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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       99,549
COMMITMENTS
   1,457    1,012    4,021   94,071   94,508   99,549   99,541        0        8

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      3,551)
  -4,425      100       50    7,926    3,397    3,551    3,547        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.0      4.0     94.5     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        3        9       14       14       18
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,591
COMMITMENTS
     900      792    1,566   40,696   41,182   43,162   43,540      429       51

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      2,157)
      70      501      855    1,217      801    2,142    2,157       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.8      3.6     93.4     94.5     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        2        2       38       46       40       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,866
COMMITMENTS
       0        0        0    9,635    9,787    9,635    9,787      231       79

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        210)
       0     -330        0      190      540      190      210       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.7     99.2     97.7     99.2      2.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       25       26       25       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,892
COMMITMENTS
     556      269      614   12,462   12,898   13,632   13,781    1,260    1,111

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         46)
      41        5       30      -95      -85      -24      -50       70       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.8      4.1     83.7     86.6     91.5     92.5      8.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        2        3       36       41       39       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,976
COMMITMENTS
     540       30      397    5,362    5,773    6,299    6,200      677      776

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        401)
     -65       -5       57      395      365      387      417       14      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.4      5.7     76.9     82.8     90.3     88.9      9.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        1        6       41       47       48       53
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,310
COMMITMENTS
       0       50        5    5,900    5,738    5,905    5,793      405      517

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         59)
       0       -5        5       24       54       29       54       30        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.1     93.5     90.9     93.6     91.8      6.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       20       23       21       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,167
COMMITMENTS
     105      701      290    6,088    5,927    6,483    6,918      684      249

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        687)
       0      -20        0      706      708      706      688      -19       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      9.8      4.0     84.9     82.7     90.5     96.5      9.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        1       23       27       25       31
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,426
COMMITMENTS
      85       53       30    1,993    1,757    2,108    1,840      318      586

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         64)
       0        5       -5       29        6       24        6       40       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      2.2      1.2     82.2     72.4     86.9     75.8     13.1     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       18       15       22       18
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,530
COMMITMENTS
     139       42       88    1,915    2,054    2,142    2,184      388      346

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        143)
       1        7       -8      123      152      116      151       27       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.7      3.5     75.7     81.2     84.7     86.3     15.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       21       21       24       23
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,538
COMMITMENTS
       0        0        0    8,469    8,508    8,469    8,508       69       30

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        412)
       0        0        0      400      412      400      412       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     99.6     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       18       19       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,404
COMMITMENTS
       0      304      150    7,836    7,918    7,986    8,372      418       32

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      197      193      197      193       -2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      1.8     93.2     94.2     95.0     99.6      5.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       20       18       22
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,008
COMMITMENTS
       0    1,394      229   23,699   22,385   23,928   24,008       80        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      3,428)
       0      143      -42    3,470    3,327    3,428    3,428        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.8      1.0     98.7     93.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       28       26       29       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      359,306
COMMITMENTS
  53,512   36,012   63,335  195,469  236,507  312,316  335,854   46,989   23,451

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -15,512)
     375   -2,616     -291  -13,753  -11,337  -13,669  -14,244   -1,843   -1,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     10.0     17.6     54.4     65.8     86.9     93.5     13.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      50       24       46       71       76      148      126
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,615
COMMITMENTS
      48    6,556      379   12,142    5,566   12,569   12,501       46      114

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        318)
       0      356       75      243     -134      318      297        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     52.0      3.0     96.3     44.1     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        7        4       34       31       38       42
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,080
COMMITMENTS
     505    1,610      255   16,320   15,185   17,080   17,050        0       30

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         75)
       0      -75       75        0       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      9.4      1.5     95.6     88.9    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       22       26       26       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,280
COMMITMENTS
   1,325      630      350    8,605    9,300   10,280   10,280        0        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -1,020)
   1,125        0   -1,125   -1,020      105   -1,020   -1,020        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      6.1      3.4     83.7     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       14       15       16
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,644
COMMITMENTS
     525      150        0   15,983   17,336   16,508   17,486    1,136      158

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        939)
       0        0        0      919      939      919      939       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.9      0.0     90.6     98.3     93.6     99.1      6.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       23       20       25       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,161,409
COMMITMENTS
 245,828  339,105  430,735  404,041  347,418  1080604  1117258   80,805   44,152

