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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,349
COMMITMENTS
     269        0      352   45,324   45,734   45,945   46,086      404      263

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -6,106)
    -217        0        5   -5,825   -6,123   -6,037   -6,118      -69       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.8     97.8     98.7     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        0        2       38       44       40       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,456
COMMITMENTS
       0        0        0   17,296   17,428   17,296   17,428      160       28

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,245)
       0        0        0   -1,238   -1,233   -1,238   -1,233       -7      -12

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       31       21       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,712
COMMITMENTS
       0      483      196    8,550    8,140    8,746    8,819      966      893

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,114)
       0      -49      -53     -983     -928   -1,036   -1,030      -78      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      2.0     88.0     83.8     90.1     90.8      9.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        2       33       35       35       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,263
COMMITMENTS
     392        0      154    3,765    4,236    4,311    4,390      952      873

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,635)
    -379      -38      -38   -1,452   -1,668   -1,869   -1,744      234      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.0      2.9     71.5     80.5     81.9     83.4     18.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        0        3       38       41       42       44
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,438
COMMITMENTS
      80      369        0    1,567    1,558    1,647    1,927      791      511

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -546)
     -44     -143       -6     -605     -623     -655     -772      109      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     15.1      0.0     64.3     63.9     67.6     79.0     32.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       15       17       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,438
COMMITMENTS
       0        0        0    8,252    8,312    8,252    8,312      186      126

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,009)
       0        0        0   -1,009   -1,009   -1,009   -1,009        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.8     98.5     97.8     98.5      2.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       17       16       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,283
COMMITMENTS
       0      715       95   23,968   23,473   24,063   24,283      220        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -5,382)
       0     -223       60   -5,422   -5,219   -5,362   -5,382      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      0.4     98.7     96.7     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       28       24       29       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      285,107
COMMITMENTS
  61,589   32,166   29,512  147,466  201,097  238,567  262,775   46,540   22,332

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     10,207)
   9,892    2,378   -1,243   -1,318    8,271    7,331    9,406    2,876      801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     11.3     10.4     51.7     70.5     83.7     92.2     16.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      58       21       39       72       85      150      128
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,660
COMMITMENTS
      59    2,897      225   12,358    9,498   12,642   12,620       18       40

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,498)
    -200     -444       25   -3,323   -3,119   -3,498   -3,538        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     22.9      1.8     97.6     75.0     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        5        3       37       38       40       46
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,218
COMMITMENTS
     758      100        0    8,406    9,118    9,164    9,218       54        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -985)
       0       50      -50     -935     -985     -985     -985        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      1.1      0.0     91.2     98.9     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        0       23       24       27       25
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,256,019
COMMITMENTS
 265,207  392,053  441,587  476,244  374,648  1183038  1208288   72,981   47,731

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     52,689)
  -2,207   -2,264   21,473   28,910   31,730   48,176   50,939    4,513    1,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     31.2     35.2     37.9     29.8     94.2     96.2      5.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     102      125      138       79       72      274      256
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       95,205
COMMITMENTS
  13,723   11,838   24,563   55,068   58,243   93,354   94,644    1,851      561

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      7,342)
     481      159    3,417    3,150    3,600    7,048    7,176      294      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     12.4     25.8     57.8     61.2     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        6       11        9        9       21       21
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       49,009
COMMITMENTS
       0    6,870    2,072   43,374   31,683   45,446   40,625    3,563    8,384

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,780)
       0     -936     -366   -3,206   -2,851   -3,572   -4,153     -208      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.0      4.2     88.5     64.6     92.7     82.9      7.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        3       11       14       14       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       80,710
COMMITMENTS
       0    1,285    1,136   68,654   67,018   69,790   69,439   10,920   11,271

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,587)
    -173      639   -2,134   -3,043   -3,326   -5,350   -4,821    1,763    1,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      1.4     85.1     83.0     86.5     86.0     13.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       15       16       17       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,848,241
COMMITMENTS
 541,889  357,322  775,130  1494145  1692845  2811164  2825297   37,077   22,944

