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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,868
COMMITMENTS
     365        0      552   47,474   48,008   48,391   48,560      477      308

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      2,706)
       9        0       57    2,578    2,667    2,644    2,724       62      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      1.1     97.1     98.2     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        0        2       40       44       42       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,780
COMMITMENTS
       0        0        0   16,613   16,740   16,613   16,740      167       40

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,200)
       0        0        0    1,200    1,200    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     99.8     99.0     99.8      1.0      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 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,391
COMMITMENTS
       0      459      252    9,182    8,740    9,434    9,451      957      940

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        359)
       0       54       -3      324      262      321      313       38       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      2.4     88.4     84.1     90.8     91.0      9.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        2        2       34       38       36       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,761
COMMITMENTS
     763       69      217    5,117    5,676    6,097    5,962      664      799

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        408)
       2        5       59      220      181      281      245      127      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      1.0      3.2     75.7     84.0     90.2     88.2      9.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        2        6       41       42       48       49
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,987
COMMITMENTS
      85        0       62    3,529    2,996    3,676    3,058      311      929

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        257)
     -20        0        0      275      214      255      214        2       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      1.6     88.5     75.1     92.2     76.7      7.8     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       19       22       21       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,922
COMMITMENTS
      90      492       10    2,136    2,095    2,236    2,597      686      325

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        101)
       0      -41        0      104      145      104      104       -3       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     16.8      0.3     73.1     71.7     76.5     88.9     23.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       21       21       23       24
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,034
COMMITMENTS
      23        5       48    1,540    1,689    1,611    1,742      423      292

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:         85)
       0        0        0       55       68       55       68       30       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.2      2.4     75.7     83.0     79.2     85.6     20.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       15       14       17       16
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,774
COMMITMENTS
       0        0        0    8,588    8,648    8,588    8,648      186      126

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,263)
       0        0        0    1,263    1,263    1,263    1,263        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.9     98.6     97.9     98.6      2.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       16       16       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,202
COMMITMENTS
       0      743       47   28,915   28,412   28,962   29,202      240        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,394)
       0      250       -4    1,398    1,148    1,394    1,394        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.2     99.0     97.3     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       29       26       30       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      278,528
COMMITMENTS
  52,333   33,459   29,958  149,158  190,340  231,449  253,757   47,079   24,771

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      3,986)
  -3,642   -2,714   -2,959   10,641    9,641    4,040    3,968      -54       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     12.0     10.8     53.6     68.3     83.1     91.1     16.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      45       21       36       72       80      137      121
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,300
COMMITMENTS
     259    2,441      250   13,773   11,068   14,282   13,759       18      541

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        204)
      64        0        0      140      163      204      163        0       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     17.1      1.7     96.3     77.4     99.9     96.2      0.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        1        2       40       35       43       38
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,945
COMMITMENTS
     770        0        0    9,091    9,945    9,861    9,945       84        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        120)
       0        0        0       75      120       75      120       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.0      0.0     91.4    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        0        0       23       23       27       23
 
 
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE               Code-022A62
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,620
COMMITMENTS
       0        0        0    3,580    3,620    3,580    3,620       40        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:         15)
       0        0        0        0       15        0       15       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       14       13       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,152,540
COMMITMENTS
 246,851  388,047  403,865  428,434  310,222  1079150  1102134   73,390   50,406

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     17,839)
  28,555   14,978  -12,346    4,353   15,625   20,562   18,257   -2,723     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     33.7     35.0     37.2     26.9     93.6     95.6      6.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     100      133      140       79       68      273      261
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       58,335
COMMITMENTS
  14,186   12,001   17,342   25,224   28,345   56,752   57,688    1,583      647

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     20,562)
     504      301    5,788   14,220   14,473   20,512   20,562       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     20.6     29.7     43.2     48.6     97.3     98.9      2.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4       10        8        8       18       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,789
COMMITMENTS
       0    7,744    2,438   46,580   34,534   49,018   44,716    3,771    8,073

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        362)
       0     -104       42      -62      366      -20      304      382       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.7      4.6     88.2     65.4     92.9     84.7      7.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        3       12       14       15       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       84,496
COMMITMENTS
     233      591    3,273   71,833   70,595   75,339   74,459    9,157   10,037

