```
 
 
IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       94,706
COMMITMENTS
     130    1,977    3,051   91,525   89,678   94,706   94,706        0        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:       -347)
  -1,327      965     -970    1,950     -334     -347     -339        0       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.1      3.2     96.6     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        3       10       13       16       17
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,137
COMMITMENTS
     699      745    1,530   44,456   44,759   46,685   47,034      452      103

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      3,546)
    -201      -47      -36    3,760    3,577    3,523    3,494       23       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.6      3.2     94.3     95.0     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        2       39       45       41       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,252
COMMITMENTS
       0        0        0   10,005   10,186   10,005   10,186      247       66

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        386)
       0        0        0      370      399      370      399       16      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.6     99.4     97.6     99.4      2.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       24       29       24       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,574
COMMITMENTS
     548      359      614   13,118   13,513   14,280   14,486    1,294    1,088

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        682)
      -8       90        0      656      615      648      705       34      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      2.3      3.9     84.2     86.8     91.7     93.0      8.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        3       37       43       40       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,512
COMMITMENTS
     449       80      476    5,872    6,144    6,797    6,700      715      812

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        536)
     -91       50       79      510      371      498      500       38       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.1      6.3     78.2     81.8     90.5     89.2      9.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        3        6       44       48       51       55
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,624
COMMITMENTS
       0       50        5    6,119    6,028    6,124    6,083      500      541

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        314)
       0        0        0      219      290      219      290       95       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.1     92.4     91.0     92.5     91.8      7.5      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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,312
COMMITMENTS
     105      586      290    6,208    6,172    6,603    7,048      709      264

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        145)
       0     -115        0      120      245      120      130       25       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      8.0      4.0     84.9     84.4     90.3     96.4      9.7      3.6

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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,602
COMMITMENTS
      90       43       40    2,179    1,846    2,309    1,929      293      673

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        176)
       5      -10       10      186       89      201       89      -25       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.7      1.5     83.7     70.9     88.7     74.1     11.3     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       19       14       23       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,656
COMMITMENTS
     135       52       88    2,012    2,157    2,235    2,297      421      359

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        126)
      -4       10        0       97      103       93      113       33       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      2.0      3.3     75.8     81.2     84.1     86.5     15.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       22       21       25       23
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,020
COMMITMENTS
       0        0        0    1,976    1,965    1,976    1,965       44       55

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.8     97.3     97.8     97.3      2.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       10       14       10
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,828
COMMITMENTS
       0        0        0    8,759    8,798    8,759    8,798       69       30

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        290)
       0        0        0      290      290      290      290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     99.7     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       20       20       20       20
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,429
COMMITMENTS
       0      304      150    8,861    8,943    9,011    9,397      418       32

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,025)
       0        0        0    1,025    1,025    1,025    1,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      1.6     94.0     94.8     95.6     99.7      4.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       19       18       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,890
COMMITMENTS
       0    1,409      214   25,596   24,267   25,810   25,890       80        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,882)
       0       15      -15    1,897    1,882    1,882    1,882        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      0.8     98.9     93.7     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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      328,512
COMMITMENTS
  49,981   34,416   52,942  182,243  217,588  285,166  304,946   43,346   23,566

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,013)
  -2,752   -3,340    7,725   -2,559   -5,044    2,414     -659   -1,401    1,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     10.5     16.1     55.5     66.2     86.8     92.8     13.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      46       25       44       69       74      141      124
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,617
COMMITMENTS
      48    7,401      379   13,138    5,693   13,565   13,473       52      144

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,002)
       0      845        0      996      127      996      972        6       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     54.4      2.8     96.5     41.8     99.6     98.9      0.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        7        4       34       32       38       43
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,775
COMMITMENTS
     505    1,500       75   16,195   15,170   16,775   16,745        0       30

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:       -305)
       0     -110     -180     -125      -15     -305     -305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      8.9      0.4     96.5     90.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       22       27       25       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,330
COMMITMENTS
     275      630    1,400    9,655    9,300   11,330   11,330        0        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,050)
  -1,050        0    1,050    1,050        0    1,050    1,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      5.6     12.4     85.2     82.1    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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,695
COMMITMENTS
     525      150        0   17,415   18,036   17,940   18,186      755      509

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,051)
       0        0        0    1,432      700    1,432      700     -381      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.8      0.0     93.2     96.5     96.0     97.3      4.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       24       20       26       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,067,076
COMMITMENTS
 232,956  326,499  371,941  390,149  330,029  995,046  1028469   72,030   38,607

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -55,914)