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     38,490)
  -1,648   29,198   10,968   27,760   -2,636   37,080   37,530    1,410      960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     12.5     27.2     52.5     59.4     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      31       25       48       94       88      151      139
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,345,386
COMMITMENTS
 318,201   97,598  284,069  738,846  961,700  1341116  1343367    4,270    2,019

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     77,275)
  33,747  -19,927   22,417   21,460   74,797   77,624   77,287     -349      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      7.3     21.1     54.9     71.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       20       32       42       41       79       77
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,759
COMMITMENTS
     269      852      279   11,910   11,431   12,458   12,562      301      197

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -169)
     -88      251      -46      -12     -346     -146     -141      -23      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      6.7      2.2     93.3     89.6     97.6     98.5      2.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        5        4       34       36       39       43
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,623
COMMITMENTS
      28      276       61    1,366    1,067    1,455    1,404      168      219

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -271)
       3     -156       15     -181      -67     -163     -208     -108      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     17.0      3.8     84.2     65.7     89.6     86.5     10.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       20       19       22       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       75,161
COMMITMENTS
  21,830    2,180    3,260   47,770   68,475   72,860   73,915    2,301    1,246

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      2,790)
  -1,792        0    1,140    3,398    1,634    2,746    2,774       44       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      2.9      4.3     63.6     91.1     96.9     98.3      3.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        3       31       26       36       31
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,115
COMMITMENTS
      40      654    1,754   13,135   12,923   14,929   15,331    1,186      784

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -719)
      12      -34      -32     -743     -851     -763     -917       44      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      4.1     10.9     81.5     80.2     92.6     95.1      7.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        3       20       21       23       25
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,885
COMMITMENTS
   3,646    1,374      194    8,247   11,013   12,087   12,581      798      304

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:         10)
      10        0        0        0       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     10.7      1.5     64.0     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 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,969
COMMITMENTS
   1,496    3,600      134   26,211   24,974   27,841   28,708    2,128    1,261

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      1,337)
     -44      910     -140    1,784      982    1,600    1,752     -263     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     12.0      0.4     87.5     83.3     92.9     95.8      7.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       23       22       25       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,343
COMMITMENTS
   1,358        0      320    6,411    6,881    8,089    7,201    1,254    2,142

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -877)
  -1,024        0      -60      290   -1,015     -794   -1,075      -83      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      0.0      3.4     68.6     73.6     86.6     77.1     13.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       17       16       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,478
COMMITMENTS
       0    2,314      416   10,671    8,962   11,087   11,692    1,391      786

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -264)
       0       78        0     -323     -272     -323     -194       59      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.5      3.3     85.5     71.8     88.9     93.7     11.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       15       13       17       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       69,053
COMMITMENTS
       0        0        0   69,053   69,053   69,053   69,053        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,326)
       0        0        0   -1,326   -1,326   -1,326   -1,326        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 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,067,798
COMMITMENTS
       0        0        0  1067798  1067798  1067798  1067798        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -30,135)
       0        0        0  -30,135  -30,135  -30,135  -30,135        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 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,674
COMMITMENTS
       0        0        0   38,674   36,134   38,674   36,134        0    2,540

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,934)
       0        0        0    3,934    1,394    3,934    1,394        0    2,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     93.4    100.0     93.4      0.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       13       16       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      698,897
COMMITMENTS
       0        0        0  698,897  698,897  698,897  698,897        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     64,832)
       0        0        0   64,832   64,832   64,832   64,832        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       11       15       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      131,681
COMMITMENTS
       0        0        0  131,681  131,681  131,681  131,681        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,667)
       0        0        0   -1,667   -1,667   -1,667   -1,667        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       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    1,891,774
COMMITMENTS
       0        0        0  1891774  1891774  1891774  1891774        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -85,009)
       0        0        0  -85,009  -85,009  -85,009  -85,009        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       15       27       15       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       70,441
COMMITMENTS
   2,445    3,968   10,737   57,259   55,481   70,441   70,186        0      255

