,490,757
COMMITMENTS
 489,473   62,873  689,523  1278919  1716217  2457915  2468613   32,842   22,144

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -96,350)
 -14,455  -60,864     -400  -86,277  -38,361 -101,132  -99,625    4,782    3,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      2.5     27.7     51.3     68.9     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      34       17       41       89       83      137      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,001,791
COMMITMENTS
  73,175  167,518  232,705  687,706  596,765  993,586  996,988    8,205    4,803

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:   -234,153)
 -89,095   18,923  -80,916  -69,088 -174,636 -239,099 -236,629    4,946    2,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     16.7     23.2     68.6     59.6     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      25       21       32       40       38       82       74
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,895
COMMITMENTS
     855        0       90    5,125    6,045    6,070    6,135      825      760

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        195)
     270        0       90     -120      110      240      200      -45       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      0.0      1.3     74.3     87.7     88.0     89.0     12.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        1       13       17       16       18
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        7,924
COMMITMENTS
     410      630       70    7,303    7,011    7,783    7,711      141      213

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      8.0      0.9     92.2     88.5     98.2     97.3      1.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       14       14       16       17
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,711
COMMITMENTS
   6,081    9,358    3,308    7,867    4,046   17,256   16,712      455      999

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        418)
     -41    1,345     -338      702     -554      323      453       95      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     52.8     18.7     44.4     22.8     97.4     94.4      2.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9       15       19       10        9       30       32
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,170
COMMITMENTS
   3,555    3,845    1,740    3,550    2,950    8,845    8,535      325      635

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        -15)
      85     -735       90     -125      655       50       10      -65      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     41.9     19.0     38.7     32.2     96.5     93.1      3.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6       11       13        8        7       23       22
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,831
COMMITMENTS
   1,946    1,788      252   12,440   12,399   14,638   14,439      193      392

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -5,496)
     106     -222     -193   -5,480   -5,234   -5,567   -5,649       71      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     12.1      1.7     83.9     83.6     98.7     97.4      1.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        5        5       32       36       42       44
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,940
COMMITMENTS
     259        0      123    1,810    2,276    2,192    2,399      748      541

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -346)
      51        0      -27     -432     -304     -408     -331       62      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.0      4.2     61.6     77.4     74.6     81.6     25.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       16       16       17
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,666
COMMITMENTS
      78      578       30      958      706    1,066    1,314      600      352

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -180)
      49       -8        4     -273     -123     -220     -127       40      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     34.7      1.8     57.5     42.4     64.0     78.9     36.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       19       14       22       16
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       58,871
COMMITMENTS
   2,531      747    5,444   49,662   51,375   57,637   57,566    1,234    1,305

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -2,555)
  -2,368       75       90       66   -2,946   -2,212   -2,781     -343      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      1.3      9.2     84.4     87.3     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        3       32       30       38       33
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,686
COMMITMENTS
   1,194       56    1,980   11,330   13,052   14,504   15,088    1,182      598

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -525)
     160       56     -196     -549     -539     -585     -679       60      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.4     12.6     72.2     83.2     92.5     96.2      7.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       20       17       23       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,289
COMMITMENTS
       0    1,506      128    6,796    5,362    6,924    6,996    1,365    1,293

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -116)
       0      348      -10       42     -500       32     -162     -148       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.2      1.5     82.0     64.7     83.5     84.4     16.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       15       19       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,107
COMMITMENTS
   3,390      440      310    7,693   10,989   11,393   11,739      714      368

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -588)
    -102        0        0     -355     -583     -457     -583     -131       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      3.6      2.6     63.5     90.8     94.1     97.0      5.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       16       20       19       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,461
COMMITMENTS
     330    1,480      658   17,204   17,243   18,192   19,381    2,269    1,080

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,452)
     -76     -200        0   -1,164   -1,210   -1,240   -1,410     -212      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      7.2      3.2     84.1     84.3     88.9     94.7     11.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       23       23       26       26
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,554
COMMITMENTS
   1,290        0      120    5,649    7,043    7,059    7,163    1,495    1,391

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -375)
      46        0      -66     -245     -328     -265     -394     -110       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      0.0      1.4     66.0     82.3     82.5     83.7     17.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       18       16       19       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,428
COMMITMENTS
   1,186    2,144    1,690    7,805    7,653   10,681   11,487    1,747      941

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        791)
  -1,502       -8    1,430      790     -572      718      850       73      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     17.3     13.6     62.8     61.6     85.9     92.4     14.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,896
COMMITMENTS
     248    2,270      796    9,111    8,364   10,155   11,430    1,741      466

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -434)
      30     -288      -44     -397     -182     -411     -514      -23       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     19.1      6.7     76.6     70.3     85.4     96.1     14.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       18       15       20       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,250
COMMITMENTS
       0        0        0   55,250   55,250   55,250   55,250        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,287)
       0        0        0   -2,949   -3,287   -2,949   -3,287     -338        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:       28)
       0        0        0       20       15       20       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      906,113
COMMITMENTS
       0        0        0  906,113  906,113  906,113  906,113        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -41,600)
       0        0        0  -41,600  -41,600  -41,600  -41,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       17       20       17       20
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       79,250
COMMITMENTS
       0        0        0   78,995   79,079   78,995   79,079      255      171

