```
  
 
IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       98,431
COMMITMENTS
     102    2,043    2,870   95,459   93,518   98,431   98,431        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,952)
       0      -42       19   -1,971   -1,929   -1,952   -1,952        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.1      2.9     97.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        5        3        9       14       14       19
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,453
COMMITMENTS
       0      643    1,635   45,488   45,140   47,123   47,418      330       35

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      2,871)
       0     -260      155    2,722    2,976    2,877    2,871       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      3.4     95.9     95.1     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       0        3        2       40       42       42       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,561
COMMITMENTS
       0       80        0   10,366   10,284   10,366   10,364      195      197

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        546)
       0        0        0      546      567      546      567        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     98.2     97.4     98.2     98.1      1.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       26       26       26       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,710
COMMITMENTS
     638      398      922   14,967   15,434   16,527   16,754    1,183      956

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,003)
     121       26       48      770      898      939      972       64       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      2.2      5.2     84.5     87.1     93.3     94.6      6.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        6       43       45       49       52
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,654
COMMITMENTS
     301      273      530    7,122    7,075    7,953    7,878      701      776

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        376)
      -7       80       67      231      205      291      352       85       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      3.2      6.1     82.3     81.8     91.9     91.0      8.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        6        8       48       50       57       59
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,741
COMMITMENTS
       0        0       75    6,037    6,173    6,112    6,248      629      493

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        185)
       0        0        0      155      160      155      160       30       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      1.1     89.6     91.6     90.7     92.7      9.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        1       19       20       20       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,186
COMMITMENTS
     138      528      212    7,255    7,124    7,605    7,864      581      322

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        873)
      33     -155      185      618      818      836      848       37       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      6.5      2.6     88.6     87.0     92.9     96.1      7.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        1       28       29       31       31
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,079
COMMITMENTS
      70       20       90    2,533    2,289    2,693    2,399      386      680

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        387)
       5       20       15      387      267      407      302      -20       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.6      2.9     82.3     74.3     87.5     77.9     12.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       21       21       24       23
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,404
COMMITMENTS
     181      106       60    1,697    1,871    1,938    2,037      466      367

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        185)
     -17        9       18      150      146      151      173       34       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      4.4      2.5     70.6     77.8     80.6     84.7     19.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       22       25       25       29
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,645
COMMITMENTS
       0        0        0    8,510    8,615    8,510    8,615      135       30

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        735)
       0        0        0      735      735      735      735        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.4     99.7     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       18       22       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:       10,142
COMMITMENTS
       0      231      240    9,586    9,626    9,826   10,097      316       45

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        585)
       0        0       90      542      495      632      585      -47        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      2.4     94.5     94.9     96.9     99.6      3.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       19       21       20       23
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,704
COMMITMENTS
       0    1,175      424   25,220   24,105   25,644   25,704       60        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        864)
       0      450       25      839      389      864      864        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      1.6     98.1     93.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       26       28       27       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      325,303
COMMITMENTS
  51,523   22,043   64,325  163,864  213,656  279,712  300,024   45,591   25,279

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -16,402)
  -3,238   -1,730   -5,671   -5,547  -10,041  -14,456  -17,442   -1,946    1,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      6.8     19.8     50.4     65.7     86.0     92.2     14.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      46       30       45       72       79      144      130
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,222,771
COMMITMENTS
 285,093  337,498  425,370  429,160  420,674  1139623  1183542   83,148   39,229

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -33,882)
  -8,563  -16,866  -10,505   -9,181   -4,611  -28,249  -31,982   -5,633   -1,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     27.6     34.8     35.1     34.4     93.2     96.8      6.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     130       98      159       82       76      305      257
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,490,402
COMMITMENTS
  98,071   34,920  485,129  901,024  966,188  1484223  1486236    6,179    4,166

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:   -201,625)
  -9,963   -1,199 -123,902  -69,142  -78,004 -203,007 -203,105    1,382    1,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      2.3     32.6     60.5     64.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      46       24       56       62       61      127      122
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      116,234
COMMITMENTS
  30,711   56,757   22,769   59,493   34,240  112,973  113,766    3,261    2,468

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -17,401)
     164    9,098  -12,739   -3,781  -13,623  -16,356  -17,264   -1,045     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     48.8     19.6     51.2     29.5     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       10       14       22       21       38       38
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       44,865
COMMITMENTS
  20,338   16,937   14,008   10,246   13,569   44,593   44,514      272      351

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,948)
    -465     -831      -18   -1,453     -968   -1,936   -1,817      -12     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.3     37.8     31.2     22.8     30.2     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       13       10       10       16       22       33
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,512,498
COMMITMENTS
 531,501   51,687  687,504  1261983  1754892  2480988  2494083   31,510   18,415

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:   -128,278)