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        605)
    -931      148      399      281       58     -251      605      856        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.7      3.9     85.0     83.5     89.2     88.1     10.8     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       16       17       19       20
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,786,597
COMMITMENTS
 503,487  276,688  781,760  1470137  1705533  2755384  2763981   31,213   22,616

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:    139,733)
  14,860   17,102   49,727   78,379   74,453  142,966  141,282   -3,233   -1,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      9.9     28.1     52.8     61.2     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      35       25       48      100       88      159      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,301,765
COMMITMENTS
 279,297  132,696  286,906  731,100  879,879  1297303  1299481    4,462    2,284

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     75,805)
  -1,271      501   54,454   23,450   21,012   76,633   75,967     -828     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     10.2     22.0     56.2     67.6     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      18       23       32       40       43       78       78
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,281
COMMITMENTS
     301      507      326   11,265   11,277   11,892   12,110      389      171

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,265)
     100     -150      145    1,073    1,353    1,318    1,348      -53      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      4.1      2.7     91.7     91.8     96.8     98.6      3.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        4       32       36       38       42
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,130
COMMITMENTS
     131        0       29    1,160    1,471    1,320    1,500      810      630

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.0      1.4     54.5     69.1     62.0     70.4     38.0     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       16       17       18       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,679
COMMITMENTS
      49      429       24    1,358      910    1,431    1,363      248      316

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:         29)
      46        4       -4       19      -60       61      -60      -32       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     25.6      1.4     80.9     54.2     85.2     81.2     14.8     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        1       22       20       24       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       73,410
COMMITMENTS
  25,522    2,240    1,948   43,741   67,983   71,211   72,171    2,199    1,239

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        320)
    -760        0      148      784      312      172      460      148     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      3.1      2.7     59.6     92.6     97.0     98.3      3.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        3       29       29       33       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,615
COMMITMENTS
      38      658    1,810   13,623   13,579   15,471   16,047    1,144      568

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:         94)
    -302        8      144      324       -8      166      144      -72      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      4.0     10.9     82.0     81.7     93.1     96.6      6.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       20       22       23       26
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,196
COMMITMENTS
   3,534    1,374      204    8,868   11,418   12,606   12,996      590      200

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        344)
     340        0        0      104      336      444      336     -100        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     10.4      1.5     67.2     86.5     95.5     98.5      4.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       17       15       20       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,742
COMMITMENTS
   1,660    2,690      454   24,135   23,932   26,249   27,076    2,493    1,666

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        582)
    -190        0      280      302      380      392      660      190      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      9.4      1.6     84.0     83.3     91.3     94.2      8.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        4       25       22       29       26
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,211
COMMITMENTS
   2,702        0      380    5,792    7,887    8,874    8,267    1,337    1,944

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -1,522)
  -2,488        0      -20      986   -1,854   -1,522   -1,874        0      352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      0.0      3.7     56.7     77.2     86.9     81.0     13.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       18       18       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,582
COMMITMENTS
       0    2,296      416   10,918    9,014   11,334   11,726    1,248      856

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        230)
       0       60        0      192       58      192      118       38      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.2      3.3     86.8     71.6     90.1     93.2      9.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       16       14       18       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       70,359
COMMITMENTS
       0        0        0   70,359   70,359   70,359   70,359        0        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        440)
       0        0        0      440      440      440      440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       15       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,097,933
COMMITMENTS
       0        0        0  1097933  1097933  1097933  1097933        0        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     14,898)
       0        0        0   14,898   14,898   14,898   14,898        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       16       17       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,740
COMMITMENTS
       0        0        0   34,740   34,740   34,740   34,740        0        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      2,550)
       0        0        0    2,550    2,550    2,550    2,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       13       15       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      634,065
COMMITMENTS
       0        0        0  634,065  634,065  634,065  634,065        0        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     46,800)
       0        0        0   46,800   46,800   46,800   46,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       11       14       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      117,633
COMMITMENTS
       0        0        0  117,633  117,633  117,633  117,633        0        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      2,676)
       0        0        0    2,931    2,676    2,931    2,676     -255        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       17       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    1,875,308
COMMITMENTS
       0        0        0  1875308  1875308  1875308  1875308        0        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     48,600)
       0        0        0   48,600   48,600   48,600   48,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       16       27       16       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       68,536
COMMITMENTS
   2,550    4,283   10,737   55,249   53,261   68,536   68,281        0      255