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -6,118)
       0        0        0   -6,118   -6,099   -6,118   -6,099        0      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       28       16       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,058,226
COMMITMENTS
       0        0        0  1058226  1058226  1058226  1058226        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:   -115,232)
       0        0        0 -115,232 -115,232 -115,232 -115,232        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:       34)
       0        0        0       18       23       18       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,297
COMMITMENTS
   5,520        0    4,900   49,622   55,397   60,042   60,297      255        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -2,687)
   1,575        0   -2,090   -2,172     -597   -2,687   -2,687        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.0      8.1     82.3     91.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       22       30       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,161,406
COMMITMENTS
  39,741  105,450   12,891  1108774  1043065  1161406  1161406        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -66,560)
     936   -2,080   -2,496  -65,000  -61,984  -66,560  -66,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      9.1      1.1     95.5     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        1       28       25       32       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,390
COMMITMENTS
       0    3,593        0   45,326   41,287   45,326   44,880       64      510

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,214)
       0      -19        0   -3,195   -3,195   -3,195   -3,214      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      0.0     99.9     91.0     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       14       19       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,546
COMMITMENTS
     640    5,420        0   37,396   33,126   38,036   38,546      510        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,442)
    -190      -95        0   -1,233   -1,347   -1,423   -1,442      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     14.1      0.0     97.0     85.9     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       15       19       16       20
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,319
COMMITMENTS
   7,104        0    1,805   15,410   22,514   24,319   24,319        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -2,812)
  -1,539        0        0   -1,273   -2,812   -2,812   -2,812        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      0.0      7.4     63.4     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       11       16       13       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,464
COMMITMENTS
     192    1,759        0   13,420   12,577   13,612   14,336      852      128

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -608)
     -57       19      -19     -513     -570     -589     -570      -19      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     12.2      0.0     92.8     87.0     94.1     99.1      5.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       16       13       17       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      722,049
COMMITMENTS
       0   37,633   23,400  698,649  661,016  722,049  722,049        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -69,171)
       0   -9,152        0  -69,171  -60,019  -69,171  -69,171        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      3.2     96.8     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       13       20       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      913,873
COMMITMENTS
  11,850  126,970        0  902,023  786,903  913,873  913,873        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -37,232)
  -4,160    4,160   -4,160  -28,912  -37,232  -37,232  -37,232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     13.9      0.0     98.7     86.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       17       17       18
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      455,101
COMMITMENTS
  72,490      461   82,950  299,661  371,690  455,101  455,101        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -48,672)
 -23,251      461   -4,621  -20,800  -44,512  -48,672  -48,672        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.1     18.2     65.8     81.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       14       13       16       15
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,215
COMMITMENTS
   2,175        0        0   30,549   32,865   32,724   32,865      491      350

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        564)
       0        0        0      521      578      521      578       43      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      0.0     92.0     98.9     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       36       38       38       38
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,395
COMMITMENTS
     156      675       46    8,897    8,251    9,099    8,972      296      423

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -669)
     -52        0        0     -608     -587     -660     -587       -9      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      7.2      0.5     94.7     87.8     96.8     95.5      3.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       23       21       25       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,295
COMMITMENTS
     930        0        0   10,155   11,221   11,085   11,221      210       74

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -532)
     -65        0        0     -589     -539     -654     -539      122        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.0      0.0     89.9     99.3     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       19       20       20       20
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,865
COMMITMENTS
     138       25        0    4,316    4,643    4,454    4,668      411      197

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -467)
       0        0        0     -531     -531     -531     -531       64       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.5      0.0     88.7     95.4     91.6     96.0      8.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       16       15       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,556,877
COMMITMENTS
 366,395  150,515  448,318  665,573  889,358  1480286  1488191   76,591   68,686

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      1,014)
  -8,267    7,150    7,864    1,730  -19,216    1,327   -4,202     -313    5,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      9.7     28.8     42.8     57.1     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     115       96      155       96      104      293      294
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      176,949
COMMITMENTS
  55,338   15,209      750   74,502  104,135  130,590  120,094   46,359   56,855

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -10,017)
  -8,099   -2,249   -1,066   -5,680  -12,868  -14,845  -16,183    4,828    6,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      8.6      0.4     42.1     58.9     73.8     67.9     26.2     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        4       16       16       22       23
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,133
COMMITMENTS
   2,440      100      775   24,843   27,183   28,058   28,058       75       75

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,182)
      42      -30     -170   -1,029     -957   -1,157   -1,157      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.4      2.8     88.3     96.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        2       23       26       27       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,542
COMMITMENTS
   6,302   10,854    3,621   73,503   67,643   83,426   82,118    3,116    4,424