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,940)
    -105     -315        0   -2,835   -2,625   -2,940   -2,940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      5.6     15.2     81.3     78.8    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        3       25       19       29       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,257,160
COMMITMENTS
  75,648  142,411   23,325  1158187  1091424  1257160  1257160        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     38,136)
  38,136   65,976        0        0  -27,840   38,136   38,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     11.3      1.9     92.1     86.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        1       28       23       32       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,000
COMMITMENTS
     110      710        0   47,656   47,035   47,766   47,745      234      255

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,514)
     110      -63        0   -2,603   -2,451   -2,493   -2,514      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.5      0.0     99.3     98.0     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       17       14       18       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,116
COMMITMENTS
   2,340    2,550        0   50,182   49,972   52,522   52,522      594      594

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,392)
    -210        0        0   -1,182   -1,392   -1,392   -1,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      4.8      0.0     94.5     94.1     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 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,848
COMMITMENTS
  15,649        0    3,410   23,789   39,438   42,848   42,848        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -4,179)
  -1,806        0     -420   -1,953   -3,759   -4,179   -4,179        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      0.0      8.0     55.5     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       13       11       15       13
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,432
COMMITMENTS
     702       63        0   13,708   15,135   14,410   15,198    1,022      234

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -882)
     -63        0        0     -819     -861     -882     -861        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.4      0.0     88.8     98.1     93.4     98.5      6.6      1.5

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 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      842,082
COMMITMENTS
  23,400   42,079        0  818,682  800,003  842,082  842,082        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -44,904)
       0   -4,080        0  -44,904  -40,824  -44,904  -44,904        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      5.0      0.0     97.2     95.0    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 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      911,895
COMMITMENTS
  91,450        0        0  820,445  911,895  911,895  911,895        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -51,408)
  -8,160        0        0  -43,248  -51,408  -51,408  -51,408        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.0      0.0     90.0    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 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,487
COMMITMENTS
      85        0        0   16,940   17,010   17,025   17,010      462      477

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,494)
    -155        0        0   -1,533   -1,496   -1,688   -1,496      194        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     96.9     97.3     97.4     97.3      2.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       29       34       30       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,138
COMMITMENTS
     248        0       30    7,333    7,618    7,611    7,648      527      490

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -694)
      98      -60       30     -717     -549     -589     -579     -105     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.4     90.1     93.6     93.5     94.0      6.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       15       17       18       18
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,426
COMMITMENTS
       0        0        0    7,877    7,898    7,877    7,898      549      528

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -782)
     -30        0      -15     -676     -713     -721     -728      -61      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.5     93.7     93.5     93.7      6.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       13       15       13
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,484,546
COMMITMENTS
 315,171  146,286  456,929  620,629  821,786  1392729  1425001   91,817   59,545

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     84,672)
  -6,005   -4,191   35,917   48,820   48,517   78,732   80,243    5,940    4,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      9.9     30.8     41.8     55.4     93.8     96.0      6.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
     124       80      153       92       95      293      268
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      188,543
COMMITMENTS
  50,963    9,932    1,635   87,684  114,589  140,282  126,156   48,261   62,387

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -9,570)
  -1,436      530      462   -4,718   -6,380   -5,692   -5,388   -3,878   -4,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      5.3      0.9     46.5     60.8     74.4     66.9     25.6     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        6       13       16       20       23
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,252
COMMITMENTS
     600      325      450   16,202   16,477   17,252   17,252        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,938)
     600     -517     -125   -3,404   -2,296   -2,929   -2,938       -9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.9      2.6     93.9     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       24       24       27       28
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       72,111
COMMITMENTS
   4,818   12,005    8,227   55,476   44,634   68,521   64,866    3,590    7,245

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,648)
      28   -1,788   -1,743     -356    1,159   -2,071   -2,372      423      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     16.6     11.4     76.9     61.9     95.0     90.0      5.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        5       10       23       18       34       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,649
COMMITMENTS
   3,305    1,972    7,100   30,009   30,382   40,414   39,454    2,235    3,195