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      7,650)
  -2,550        0    2,550    7,650    5,100    7,650    7,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      6.2     15.7     80.6     77.7    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        3       23       20       27       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,183,411
COMMITMENTS
  37,512   76,435   23,325  1122574  1083651  1183411  1183411        0        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     11,986)
       0        0        0   11,986   11,986   11,986   11,986        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      6.5      2.0     94.9     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        1       28       22       31       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,514
COMMITMENTS
       0      773        0   50,259   49,486   50,259   50,259      255      255

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,275)
       0       88        0    1,275    1,187    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.0     99.5     98.0     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       17       14       17       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,508
COMMITMENTS
   2,550    2,550        0   51,364   51,364   53,914   53,914      594      594

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      4.7      0.0     94.2     94.2     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       16       14       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,027
COMMITMENTS
  17,455        0    3,830   25,742   43,197   47,027   47,027        0        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,462)
  -1,270        0    1,270    1,717      192    1,717    1,462     -255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      0.0      8.1     54.7     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       13       12       15       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,314
COMMITMENTS
     765       63        0   14,527   15,996   15,292   16,059    1,022      255

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:         63)
       0      -25        0       63       88       63       63        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.4      0.0     89.0     98.1     93.7     98.4      6.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       13       15       14       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      886,986
COMMITMENTS
  23,400   46,159        0  863,586  840,827  886,986  886,986        0        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     23,400)
       0    4,740        0   23,400   18,660   23,400   23,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      5.2      0.0     97.4     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       16       19       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      963,303
COMMITMENTS
  99,610        0        0  863,693  963,303  963,303  963,303        0        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.0      0.0     89.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       15       13       15
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,609
COMMITMENTS
     220        0        0   18,116   18,134   18,336   18,134      273      475

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        321)
       0        0        0      469      429      469      429     -148     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     97.4     97.4     98.5     97.4      1.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        0        0       35       36       37       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,803
COMMITMENTS
     150       90        0    8,065    7,928    8,215    8,018      588      785

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.0      0.0     91.6     90.1     93.3     91.1      6.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14       16       15       17
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,291
COMMITMENTS
       0       95        0    6,167    5,772    6,167    5,867      124      424

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        144)
       0        0        0      199      189      199      189      -55      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.0     98.0     91.8     98.0     93.3      2.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       20       18       20       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,119
COMMITMENTS
      45        0        0    8,454    8,597    8,499    8,597      620      522

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:       -528)
       0        0        0       75      152       75      152     -603     -680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     92.7     94.3     93.2     94.3      6.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       16       15       17       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,341,810
COMMITMENTS
 322,355  144,510  382,935  549,636  754,903  1254926  1282348   86,884   59,462

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:    -39,231)
    -641   -7,260   -5,092  -27,974  -25,823  -33,707  -38,175   -5,524   -1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     10.8     28.5     41.0     56.3     93.5     95.6      6.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
     115       74      136       88       92      273      246
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      196,338
COMMITMENTS
  44,912    9,492    1,038   92,767  121,184  138,717  131,714   57,621   64,624

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      3,881)
  -4,966       15      123      651      763   -4,192      901    8,073    2,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      4.8      0.5     47.2     61.7     70.7     67.1     29.3     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        4       13       17       18       22
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,279
COMMITMENTS
       0      842      575   16,695   15,862   17,270   17,279        9        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        923)
       0        0        0      923      923      923      923        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      3.3     96.6     91.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        3       26       25       29       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,438
COMMITMENTS
   4,813   14,181    4,546   51,712   38,790   61,071   57,517    3,367    6,921

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,330)
    -126    1,218    1,020      944     -870    1,838    1,368     -508      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     22.0      7.1     80.3     60.2     94.8     89.3      5.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        6        8       21       16       31       24
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,731
COMMITMENTS
   5,194    1,860    2,331   23,364   25,651   30,889   29,842    1,842    2,889