  -6,308   -2,458  -38,548   -7,480  -12,353  -52,336  -53,359   -3,578   -2,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     30.6     34.9     36.6     30.9     93.2     96.4      6.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     116       95      130       73       64      265      225
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| 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
     365    1,860      694   18,805   14,606   19,864   17,160    2,464    5,168

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:          0)
     124        0     -124        0      124        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      8.3      3.1     84.2     65.4     89.0     76.9     11.0     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       11       14       12       17
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      109,903
COMMITMENTS
  18,958   41,711   30,618   57,466   35,625  107,042  107,954    2,861    1,949

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      4,565)
    -198      386    2,660    1,875      684    4,337    3,730      228      835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     38.0     27.9     52.3     32.4     97.4     98.2      2.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       10       13       23       21       40       36
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       25,817
COMMITMENTS
   8,617    8,034    5,173    7,821    7,777   21,611   20,984    4,206    4,833

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     31.1     20.0     30.3     30.1     83.7     81.3     16.3     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        6        7        4        5       18       13
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       53,480
COMMITMENTS
       0      231    2,316   47,114   43,399   49,430   45,946    4,050    7,534

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        432)
       0       72      -56      388      372      332      388      100       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      4.3     88.1     81.1     92.4     85.9      7.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       17       17       18       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,587,107
COMMITMENTS
 503,928  123,737  689,923  1365196  1754578  2559047  2568238   28,060   18,869

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     17,895)
 -20,030      375    9,601   26,952    7,526   16,523   17,502    1,372      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      4.8     26.7     52.8     67.8     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      33       19       42      100       89      149      136
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,235,944
COMMITMENTS
 162,270  148,595  313,621  756,794  771,401  1232685  1233617    3,259    2,327

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     49,993)
  54,341   42,111  -22,664   18,156   31,071   49,833   50,518      160     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     12.0     25.4     61.2     62.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      31       22       36       44       40       94       79
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,293
COMMITMENTS
   6,122    8,013    3,646    7,165    4,600   16,933   16,259      360    1,034

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,526)
     655      495       92      804      424    1,551    1,011      -25      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     46.3     21.1     41.4     26.6     97.9     94.0      2.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       17       19        8        8       28       31
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,185
COMMITMENTS
   3,470    4,580    1,650    3,675    2,295    8,795    8,525      390      660

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        755)
     135      370       45      505      120      685      535       70      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     49.9     18.0     40.0     25.0     95.8     92.8      4.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6       11       15        8        6       24       22
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,327
COMMITMENTS
   1,840    2,010      445   17,920   17,633   20,205   20,088      122      239

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:         40)
      60     -135      -31       28      244       57       78      -17      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      9.9      2.2     88.2     86.7     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        6        8       34       43       47       52
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,286
COMMITMENTS
     208        0      150    2,242    2,580    2,600    2,730      686      556

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        147)
      15        0       64       46       20      125       84       22       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.0      4.6     68.2     78.5     79.1     83.1     20.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       18       20       19       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,846
COMMITMENTS
      29      586       26    1,231      829    1,286    1,441      560      405

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:         96)
      29       58        1      -22       30        8       89       88        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     31.7      1.4     66.7     44.9     69.7     78.1     30.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       21       18       23       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       61,426
COMMITMENTS
   4,899      672    5,354   49,596   54,321   59,849   60,347    1,577    1,079

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:       -682)
    -720      200      120      -82   -1,022     -682     -702        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      1.1      8.7     80.7     88.4     97.4     98.2      2.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        3       32       30       38       33
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,211
COMMITMENTS
   1,034        0    2,176   11,879   13,591   15,089   15,767    1,122      444

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        -30)
     -40        0        0       10      -30      -30      -30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0     13.4     73.3     83.8     93.1     97.3      6.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       20       19       23       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,405
COMMITMENTS
       0    1,158      138    6,754    5,862    6,892    7,158    1,513    1,247

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        308)
       0     -120      120      516      460      636      460     -328     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.8      1.6     80.4     69.7     82.0     85.2     18.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       16       19       18
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,695
COMMITMENTS
   3,492      440      310    8,048   11,572   11,850   12,322      845      373

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:         84)
       0        0        0       60       60       60       60       24       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      3.5      2.4     63.4     91.2     93.3     97.1      6.7      2.9

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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,913
COMMITMENTS
     406    1,680      658   18,368   18,453   19,432   20,791    2,481    1,122

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      160      180      160        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      7.7      3.0     83.8     84.2     88.7     94.9     11.3      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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,929
COMMITMENTS
   1,244        0      186    5,894    7,371    7,324    7,557    1,605    1,372

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:         80)
       0        0        0       80       80       80       80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      0.0      2.1     66.0     82.6     82.0     84.6     18.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       18       17       19       18
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,637
COMMITMENTS
   2,688    2,152      260    7,015    8,225    9,963   10,637    1,674    1,000

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        100)