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,406)
  -1,765      325   -1,384    1,373     -381   -1,776   -1,440      370       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      4.6     16.6     70.4     71.2     94.8     92.5      5.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        4       13       15       18       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,560
COMMITMENTS
   2,950        0      702    4,830    7,810    8,482    8,512       78       48

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        100)
    -125        0      420     -225     -350       70       70       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5      0.0      8.2     56.4     91.2     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       11       13       15       14
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,900
COMMITMENTS
  12,876    2,332      404    5,415   17,444   18,695   20,180    2,205      720

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      1,502)
   1,317     -532       12     -173    2,298    1,156    1,778      346     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.6     11.2      1.9     25.9     83.5     89.4     96.6     10.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      71       21        8       24       38      100       66
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       44,584
COMMITMENTS
  31,140    5,501      272    6,678   36,626   38,090   42,399    6,494    2,185

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -446)
     173     -490       32     -369      107     -164     -351     -282      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.8     12.3      0.6     15.0     82.2     85.4     95.1     14.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      78       29        9       16       34       98       69
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      332,356
COMMITMENTS
 105,336   16,553   36,670  165,189  266,785  307,195  320,008   25,161   12,348

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      6,972)
   3,616   -1,295    2,428      626    5,874    6,670    7,007      302      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      5.0     11.0     49.7     80.3     92.4     96.3      7.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      87       16       49       84       90      190      141
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,288
COMMITMENTS
   8,193      209      571    8,415   16,847   17,179   17,627    4,109    3,661

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,426)
  -1,554     -481      -17     -360     -330   -1,931     -828     -495   -1,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5      1.0      2.7     39.5     79.1     80.7     82.8     19.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        3        8       20       14       24
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,790
COMMITMENTS
     296    1,689      254    7,184    5,797    7,734    7,740       56       50

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        -37)
    -100       53       50       13     -140      -37      -37        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     21.7      3.3     92.2     74.4     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       28       26       31       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       48,793
COMMITMENTS
     825        0        0   46,918   48,511   47,743   48,511    1,050      282

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -4,566)
     175        0        0   -4,667   -4,555   -4,492   -4,555      -74      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.0     96.2     99.4     97.8     99.4      2.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        0        0       41       34       44       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,081
COMMITMENTS
       0        0        0   16,854   16,931   16,854   16,931      227      150

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,544)
       0        0        0   -1,409   -1,544   -1,409   -1,544     -135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     99.1     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       12       22       12
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,015
COMMITMENTS
     625    3,300        0    7,390    4,715    8,015    8,015        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -260)
     300     -125     -350     -210      235     -260     -240        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     41.2      0.0     92.2     58.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        0       24       15       26       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,668
COMMITMENTS
     670       90       43    2,797    3,504    3,510    3,637      158       31

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:         20)
     178      -25       22     -169       39       31       36      -11      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      2.5      1.2     76.3     95.5     95.7     99.2      4.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       14       11       17       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,140
COMMITMENTS
     945    3,867    1,624   20,514   17,534   23,083   23,025       57      115

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,405)
     221     -858      427   -4,053   -2,980   -3,405   -3,411        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     16.7      7.0     88.7     75.8     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        5        3       33       39       39       45
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,600
COMMITMENTS
     876    1,089      459    9,209    9,050   10,544   10,598       56        2

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,676)
    -431     -251        0   -2,167   -2,425   -2,598   -2,676      -78        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     10.3      4.3     86.9     85.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        5        1       24       28       28       33
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,674
COMMITMENTS
   8,680    3,032      520   18,089   23,292   27,289   26,844      385      830

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,112)
  -1,289      -52      -76   -1,712   -2,950   -3,077   -3,078      -35      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     11.0      1.9     65.4     84.2     98.6     97.0      1.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        6        5       24       29       29       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,839
COMMITMENTS
   2,175        0    1,424   18,300   18,674   21,899   20,098    2,940    4,741

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,057)
  -1,057        0       50     -818     -884   -1,825     -834     -232   -1,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.0      5.7     73.7     75.2     88.2     80.9     11.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       18       20       20       22
```

----

Updated February 10, 2012