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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,513
COMMITMENTS
     664      200    1,060   38,143   39,150   39,867   40,410      646      103

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,242)
      93       50       75    1,094    1,109    1,262    1,234      -20        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.5      2.6     94.2     96.6     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        1        2       38       42       40       44
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,105
COMMITMENTS
       0        0        0   15,807   16,009   15,807   16,009      298       96

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -46      -50      -46        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.1     99.4     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       23       28       23       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,486
COMMITMENTS
      45      420      945   13,286   12,954   14,276   14,319    1,210    1,167

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        343)
     -10      169     -153      554      256      391      272      -48       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.7      6.1     85.8     83.6     92.2     92.5      7.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        2        3       43       44       46       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,604
COMMITMENTS
     739       65       33    6,050    6,927    6,822    7,025      782      579

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        346)
      24        0       -5      236      346      255      341       91        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      0.9      0.4     79.6     91.1     89.7     92.4     10.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        2        2       47       51       51       55
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,869
COMMITMENTS
       0      125        0    6,376    6,205    6,376    6,330      493      539

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        793)
       0        0        0      812      812      812      812      -19      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0     92.8     90.3     92.8     92.2      7.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       21       21       21       22
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,295
COMMITMENTS
      15      652      269    4,273    4,138    4,557    5,059      738      236

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        430)
      15       35      -20      505      517      500      532      -70     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     12.3      5.1     80.7     78.1     86.1     95.5     13.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       21       25       24       28
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,238
COMMITMENTS
       0       40        0    1,868    1,640    1,868    1,680      370      558

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0     83.5     73.3     83.5     75.1     16.5     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       19       16       19       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,550
COMMITMENTS
      65       31      136    1,617    1,859    1,818    2,026      732      524

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        337)
       0        7       16      254      222      270      245       67       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.2      5.3     63.4     72.9     71.3     79.5     28.7     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       17       18       19       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       12,472
COMMITMENTS
       0        0        0   12,313   12,442   12,313   12,442      159       30

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        208)
       0        0        0      208      208      208      208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     99.8     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       23       16       23       16
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,987
COMMITMENTS
       0      531      150    6,284    6,091    6,434    6,772      553      215

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        216)
       0        0      150       12       65      162      215       54        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.6      2.1     89.9     87.2     92.1     96.9      7.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       16       16       17       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,570
COMMITMENTS
       0    1,646      423   19,027   17,501   19,450   19,570      120        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        894)
       0      -75       75      819      894      894      894        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.4      2.2     97.2     89.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       29       23       30       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      304,333
COMMITMENTS
  39,834   42,915   49,265  181,642  184,030  270,741  276,210   33,592   28,123

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    -19,974)
  -1,268   -2,200      176  -17,314  -13,918  -18,406  -15,942   -1,568   -4,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     14.1     16.2     59.7     60.5     89.0     90.8     11.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      35       35       48       73       69      143      125
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,985
COMMITMENTS
     205    2,077        8   11,542    9,730   11,755   11,815      230      170

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        696)
      25      244        0      571      351      596      595      100      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     17.3      0.1     96.3     81.2     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        5        1       39       37       42       43
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,435
COMMITMENTS
     695    1,500      100   16,640   15,805   17,435   17,405        0       30

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        130)
       0        0        0      130      130      130      130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      8.6      0.6     95.4     90.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        1       24       29       27       31
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,875
COMMITMENTS
   2,250      555    1,250   12,375   14,070   15,875   15,875        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      3.5      7.9     78.0     88.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       11       14       14       16
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,323
COMMITMENTS
       0        0        0   12,027   13,083   12,027   13,083    1,296      240

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,695)
       0        0        0    1,718    2,135    1,718    2,135      -23     -440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.3     98.2     90.3     98.2      9.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       16       23       16
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,526
COMMITMENTS
       0        0        0    1,510    1,516    1,510    1,516       16       10

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     99.3     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       13       16       13
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,123,235
COMMITMENTS
 242,714  315,089  419,750  390,047  348,028  1052511  1082867   70,724   40,368

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      5,318)
   8,536    4,867   20,325  -27,297  -21,008    1,564    4,184    3,754    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     28.1     37.4     34.7     31.0     93.7     96.4      6.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     116      107      138       76       66      277      232
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       33,838
COMMITMENTS
     639    5,763      864   28,997   21,534   30,500   28,161    3,338    5,677

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        240)
       0        0      240        0        0      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     17.0      2.6     85.7     63.6     90.1     83.2      9.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       82,021
COMMITMENTS
  15,986   42,208   14,270   48,540   23,600   78,796   80,078    3,225    1,943