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -12,816)
  -7,487  -17,578   13,141  -19,958   -4,738  -14,304   -9,175    1,488   -3,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     29.2     37.1     34.8     29.9     93.0     96.2      7.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     130      116      173       74       70      304      272
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       22,328
COMMITMENTS
     241    1,860      818   18,805   14,482   19,864   17,160    2,464    5,168

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      8.3      3.7     84.2     64.9     89.0     76.9     11.0     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       11       14       12       17
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,809,328
COMMITMENTS
  86,430   63,258  657,777  1061008  1086087  1805216  1807122    4,113    2,207

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -564)
   8,226    3,590   -1,585   -7,209   -2,607     -568     -602        4       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      3.5     36.4     58.6     60.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      46       38       65       64       65      139      139
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      106,942
COMMITMENTS
  19,707   41,037   28,517   55,797   35,590  104,020  105,143    2,922    1,799

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     10,822)
   2,766      132    3,554    4,299    6,640   10,619   10,326      203      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     38.4     26.7     52.2     33.3     97.3     98.3      2.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        9       13       23       22       40       37
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       63,159
COMMITMENTS
  16,835   16,523   32,695   13,223   13,384   62,753   62,602      405      556

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -8,513)
    -364   -6,698      133   -8,429   -1,788   -8,660   -8,354      147     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7     26.2     51.8     20.9     21.2     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       14       16       15       21       32       42
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       53,348
COMMITMENTS
       0      159    2,372   47,026   43,327   49,398   45,858    3,950    7,490

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        802)
       0     -244      336      602      702      938      794     -136        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      4.4     88.1     81.2     92.6     86.0      7.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       18       18       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,569,212
COMMITMENTS
 523,958  123,362  680,322  1338244  1747052  2542524  2550736   26,688   18,476

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -3,926)
  17,110   21,632  -30,620    8,917    6,092   -4,593   -2,896      667   -1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      4.8     26.5     52.1     68.0     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      36       15       42       96       85      146      130
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,185,951
COMMITMENTS
 107,929  106,484  336,285  738,638  740,330  1182852  1183099    3,099    2,852

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     15,123)
  -7,345    4,860    9,942   12,635      274   15,232   15,076     -109       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      9.0     28.4     62.3     62.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      25       22       35       44       41       90       77
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,713
COMMITMENTS
     585        0        0    5,257    5,946    5,842    5,946      871      767

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         77)
      15        0        0       77       91       92       91      -15      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.0      0.0     78.3     88.6     87.0     88.6     13.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       13       17       15       17
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,767
COMMITMENTS
   5,467    7,518    3,554    6,361    4,176   15,382   15,248      385      519

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        622)
     435     -420      580      217      972    1,232    1,132     -610     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7     47.7     22.5     40.3     26.5     97.6     96.7      2.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       16       20        9        9       30       31
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,430
COMMITMENTS
   3,335    4,210    1,605    3,170    2,175    8,110    7,990      320      440

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      1,720)
      75    1,280      590    1,070     -140    1,735    1,730      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6     49.9     19.0     37.6     25.8     96.2     94.8      3.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5       13       16        8        8       25       25
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,873
COMMITMENTS
   1,780    2,145      476   18,337   17,822   20,593   20,443      280      430

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        598)
     268      151       -7      414      494      675      638      -77      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     10.3      2.3     87.9     85.4     98.7     97.9      1.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        5        7       34       44       46       52
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,161
COMMITMENTS
     193        0       86    2,198    2,580    2,477    2,666      684      495

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        391)
      27        0      -76      590      606      541      530     -150     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0      2.7     69.5     81.6     78.4     84.3     21.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       20       20       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,750
COMMITMENTS
       0      528       25    1,253      799    1,278    1,352      472      398

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         46)
       0       32        5       35       30       40       67        6      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     30.2      1.4     71.6     45.7     73.0     77.3     27.0     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       22       18       23       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      155,223
COMMITMENTS
   3,757    1,444   20,998  128,303  131,156  153,059  153,599    2,165    1,625

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      1,662)
     627       18       79    1,008    1,650    1,714    1,746      -52      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.9     13.5     82.7     84.5     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        4       33       31       39       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,126
COMMITMENTS
   3,344        0    2,786   18,868   22,896   24,997   25,682    1,129      444

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        860)
     324     -222      148      484    1,026      956      952      -96      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      0.0     10.7     72.2     87.6     95.7     98.3      4.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       21       19       24       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,114
COMMITMENTS
       0    1,278       18    6,255    5,419    6,273    6,715    1,841    1,399