     -10      -30       10     -212      120     -212      100      312        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     18.5      2.2     60.3     70.7     85.6     91.4     14.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,330
COMMITMENTS
     218    2,558      840    9,508    8,546   10,566   11,944    1,764      386

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:         58)
       0       38        0       54        0       54       38        4       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     20.7      6.8     77.1     69.3     85.7     96.9     14.3      3.1

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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,537
COMMITMENTS
       0        0        0   58,199   58,537   58,199   58,537      338        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      5,173)
       0        0        0    5,173    5,173    5,173    5,173        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      947,713
COMMITMENTS
       0        0        0  947,713  947,713  947,713  947,713        0        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     50,816)
       0        0        0   50,816   50,816   50,816   50,816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       17       20       17       20
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| 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 09/18/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       28       16       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| 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 09/18/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       17       23       17       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| 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 09/18/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| 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 09/18/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| 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 09/18/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,988
COMMITMENTS
     830    5,515        0   38,629   34,473   39,459   39,988      529        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     13.8      0.0     96.6     86.2     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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       27,131
COMMITMENTS
   8,643        0    1,805   16,683   25,326   27,131   27,131        0        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        215)
       0        0        0      215      470      215      470        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      0.0      6.7     61.5     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       11       16       13       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,072
COMMITMENTS
     249    1,740       19   13,933   13,147   14,201   14,906      871      166

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       16       14       18       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| 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 09/18/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      951,105
COMMITMENTS
  16,010  122,810    4,160  930,935  824,135  951,105  951,105        0        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      5,925)
       0        0        0    5,925    5,925    5,925    5,925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     12.9      0.4     97.9     86.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       16       17       18       18
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| 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 09/18/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,651
COMMITMENTS
   2,175        0        0   30,028   32,287   32,203   32,287      448      364

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        855)
       0        0        0      848      778      848      778        7       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      0.0     92.0     98.9     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       36       38       38       38
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,185
COMMITMENTS
     660        0        0    4,217    4,949    4,877    4,949      308      236

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        120)
       0        0        0       75      120       75      120       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      0.0      0.0     81.3     95.4     94.1     95.4      5.9      4.6

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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,064
COMMITMENTS
     208      675       46    9,505    8,838    9,759    9,559      305      505

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        195)
       0     -480        0      195      675      195      195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      6.7      0.5     94.4     87.8     97.0     95.0      3.0      5.0

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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,827
COMMITMENTS
     995        0        0   10,744   11,760   11,739   11,760       88       67

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        181)
       0        0        0      421      241      421      241     -240      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      0.0     90.8     99.4     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       22       23       23       23
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,332
COMMITMENTS
     138       25        0    4,847    5,174    4,985    5,199      347      133

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        118)
       6        0        0       97      112      103      112       15        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.5      0.0     90.9     97.0     93.5     97.5      6.5      2.5

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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,555,863
COMMITMENTS
 374,662  143,365  440,454  663,843  908,574  1478959  1492393   76,904   63,470

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -51,677)
 -21,525   14,329  -21,444   -8,672  -42,554  -51,641  -49,669      -36   -2,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      9.2     28.3     42.7     58.4     95.1     95.9      4.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     121       91      152       89      101      284      288
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      186,966
COMMITMENTS
  63,437   17,458    1,816   80,182  117,003  145,435  136,277   41,531   50,689

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        208)
     400      -60      -33      142     -774      509     -867     -301    1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      9.3      1.0     42.9     62.6     77.8     72.9     22.2     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        5        6       17       20       25       29
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,315
COMMITMENTS
   2,398      130      945   25,872   28,140   29,215   29,215      100      100

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      5,977)
     572     -315        0    5,355    6,242    5,927    5,927       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.4      3.2     88.3     96.0     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        3       24       26       30       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,844
COMMITMENTS
   6,066    9,947    5,278   74,962   69,815   86,306   85,040    3,538    4,804

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -1,079)
    -422      233      796   -1,795   -2,380   -1,421   -1,351      342      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     11.1      5.9     83.4     77.7     96.1     94.7      3.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        6        8       22       19       32       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,703
COMMITMENTS
   3,447    1,748    4,350   32,411   34,198   40,208   40,296    2,495    2,407

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        480)
    -610        0      516      574       24      480      540        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      4.1     10.2     75.9     80.1     94.2     94.4      5.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        5       14       15       20       21
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       66,471
COMMITMENTS
     591    4,443      474   41,361   33,182   42,426   38,099   24,045   28,372