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,818)
     250   -1,856      201      883    3,333    1,334    1,678      484      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     51.5     17.4     59.2     28.8     96.1     97.6      3.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        8       14       17       18       32       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       62,697
COMMITMENTS
       0      162    2,221   54,732   51,326   56,953   53,709    5,744    8,988

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        777)
       0     -271     -130      575      682      445      281      332      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      3.5     87.3     81.9     90.8     85.7      9.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       17       17       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,732,249
COMMITMENTS
 470,669   54,607  817,234  1417128  1837514  2705031  2709355   27,218   22,894

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     53,636)
   5,903    9,576   17,147   32,645   26,989   55,695   53,712   -2,059      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      2.0     29.9     51.9     67.3     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      37       15       43       99       86      148      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,348,380
COMMITMENTS
 186,583  132,101  415,947  743,559  798,749  1346089  1346797    2,291    1,583

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     34,346)
  -5,977    7,881   33,040    8,548   -6,250   35,611   34,671   -1,265     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      9.8     30.8     55.1     59.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      29       17       34       44       43       86       81
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,403
COMMITMENTS
   3,525    4,489    2,569    2,727    1,730    8,821    8,788      582      615

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,105)
     -81      120      907      335      295    1,161    1,322      -56     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     47.7     27.3     29.0     18.4     93.8     93.5      6.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       13       15        5        4       21       21
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,177
COMMITMENTS
     341    2,228      250   23,295   21,377   23,886   23,855      291      322

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        645)
      84       43      137      445      524      666      704      -21      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      9.2      1.0     96.4     88.4     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        4        3       31       45       36       51
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,833
COMMITMENTS
     151       91       30    1,159    1,275    1,340    1,396      493      437

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        175)
      21       52       -5      261      151      277      198     -102      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      5.0      1.6     63.2     69.6     73.1     76.2     26.9     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       21       19       23       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       68,852
COMMITMENTS
  11,920      348    4,725   50,427   62,249   67,072   67,322    1,780    1,530

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        917)
     -60       20        0      964      897      904      917       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      0.5      6.9     73.2     90.4     97.4     97.8      2.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        3       34       32       39       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,545
COMMITMENTS
     488    1,346    2,434   13,385   13,201   16,307   16,981    1,238      564

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         12)
     -30       12       30       12      -40       12        2        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      7.7     13.9     76.3     75.2     92.9     96.8      7.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       21       17       24       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,569
COMMITMENTS
     293    1,108       60    6,441    6,059    6,794    7,227    1,775    1,342

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     12.9      0.7     75.2     70.7     79.3     84.3     20.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       15       14       17       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,994
COMMITMENTS
   3,676      732      540    8,008   11,346   12,224   12,618      770      376

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      5.6      4.2     61.6     87.3     94.1     97.1      5.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       18       20       21       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,865
COMMITMENTS
     578    2,480      538   20,891   19,863   22,007   22,881    1,858      984

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        243)
    -120        0      120      352      147      352      267     -109      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     10.4      2.3     87.5     83.2     92.2     95.9      7.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       27       25       30       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,877
COMMITMENTS
   1,134        0      176    6,064    6,601    7,374    6,777    1,503    2,100

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      -20      100      -20        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      0.0      2.0     68.3     74.4     83.1     76.3     16.9     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       16       18       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,486
COMMITMENTS
   3,562    2,390      180    7,712    9,176   11,454   11,746    1,032      740

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -174)
    -336     -120       24      120      -78     -192     -174       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     19.1      1.4     61.8     73.5     91.7     94.1      8.3      5.9

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 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,008
COMMITMENTS
     378    2,362      866   10,848    9,186   12,092   12,414      916      594

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        -30)
       0      -78       30       36     -102       66     -150      -96      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     18.2      6.7     83.4     70.6     93.0     95.4      7.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       18       16       21       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,910
COMMITMENTS
       0        0        0   58,910   58,910   58,910   58,910        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       16       19       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      967,623
COMMITMENTS
       0        0        0  967,623  967,623  967,623  967,623        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       16       16       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       27,041
COMMITMENTS
       0        0        0   27,041   27,041   27,041   27,041        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       10       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      101,445
COMMITMENTS
      42        0        0  101,148  101,211  101,190  101,211      255      234