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        -14)
       0        0        0       -2      -14       -2      -14      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.8      0.2     77.1     66.8     77.3     82.8     22.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       16       15       17       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,731
COMMITMENTS
   3,492      322      429    7,989   11,631   11,910   12,382      821      349

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         10)
     -50       -1        0      100      130       50      130      -40     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      2.5      3.4     62.8     91.4     93.6     97.3      6.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       21       20       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,733
COMMITMENTS
     406    1,680      658   18,188   18,293   19,252   20,631    2,481    1,102

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -314     -144     -314     -144      194       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      7.7      3.0     83.7     84.2     88.6     94.9     11.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       25       24       28       27
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,849
COMMITMENTS
   1,244        0      186    5,814    7,291    7,244    7,477    1,605    1,372

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        284)
    -120        0      120      164      302      164      422      120     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.0      2.1     65.7     82.4     81.9     84.5     18.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       18       18       19       19
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,537
COMMITMENTS
   2,698    2,182      250    7,227    8,105   10,175   10,537    1,362    1,000

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        100)
    -192     -120       50      122      -70      -20     -140      120      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     18.9      2.2     62.6     70.3     88.2     91.3     11.8      8.7

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,272
COMMITMENTS
     218    2,520      840    9,454    8,546   10,512   11,906    1,760      366

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        209)
       0      318        0     -267     -109     -267      209      476        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     20.5      6.8     77.0     69.6     85.7     97.0     14.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       17       15       19       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,364
COMMITMENTS
       0        0        0   53,026   53,364   53,026   53,364      338        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         63)
       0        0        0       63       63       63       63        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       16       20       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      896,897
COMMITMENTS
       0        0        0  896,897  896,897  896,897  896,897        0        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        384)
       0        0        0      384      384      384      384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       17       18       17       18
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       85,368
COMMITMENTS
       0        0        0   85,113   85,178   85,113   85,178      255      190

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       28       16       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,173,458
COMMITMENTS
       0        0        0  1173458  1173458  1173458  1173458        0        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       33)
       0        0        0       17       23       17       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,984
COMMITMENTS
   3,945        0    6,990   51,794   55,994   62,729   62,984      255        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0     11.1     82.2     88.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       27       21       30       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,227,966
COMMITMENTS
  38,805  107,530   15,387  1173774  1105049  1227966  1227966        0        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        752)
       0        0        0      752      752      752      752        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      8.8      1.3     95.6     90.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        1       28       26       32       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,604
COMMITMENTS
       0    3,612        0   48,521   44,482   48,521   48,094       83      510

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        602)
       0       92        0      602      510      602      602        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.4      0.0     99.8     91.5     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       14       19       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,478
COMMITMENTS
     830    5,515        0   38,119   33,963   38,949   39,478      529        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     14.0      0.0     96.6     86.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       16       20       17       21
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,916
COMMITMENTS
   8,643        0    1,805   16,468   24,856   26,916   26,661        0      255

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      0.0      6.7     61.2     92.3    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       10       14       12       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,076
COMMITMENTS
     249    1,740       19   13,937   13,151   14,205   14,910      871      166

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        255)
       0      163        0      255       92      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     11.5      0.1     92.4     87.2     94.2     98.9      5.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       14       20       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      791,220
COMMITMENTS
       0   46,785   23,400  767,820  721,035  791,220  791,220        0        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      3.0     97.0     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       20       13       21       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      945,180
COMMITMENTS
  16,010  122,810    4,160  925,010  818,210  945,180  945,180        0        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     13.0      0.4     97.9     86.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       15       16       17       17
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      503,773
COMMITMENTS
  95,741        0   87,571  320,461  416,202  503,773  503,773        0        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:          0)
  -5,925        0        0    5,925        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      0.0     17.4     63.6     82.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       13       18       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,661
COMMITMENTS
     314      126      230    9,096    9,303    9,641    9,659       20        2

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        181)
      -0       15       -2      184      169      181      182        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.3      2.4     94.2     96.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       17       19       20       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,796
COMMITMENTS
   2,175        0        0   29,180   31,509   31,355   31,509      441      287

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        887)
     375        0        0      510      885      885      885        2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      0.0     91.8     99.1     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       36       34       38       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,065
COMMITMENTS
     660        0        0    4,142    4,829    4,802    4,829      263      236

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0     -105      -90     -105      -90       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      0.0      0.0     81.8     95.3     94.8     95.3      5.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13       14       14       14
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,869
COMMITMENTS
     208    1,155       46    9,310    8,163    9,564    9,364      305      505