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,302)
     236      907   -1,657   -1,459   -2,172   -2,880   -2,922     -422     -380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     12.5      4.2     84.9     78.2     96.4     94.9      3.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        7        8       22       19       32       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,018
COMMITMENTS
   3,056    1,748    2,876   32,566   33,613   38,498   38,237    2,520    2,781

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,685)
    -391        0   -1,474      155     -585   -1,710   -2,059       25      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      4.3      7.0     79.4     81.9     93.9     93.2      6.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        3       14       14       19       18
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,953
COMMITMENTS
       0    3,491      474   37,034   30,204   37,508   34,169   23,445   26,784

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -5,518)
    -591     -952        0   -4,327   -2,978   -4,918   -3,930     -600   -1,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.7      0.8     60.8     49.6     61.5     56.1     38.5     43.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       14       16       16       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,480
COMMITMENTS
     750      640      150    2,535    2,690    3,435    3,480       45        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -579)
    -200      -59        0     -379     -520     -579     -579        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     18.4      4.3     72.8     77.3     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       10       11       12       14
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,834
COMMITMENTS
   3,029    6,170    8,682   13,458   11,421   25,169   26,273    4,665    3,561

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -816)
     152     -156     -575   -1,229       60   -1,652     -671      836     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     20.7     29.1     45.1     38.3     84.4     88.1     15.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        9        8       12       14       22       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,458
COMMITMENTS
  14,684    2,905      222    3,315   16,687   18,221   19,814    2,237      644

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        401)
     -58       81      -13      421      285      350      353       51       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.8     14.2      1.1     16.2     81.6     89.1     96.9     10.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      74       18        6       21       35       99       57
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       60,889
COMMITMENTS
  48,002    5,882      667    5,345   52,426   54,014   58,975    6,875    1,914

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      2,065)
   3,229     -168     -368     -341    2,723    2,520    2,187     -455     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.8      9.7      1.1      8.8     86.1     88.7     96.9     11.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      99       22       13       21       37      127       67
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      277,184
COMMITMENTS
 113,684   37,856   35,347  104,774  193,329  253,805  266,532   23,379   10,652

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -13,930)
     141   -1,390    2,488  -17,081  -13,286  -14,452  -12,188      522   -1,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     13.7     12.8     37.8     69.7     91.6     96.2      8.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      82       23       51       77       85      182      144
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,398
COMMITMENTS
   7,004      156    1,199    9,846   15,763   18,049   17,118    2,349    3,280

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -722)
  -3,013      156      951    2,055   -1,512       -7     -405     -715     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      0.8      5.9     48.3     77.3     88.5     83.9     11.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       13       19       17       22
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,732
COMMITMENTS
     500      465      135    7,067    7,132    7,702    7,732       30        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      6.0      1.7     91.4     92.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1       10       10       15       11
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,669
COMMITMENTS
     102    6,389      289   11,278    4,826   11,669   11,504        0      165

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -2,230)
     -54      -91        0   -2,056   -2,163   -2,110   -2,254     -120       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     54.8      2.5     96.6     41.4    100.0     98.6      0.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        5        3       31       22       34       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,536
COMMITMENTS
   2,206      150        0   42,124   44,356   44,330   44,506      206       30

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -8,255)
    -202        0        0   -7,991   -8,217   -8,193   -8,217      -62      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.3      0.0     94.6     99.6     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        1        0       46       28       51       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,483
COMMITMENTS
     338        0        0    9,935   10,483   10,273   10,483      210        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -6,535)
    -152        0        0   -6,373   -6,535   -6,525   -6,535      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.0     94.8    100.0     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       16       11       18       11
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,460
COMMITMENTS
     450    4,025      150   10,680    7,285   11,280   11,460      180        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -2,030)
       0     -955        0   -2,030   -1,075   -2,030   -2,030        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     35.1      1.3     93.2     63.6     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        1       25       19       27       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,430
COMMITMENTS
   5,107    5,743    9,445   35,611   35,130   50,163   50,318      267      112

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,276)
     698      386     -973   -3,071   -2,742   -3,346   -3,329       70       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     11.4     18.7     70.6     69.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        2        5       44       40       53       46
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,596
COMMITMENTS
   1,900    3,047      728   10,879    9,581   13,507   13,356       89      240

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,630)
     333     -513      163   -2,122   -1,229   -1,626   -1,579       -4      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     22.4      5.4     80.0     70.5     99.3     98.2      0.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        4        3       23       20       29       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,634
COMMITMENTS
   7,804    1,216      584   11,247   17,922   19,635   19,722      999      912

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,358)
  -1,176      -80     -232   -1,978   -3,398   -3,386   -3,710       28      352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8      5.9      2.8     54.5     86.9     95.2     95.6      4.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        4        4       25       27       32       33
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,550
COMMITMENTS
   4,390    2,724      201   20,016   19,288   24,607   22,213      943    3,337

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -4,199)
      60       75     -173   -3,724   -4,876   -3,837   -4,974     -362      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     10.7      0.8     78.3     75.5     96.3     86.9      3.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       17       22       19       24
```

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Updated October 5, 2012