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       17       29       18       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,404,138
COMMITMENTS
   3,920        0        0  1400218  1404138  1404138  1404138        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      3,384)
       0        0        0    3,384    3,384    3,384    3,384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       18       24       19       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       68,271
COMMITMENTS
   5,377    2,235    8,015   54,879   58,021   68,271   68,271        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      3.3     11.7     80.4     85.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       27       21       31       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,147,346
COMMITMENTS
  42,561  118,070   19,471  1085314  1009805  1147346  1147346        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      3,384)
       0   23,400  -23,400   26,784    3,384    3,384    3,384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     10.3      1.7     94.6     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        1       29       23       33       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,608
COMMITMENTS
       0    3,997        0   51,481   47,080   51,481   51,077      127      531

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,530)
       0        0        0    1,530    1,530    1,530    1,530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.7      0.0     99.8     91.2     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       18       15       18       17
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,651
COMMITMENTS
       0    6,165      200   24,324   18,286   24,524   24,651      127        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.0      0.8     98.7     74.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,186
COMMITMENTS
   2,671    5,735        0   40,942   38,451   43,613   44,186      573        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        766)
     766        0        0        0      766      766      766        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     13.0      0.0     92.7     87.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       14       16       16       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,805
COMMITMENTS
     381      868      218   14,291   14,465   14,890   15,551      915      254

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      5.5      1.4     90.4     91.5     94.2     98.4      5.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       15       15       17       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,771
COMMITMENTS
     212    1,067        0   12,432   11,428   12,644   12,495      127      276

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      8.4      0.0     97.3     89.5     99.0     97.8      1.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       10       17       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      868,392
COMMITMENTS
       0   60,185   23,400  844,992  784,807  868,392  868,392        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     28,080)
       0        0        0   28,080   28,080   28,080   28,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.9      2.7     97.3     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       15       21       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      993,244
COMMITMENTS
  45,921  111,095   12,000  935,323  870,149  993,244  993,244        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      3,555)
  14,163        0        0  -10,608    3,555    3,555    3,555        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     11.2      1.2     94.2     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       15       17       16
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      525,429
COMMITMENTS
 179,674        0   62,091  283,664  463,338  525,429  525,429        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     11,515)
       0        0    9,635    1,880    1,880   11,515   11,515        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      0.0     11.8     54.0     88.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       15       12       17       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      140,744
COMMITMENTS
       0    7,032        0  140,744  133,712  140,744  140,744        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.0    100.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,916
COMMITMENTS
   2,251        0        0   25,129   27,499   27,380   27,499      536      417

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       10       75       10       75       65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.0      0.0     90.0     98.5     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        0       36       32       39       32
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,894
COMMITMENTS
     660        0        0    5,922    6,520    6,582    6,520      312      374

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         -3)
     -53        0      -25      115       52       37       27      -40      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      0.0      0.0     85.9     94.6     95.5     94.6      4.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       16       16       17       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,424
COMMITMENTS
     259    1,575       77    8,813    7,239    9,149    8,891      275      533

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        299)
      20        0        0      289      309      309      309      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     16.7      0.8     93.5     76.8     97.1     94.3      2.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       21       19       24       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,356
COMMITMENTS
     945        0        0    9,186    9,791   10,131    9,791      225      565

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        326)
       0        0        0      241      331      241      331       85       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.0      0.0     88.7     94.5     97.8     94.5      2.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       18       21       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,389,039
COMMITMENTS
 339,805  149,112  379,459  608,497  798,362  1327761  1326933   61,278   62,106

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    -14,434)
  16,184   -1,730  -11,416  -16,357    7,332  -11,589   -5,814   -2,845   -8,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     10.7     27.3     43.8     57.5     95.6     95.5      4.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     109       86      138       95       93      275      258
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      196,996
COMMITMENTS
  58,220   20,570      733   92,403  123,163  151,356  144,466   45,640   52,530

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,699)
     779      597      -90    1,033    1,240    1,722    1,747      -23      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     10.4      0.4     46.9     62.5     76.8     73.3     23.2     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        6        4       18       19       26       27
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,723
COMMITMENTS
     796    1,275      275   15,652   15,148   16,723   16,698        0       25

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        378)
      28        0        0      350      378      378      378        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      7.6      1.6     93.6     90.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        3       27       25       32       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,299
COMMITMENTS
   4,980    9,466    6,150   72,884   65,754   84,014   81,370    2,285    4,929

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -2,100)
    -150   -1,210      219   -1,903   -1,245   -1,834   -2,236     -266      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     11.0      7.1     84.5     76.2     97.4     94.3      2.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        4        8       22       19       32       27
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,284
COMMITMENTS
   1,615    1,798    4,923   28,439   28,160   34,977   34,881    2,307    2,403