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        849)
       0      475        0    1,176    2,427    1,176    2,902     -327   -2,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      6.7      0.7     62.2     49.9     63.8     57.3     36.2     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       16       16       19       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,059
COMMITMENTS
     950      699      150    2,914    3,210    4,014    4,059       45        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        216)
     -84      282        0      366        0      282      282      -66      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     17.2      3.7     71.8     79.1     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        1       13       13       16       16
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,650
COMMITMENTS
   2,877    6,326    9,257   14,687   11,361   26,821   26,944    3,829    3,706

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      2,660)
    -259      805      994    1,713    1,209    2,448    3,008      212     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     20.6     30.2     47.9     37.1     87.5     87.9     12.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        8       10       12       14       24       27
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,335
COMMITMENTS
       0        0        0   18,335   18,329   18,335   18,329        0        6

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -1,201)
       0        0        0   -1,201   -1,198   -1,201   -1,198        0       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       11       15       11
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,057
COMMITMENTS
  14,742    2,824      235    2,894   16,402   17,871   19,461    2,186      596

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:       -320)
   1,171     -653       30   -1,366      391     -165     -232     -155      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.5     14.1      1.2     14.4     81.8     89.1     97.0     10.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      79       18        7       21       38      105       60
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       58,824
COMMITMENTS
  44,773    6,050    1,035    5,686   49,703   51,494   56,788    7,330    2,036

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,706)
   1,838     -751      324     -586    2,537    1,576    2,110      130     -404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.1     10.3      1.8      9.7     84.5     87.5     96.5     12.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      96       21       13       22       38      124       70
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      291,114
COMMITMENTS
 113,543   39,246   32,859  121,855  206,615  268,257  278,720   22,857   12,394

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:       -673)
   1,931   -1,913   -1,203   -1,140      935     -412   -2,181     -261    1,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     13.5     11.3     41.9     71.0     92.1     95.7      7.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      87       22       51       71       83      182      139
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,120
COMMITMENTS
  10,017        0      248    7,791   17,275   18,056   17,523    3,064    3,597

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,736)
     507        0      128    1,349    2,417    1,984    2,545     -248     -809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4      0.0      1.2     36.9     81.8     85.5     83.0     14.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        0        3       16       23       21       26
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,083
COMMITMENTS
       0        0        0   22,441   21,739   22,441   21,739      642    1,344

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        -95)
       0        0        0      -80      360      -80      360      -15     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.2     94.2     97.2     94.2      2.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       16       15       16
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,978
COMMITMENTS
   7,329    1,200    2,808   11,664   17,303   21,801   21,311    1,177    1,667

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        223)
    -465        0      225      413      243      173      468       50     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      5.2     12.2     50.8     75.3     94.9     92.7      5.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       15       18       17       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,899
COMMITMENTS
     156    6,480      289   13,334    6,989   13,779   13,758      120      141

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        944)
       0      350        0      944      594      944      944        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     46.6      2.1     95.9     50.3     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        5        3       33       27       36       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,791
COMMITMENTS
   2,408      150        0   50,115   52,573   52,523   52,723      268       68

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      6,165)
     280      100        0    5,885    6,065    6,165    6,165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.3      0.0     94.9     99.6     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        1        0       43       30       48       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,018
COMMITMENTS
     490        0        0   16,308   17,018   16,798   17,018      220        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:       -515)
       0        0        0     -575     -515     -575     -515       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.0     95.8    100.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       23       15       25       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,490
COMMITMENTS
     450    4,980      150   12,710    8,360   13,310   13,490      180        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,065)
       0     -300        0    1,065    1,365    1,065    1,065        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     36.9      1.1     94.2     62.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       29       22       31       27
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,706
COMMITMENTS
   4,409    5,357   10,418   38,682   37,872   53,509   53,647      197       59

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      4,635)
   1,452     -442    1,147    2,036    3,930    4,635    4,635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     10.0     19.4     72.0     70.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        5        6       49       46       58       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| 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 09/18/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,226
COMMITMENTS
   1,567    3,560      565   13,001   10,810   15,133   14,935       93      291

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,881)
    -444    1,205       31    2,293      643    1,880    1,879        1        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     23.4      3.7     85.4     71.0     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        3       28       28       32       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,992
COMMITMENTS
   8,980    1,296      816   13,225   21,320   23,021   23,432      971      560

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        360)
     644     -450      435     -719      375      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      5.4      3.4     55.1     88.9     96.0     97.7      4.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        5        5       27       32       35       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,749
COMMITMENTS
   4,330    2,649      374   23,740   24,164   28,444   27,187    1,305    2,562

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,950)
     407      748      -20    1,744      926    2,131    1,654     -181      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      8.9      1.3     79.8     81.2     95.6     91.4      4.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        4       18       23       24       27
```

----

Updated September 28, 2012