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        359)
     -85        0        0      369      254      284      254       75      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     11.7      0.5     94.3     82.7     96.9     94.9      3.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       25       22       27       25
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,646
COMMITMENTS
     995        0        0   10,323   11,519   11,318   11,519      328      127

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      1,374)
     240        0        0    1,108    1,704    1,348    1,704       26     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.0      0.0     88.6     98.9     97.2     98.9      2.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       21       23       22       23
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,214
COMMITMENTS
     132       25        0    4,750    5,062    4,882    5,087      332      127

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       57       60       57        0        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.5      0.0     91.1     97.1     93.6     97.6      6.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       17       18       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,567,331
COMMITMENTS
 409,520   85,515  854,354  1218071  1553916  2481946  2493785   85,386   73,546

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -17,554)
  16,521   -1,861  -27,903  -10,882   11,381  -22,264  -18,384    4,710      829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      3.3     33.3     47.4     60.5     96.7     97.1      3.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     180       87      193       98      101      351      318
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,410
COMMITMENTS
  71,201   15,698   26,228   75,987  130,125  173,415  172,052      995    2,358

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -19,559)
    -383   -3,519   -9,127  -10,011   -6,571  -19,521  -19,217      -37     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8      9.0     15.0     43.6     74.6     99.4     98.6      0.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        7       13       23       24       36       39
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      186,758
COMMITMENTS
  63,037   17,518    1,849   80,040  117,777  144,926  137,144   41,832   49,614

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      5,346)
   4,416     -606      378       87    8,164    4,881    7,936      465   -2,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8      9.4      1.0     42.9     63.1     77.6     73.4     22.4     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        5        6       17       20       25       29
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       69,126
COMMITMENTS
  10,490    1,619   16,161   40,051   49,481   66,703   67,261    2,423    1,865

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -1,530)
     897      182   -1,726     -530       26   -1,359   -1,518     -171      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      2.3     23.4     57.9     71.6     96.5     97.3      3.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14        8       18       22       24       44       43
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      376,649
COMMITMENTS
  30,479    1,204   73,567  266,687  290,581  370,733  365,352    5,915   11,296

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        304)
  -1,403     -129      986      697     -610      279      246       25       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.3     19.5     70.8     77.1     98.4     97.0      1.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12        3       15       32       31       47       46
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,338
COMMITMENTS
   1,826      445      945   20,517   21,898   23,288   23,288       50       50

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      2,677)
     100        0      745    1,807    1,907    2,652    2,652       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      1.9      4.0     87.9     93.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        3       23       25       30       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,923
COMMITMENTS
   6,488    9,714    4,482   76,757   72,195   87,727   86,391    3,196    4,532

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -2,879)
     -13     -200   -2,428      -82       83   -2,523   -2,545     -356     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     10.7      4.9     84.4     79.4     96.5     95.0      3.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        5        8       23       21       33       30
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,223
COMMITMENTS
   4,057    1,748    3,834   31,837   34,174   39,728   39,756    2,495    2,467

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -7,227)
     390   -2,600   -4,178   -3,669     -444   -7,457   -7,222      230       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      4.1      9.1     75.4     80.9     94.1     94.2      5.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        4       14       15       21       20
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       65,622
COMMITMENTS
     591    3,968      474   40,185   30,755   41,250   35,197   24,372   30,425

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      6.0      0.7     61.2     46.9     62.9     53.6     37.1     46.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       14       14       17       17
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,843
COMMITMENTS
   1,034      417      150    2,548    3,210    3,732    3,777      111       66

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     10.9      3.9     66.3     83.5     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        1       13       12       16       15
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,892
COMMITMENTS
   3,360    5,374   10,016   15,252   12,792   28,627   28,181    4,265    4,711

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -734)
     336     -644     -361     -185       12     -211     -993     -524      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     16.3     30.5     46.4     38.9     87.0     85.7     13.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        8       12       14       15       29       32
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,971
COMMITMENTS
   4,567    1,235      547    5,036    8,650   10,150   10,432      821      539

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        649)
     -27      213       60      465      308      498      581      151       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.6     11.3      5.0     45.9     78.8     92.5     95.1      7.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        8        9       15       13       30       27
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      115,249
COMMITMENTS
   5,131      533    9,833   94,321   96,387  109,285  106,753    5,964    8,496