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        -54)
    -450        0      221      175     -160      -54       61        0     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      4.8     13.2     76.3     75.5     93.8     93.6      6.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        3       14       14       18       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,149
COMMITMENTS
   1,350        0        0    2,754    4,086    4,104    4,086       45       63

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          9)
       0        0        0        9        0        9        0        0        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5      0.0      0.0     66.4     98.5     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       12       13       12
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,825
COMMITMENTS
   2,847    6,093    8,196   12,373    8,980   23,416   23,269    3,409    3,556

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        854)
      78    1,308       -1      689     -659      766      648       88      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     22.7     30.6     46.1     33.5     87.3     86.7     12.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        7        7       10       10       19       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,826
COMMITMENTS
  13,877    9,661      920    7,698   11,367   22,495   21,948    1,331    1,878

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,770)
     104      723       82    1,538      701    1,724    1,506       46      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.2     40.5      3.9     32.3     47.7     94.4     92.1      5.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      53       59       15       24       28       87       98
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       51,043
COMMITMENTS
  35,936   17,372      542    9,080   29,551   45,558   47,465    5,485    3,578

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,114)
     723    1,515        3      501     -996    1,227      522     -113      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.4     34.0      1.1     17.8     57.9     89.3     93.0     10.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      87       46       12       25       30      118       84
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      267,443
COMMITMENTS
  87,103   17,666   31,985  127,099  205,723  246,187  255,374   21,256   12,069

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      8,274)
   6,476   -2,746   -1,025      194   12,853    5,645    9,082    2,629     -808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      6.6     12.0     47.5     76.9     92.1     95.5      7.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      69       21       45       79       92      165      145
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,664
COMMITMENTS
   2,764        0    1,097    7,945   10,565   11,806   11,662    4,858    5,002

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        525)
     778        0     -100     -248    1,468      430    1,368       95     -843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      0.0      6.6     47.7     63.4     70.8     70.0     29.2     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        2        9       16       14       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,594
COMMITMENTS
      66    2,313      250    8,105    5,835    8,421    8,398      173      196

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        293)
       0      311       46      247      -73      293      284        0        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     26.9      2.9     94.3     67.9     98.0     97.7      2.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        1       28       31       29       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,998
COMMITMENTS
   1,775      500       12   49,788   51,411   51,575   51,923      423       75

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,411)
     725        0      -25      851    1,460    1,551    1,435     -140      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      1.0      0.0     95.7     98.9     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        1        1       42       33       46       35
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,789
COMMITMENTS
     452        0        0   33,217   33,789   33,669   33,789      120        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,155)
       0        0        0    1,155    1,155    1,155    1,155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     98.3    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       22       21       23       21
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,685
COMMITMENTS
     450    6,990      150   13,905    7,545   14,505   14,685      180        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,990)
     150    1,250        0    1,840      740    1,990    1,990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     47.6      1.0     94.7     51.4     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        1       27       21       29       27
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,823
COMMITMENTS
   2,029    3,157    7,577   34,178   32,930   43,784   43,664       39      159

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,781)
     -32      831      105    1,708      827    1,781    1,763        0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      7.2     17.3     78.0     75.1     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7        5        5       43       49       53       56
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,738
COMMITMENTS
     278    6,406        0   10,124    4,266   10,402   10,672      336       66

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        250)
       0      101        0      250      104      250      205        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     59.7      0.0     94.3     39.7     96.9     99.4      3.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       21       16       23       17
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,417
COMMITMENTS
   1,793    1,955      588    9,907    9,515   12,288   12,058      129      359

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        987)
     412     -135       53      501      856      966      774       21      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     15.7      4.7     79.8     76.6     99.0     97.1      1.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        2        3       27       25       34       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,323
COMMITMENTS
  12,129    2,645      227   15,926   25,813   28,282   28,685    1,041      638

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        742)
    -197     -110       47      991      904      841      841      -99      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4      9.0      0.8     54.3     88.0     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        5        2       25       32       32       39
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,139
COMMITMENTS
     540      276    3,735   15,648   16,098   19,923   20,109      216       30

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.4     18.5     77.7     79.9     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        4       14       15       18       19
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,097
COMMITMENTS
   2,903      173      262   19,818   21,667   22,983   22,102    2,114    2,995

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,528)
     243        0     -478    1,539    1,714    1,304    1,236      224      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      0.7      1.0     79.0     86.3     91.6     88.1      8.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       18       25       23       28
```

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Updated July 27, 2012