  -6,294  -19,147  -47,524  -75,804  -60,266 -129,622 -126,937    1,344   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      2.1     27.4     50.2     69.8     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      38       13       39       88       83      138      126
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      963,780
COMMITMENTS
  79,628  210,842  208,385  667,557  537,462  955,570  956,689    8,210    7,091

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:   -143,550)
 -63,661  -72,685  -12,311  -69,424  -62,242 -145,396 -147,238    1,846    3,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     21.9     21.6     69.3     55.8     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       25       32       38       33       76       71
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,750
COMMITMENTS
   1,539        0      213    5,485    6,710    7,237    6,923      513      827

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        -80)
     140        0       25     -240     -210      -75     -185       -5      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      0.0      2.7     70.8     86.6     93.4     89.3      6.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        0        3       12       15       18       18
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        8,538
COMMITMENTS
     975      707      120    7,284    7,422    8,379    8,249      159      289

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      8.3      1.4     85.3     86.9     98.1     96.6      1.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       14       14       15       17
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       20,423
COMMITMENTS
   7,992    7,358    4,743    7,358    7,672   20,093   19,773      330      650

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,660)
     991   -2,682     -203   -2,368    1,200   -1,580   -1,685      -80       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1     36.0     23.2     36.0     37.6     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       12       19       10       12       32       33
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,810
COMMITMENTS
   4,320    4,010    1,940    3,500    3,515    9,760    9,465       50      345

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        -60)
     435      400     -655      290      240       70      -15     -130      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.0     40.9     19.8     35.7     35.8     99.5     96.5      0.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9       11       15        9        9       27       26
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,298
COMMITMENTS
   1,709    2,660      654   20,486   19,443   22,849   22,757      449      541

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        913)
     -48      201      108      769      497      829      806       83      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     11.4      2.8     87.9     83.5     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       8        6        7       35       43       47       54
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,773
COMMITMENTS
     399        0       44    2,643    3,079    3,086    3,123      687      650

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        485)
      40        0        0      464      451      504      451      -19       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      0.0      1.2     70.0     81.6     81.8     82.8     18.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       18       19       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,514
COMMITMENTS
      78      702       80    1,934    1,429    2,092    2,211      422      303

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        271)
      10        0       -5      255      254      260      249       11       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     27.9      3.2     76.9     56.8     83.2     87.9     16.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       25       22       28       26
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      125,212
COMMITMENTS
   3,162    3,358   12,415  108,276  107,922  123,853  123,695    1,359    1,517

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -12,293)
     733      232   -3,433   -9,290   -9,074  -11,990  -12,275     -303      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.7      9.9     86.5     86.2     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        4       34       34       40       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       22,052
COMMITMENTS
   2,611      396    1,823   16,444   19,105   20,878   21,324    1,174      728

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,369)
     382        0     -322   -1,429   -1,047   -1,369   -1,369       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      1.8      8.3     74.6     86.6     94.7     96.7      5.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       20       17       23       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,372
COMMITMENTS
       0    1,506      128    6,911    5,479    7,039    7,113    1,333    1,259

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      124      100      124      100      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.0      1.5     82.5     65.4     84.1     85.0     15.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       19       15       20       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,976
COMMITMENTS
   2,916      361      413    7,842   10,797   11,171   11,572      805      405

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        -45)
    -150       -3       25       61      -67      -64      -44       19       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      3.0      3.5     65.5     90.2     93.3     96.6      6.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       17       20       20       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,219
COMMITMENTS
     252    1,522      616   18,436   18,025   19,304   20,163    1,915    1,056

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        156)
     -78       42      -42      276      156      156      156        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      7.2      2.9     86.9     84.9     91.0     95.0      9.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        3       27       25       30       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,764
COMMITMENTS
   1,260        0      120    5,669    7,133    7,049    7,253    1,715    1,511

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        120)
     -10        0        0      130      100      120      100        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      0.0      1.4     64.7     81.4     80.4     82.8     19.6     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       16       20       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,291
COMMITMENTS
   1,078    1,784    1,618    7,966    8,132   10,662   11,534    1,629      757

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        135)
     120     -120        0      165      535      285      415     -150     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     14.5     13.2     64.8     66.2     86.7     93.8     13.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       17       17       20       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,952
COMMITMENTS
     168    2,310      796    9,127    8,332   10,091   11,438    1,861      514

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -48        0      -48        0       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     19.3      6.7     76.4     69.7     84.4     95.7     15.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       18       15       20       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,163
COMMITMENTS
       0        0        0   57,163   57,163   57,163   57,163        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        764)
       0        0        0      764      764      764      764        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:       31)
       0        0        0       21       18       21       18
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      913,853
COMMITMENTS
       0        0        0  913,853  913,853  913,853  913,853        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,925)