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -1,128)
     948      166     -510      104   -1,007      541   -1,351   -1,669      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.5      8.5     81.8     83.6     94.8     92.6      5.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        7       24       24       31       31
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,536
COMMITMENTS
       0        0        0   19,536   19,527   19,536   19,527        0        9

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        375)
       0        0        0      375      375      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       15       11       15       11
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,772
COMMITMENTS
  14,369    3,161    1,046    7,007   19,875   22,423   24,082    2,349      690

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      1,272)
     732     -615      259        4    1,688      995    1,333      277      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.0     12.8      4.2     28.3     80.2     90.5     97.2      9.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      78       25        9       28       41      110       73
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       64,341
COMMITMENTS
  42,316    5,338    3,953   10,854   52,609   57,123   61,900    7,217    2,441

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      2,632)
    -485   -2,139    1,707    1,251    3,483    2,473    3,051      160     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.8      8.3      6.1     16.9     81.8     88.8     96.2     11.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
     104       26       25       32       41      151       80
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      311,205
COMMITMENTS
 112,449   41,072   46,286  128,799  212,339  287,534  299,698   23,671   11,507

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -1,630)
    -481   -1,902      836    1,613      685    1,968     -382   -3,598   -1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1     13.2     14.9     41.4     68.2     92.4     96.3      7.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      84       25       54       79       91      189      150
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,384
COMMITMENTS
   9,510        0      120    6,442   14,858   16,072   14,978    3,312    4,406

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      2,031)
   2,101        0     -103     -159    1,877    1,839    1,774      192      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.1      0.0      0.6     33.2     76.7     82.9     77.3     17.1     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        3       13       20       18       23
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,178
COMMITMENTS
       0        0        0   22,521   21,379   22,521   21,379      657    1,799

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -445)
       0        0        0     -438     -476     -438     -476       -7       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.2     92.2     97.2     92.2      2.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       15       14       15
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,755
COMMITMENTS
   7,794    1,200    2,583   11,251   17,060   21,628   20,843    1,127    1,912

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -331)
     657        0     -120     -994     -277     -457     -397      126       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      5.3     11.4     49.4     75.0     95.0     91.6      5.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       14       18       16       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,955
COMMITMENTS
     156    6,130      289   12,390    6,395   12,835   12,814      120      141

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        325)
       0      220        0      325      105      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     47.3      2.2     95.6     49.4     99.1     98.9      0.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        3       32       26       35       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,626
COMMITMENTS
   2,128       50        0   44,230   46,508   46,358   46,558      268       68

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      5,887)
     620       50      -50    5,263    5,887    5,833    5,887       54        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.1      0.0     94.9     99.7     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        1        0       44       29       49       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,533
COMMITMENTS
     490        0        0   16,883   17,533   17,373   17,533      160        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -2,269)
       0        0        0   -2,269   -2,269   -2,269   -2,269        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      0.0     96.3    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       22       17       24       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,425
COMMITMENTS
     450    5,280      150   11,645    6,995   12,245   12,425      180        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     42.5      1.2     93.7     56.3     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        1       28       19       30       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,071
COMMITMENTS
   2,957    5,799    9,271   36,646   33,942   48,874   49,012      197       59

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      3,085)
    -256     -644    2,327    1,029    1,449    3,100    3,132      -15      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     11.8     18.9     74.7     69.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        3        5       48       43       56       50
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,887
COMMITMENTS
     135    2,734       71    7,437    5,001    7,643    7,806      244       81

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        256)
       0     -150        0      256      406      256      256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     34.7      0.9     94.3     63.4     96.9     99.0      3.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       21       13       24       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,345
COMMITMENTS
   2,011    2,355      534   10,708   10,167   13,253   13,056       92      289

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        230)
      26       69      109       96       55      231      233       -1       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     17.6      4.0     80.2     76.2     99.3     97.8      0.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        3       28       28       33       33
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,632
COMMITMENTS
   8,336    1,746      381   13,944   20,945   22,661   23,072      971      560

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -120)
    -240        0        0        0     -120     -240     -120      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3      7.4      1.6     59.0     88.6     95.9     97.6      4.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        5        4       27       32       34       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,799
COMMITMENTS
   3,923    1,901      394   21,996   23,238   26,313   25,533    1,486    2,266

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      1,814)
       8      917      277    1,516      995    1,801    2,189       13     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      6.8      1.4     79.1     83.6     94.7     91.8      5.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        3       17       24       22       27
```

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Updated September 21, 2012