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      2,201)
   1,178      -50      350      645    1,532    2,173    1,832       28      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      5.7      7.1     71.4     78.4     94.4     91.2      5.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        4       13       15       20       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,190
COMMITMENTS
   2,775      181      282    5,085    7,660    8,142    8,123       48       67

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        900)
     402        0      282      300      600      984      882      -84       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      2.2      3.4     62.1     93.5     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       11       12       14       14
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,099
COMMITMENTS
  10,716    3,045      244    5,378   13,609   16,338   16,898    1,761    1,201

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        581)
     846   -1,636       13     -381    2,347      478      724      103     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.2     16.8      1.3     29.7     75.2     90.3     93.4      9.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      50       23        6       25       34       80       62
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       44,105
COMMITMENTS
  30,331    8,247      246    7,321   33,003   37,898   41,496    6,207    2,609

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        256)
    -197   -1,220       14       38    2,193     -145      987      401     -731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.8     18.7      0.6     16.6     74.8     85.9     94.1     14.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      69       29        7       19       37       92       70
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      338,176
COMMITMENTS
  94,080   16,397   38,240  179,698  269,413  312,018  324,050   26,158   14,126

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     30,650)
   2,905   -2,968    6,518   19,393   26,655   28,816   30,205    1,834      445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      4.8     11.3     53.1     79.7     92.3     95.8      7.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      92       16       51       82       92      191      147
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,045
COMMITMENTS
   9,756        0      744    8,597   16,597   19,097   17,341    3,948    5,704

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,006)
   1,187        0     -456      332    1,414    1,063      958      -57       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3      0.0      3.2     37.3     72.0     82.9     75.2     17.1     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        0        3        9       18       16       21
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        8,480
COMMITMENTS
       0        0        0    7,701    7,414    7,701    7,414      779    1,066

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        129)
       0        0        0       96       87       96       87       33       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.8     87.4     90.8     87.4      9.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       13       16       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,359
COMMITMENTS
     296    1,168      204    6,803    5,937    7,303    7,309       56       50

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:         46)
       0        0        0       46       46       46       46        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     15.9      2.8     92.4     80.7     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        1       27       29       29       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       48,546
COMMITMENTS
     375        0        0   47,248   48,267   47,623   48,267      923      279

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      2,137)
      50        0        0    2,099    2,147    2,149    2,147      -12      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     97.3     99.4     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        0        0       44       36       46       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,039
COMMITMENTS
       0        0        0   15,677   15,889   15,677   15,889      362      150

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      2,180)
       0        0        0    2,180    2,180    2,180    2,180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.7     99.1     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       14       21       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,800
COMMITMENTS
     425    3,125      350    7,025    4,305    7,800    7,780        0       20

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:         50)
       0       50        0       50        0       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     40.1      4.5     90.1     55.2    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        2       27       16       31       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,506
COMMITMENTS
     477        0       24    2,836    3,435    3,337    3,459      169       47

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.0      0.7     80.9     98.0     95.2     98.7      4.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13       13       15       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,913
COMMITMENTS
   1,277    4,767    1,077   23,439   20,028   25,793   25,872      120       41

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,313)
     116      -41      228      970    1,126    1,314    1,313       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     18.4      4.2     90.5     77.3     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        4        4       36       43       43       49
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,658
COMMITMENTS
   2,442      956      459   10,623   12,241   13,524   13,656      134        2

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        568)
      90       91        0      468      544      558      635       10      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      7.0      3.4     77.8     89.6     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        5        1       25       29       30       34
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,671
COMMITMENTS
  10,015    2,823      596   19,640   26,472   30,251   29,891      420      780

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        194)
      37      143        0      157       57      194      200        0       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      9.2      1.9     64.0     86.3     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        5        5       23       31       28       41
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,453
COMMITMENTS
   3,114        0    1,124   17,244   19,354   21,482   20,478    3,971    4,975

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,167)
    -448        0      748    1,451      896    1,751    1,644     -584     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      0.0      4.4     67.7     76.0     84.4     80.5     15.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       15       16       17       18
```

----

Updated January 27, 2012