       0        0        0    1,925    1,925    1,925    1,925        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:       27)
       0        0        0       18       20       18       20
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       79,350
COMMITMENTS
       0        0        0   79,095   79,179   79,095   79,179      255      171

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        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 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,073,106
COMMITMENTS
       0        0        0  1073106  1073106  1073106  1073106        0        0

CHANGES FROM 10/23/12 (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:       35)
       0        0        0       19       23       19       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,116
COMMITMENTS
   5,520        0    4,900   50,441   56,216   60,861   61,116      255        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.0      8.0     82.5     92.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       23       30       25
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,193,510
COMMITMENTS
  39,741  105,450   12,891  1140878  1075169  1193510  1193510        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      8.8      1.1     95.6     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       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 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,474
COMMITMENTS
       0    3,677        0   45,410   41,287   45,410   44,964       64      510

CHANGES FROM 10/23/12 (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      8.1      0.0     99.9     90.8     99.9     98.9      0.1      1.1

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 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       41,173
COMMITMENTS
     640    5,420        0   40,023   35,753   40,663   41,173      510        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        636)
       0        0        0      636      636      636      636        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     13.2      0.0     97.2     86.8     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       15       19       16       20
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,495
COMMITMENTS
   6,884        0    2,025   15,586   22,470   24,495   24,495        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      0.0      8.3     63.6     91.7    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,718
COMMITMENTS
     192    1,885        0   13,674   12,705   13,866   14,590      852      128

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:         -1)
       0        0        0       -1       -1       -1       -1        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     12.8      0.0     92.9     86.3     94.2     99.1      5.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       13       20       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      722,049
COMMITMENTS
       0   37,633   23,400  698,649  661,016  722,049  722,049        0        0

CHANGES FROM 10/23/12 (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      5.2      3.2     96.8     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       13       20       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      939,622
COMMITMENTS
  11,850  126,970        0  927,772  812,652  939,622  939,622        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     11,709)
       0        0        0   11,709   11,709   11,709   11,709        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     13.5      0.0     98.7     86.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       18       17       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      462,220
COMMITMENTS
  78,454    6,386   83,335  300,431  372,499  462,220  462,220        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      5,925)
   5,925    5,925        0        0        0    5,925    5,925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      1.4     18.0     65.0     80.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       15       13       18       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      168,522
COMMITMENTS
       0    4,680        0  168,522  163,842  168,522  168,522        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     46,800)
       0        0        0   46,800   46,800   46,800   46,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.8      0.0    100.0     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       14       11       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,584
COMMITMENTS
     373      194      154    9,037    9,233    9,564    9,580       20        3

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -124)
      -3       -9        3     -124      -98     -124     -104       -0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      2.0      1.6     94.3     96.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       18       20       21       23
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,657
COMMITMENTS
   2,175        0        0   28,867   31,171   31,042   31,171      615      486

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        719)
       0        0        0      685      608      685      608       34      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.0      0.0     91.2     98.5     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        0       33       37       35       37
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,179
COMMITMENTS
     156      775       67    9,549    8,919    9,772    9,761      407      418

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        200)
      36       66       -6      109      135      139      195       61        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      7.6      0.7     93.8     87.6     96.0     95.9      4.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       25       23       27       26
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,922
COMMITMENTS
     945        0       60   10,553   11,683   11,558   11,743      364      179

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        -72)
       0        0        0     -117      -72     -117      -72       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      0.5     88.5     98.0     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       22       21       24       22
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,206
COMMITMENTS
     138       25        0    4,566    4,989    4,704    5,014      502      192

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        179)
       0        0        0      189      177      189      177      -10        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.5      0.0     87.7     95.8     90.4     96.3      9.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       16       15       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,550,947
COMMITMENTS
 370,168  129,095  874,067  1218977  1470123  2463211  2473284   87,736   77,663

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     31,207)
  -4,493    7,114   20,849   15,797    1,312   32,153   29,275     -946    1,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      5.1     34.3     47.8     57.6     96.6     97.0      3.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     180      100      216      108      106      379      349
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      154,363
COMMITMENTS
  27,242   36,569   28,935   96,884   85,228  153,061  150,732    1,302    3,631

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -956)
  -3,188      101   -1,290    3,087     -505   -1,391   -1,694      435      739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     23.7     18.7     62.8     55.2     99.2     97.6      0.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        9       12       23       26       37       41
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      185,053
COMMITMENTS
  61,462   15,385      673   78,206  111,190  140,341  127,248   44,712   57,805

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,432)
    -892      110       16      421    1,170     -455    1,296    1,887      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2      8.3      0.4     42.3     60.1     75.8     68.8     24.2     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        4        3       16       16       23       22
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,085
COMMITMENTS
   8,965    2,346   17,457   35,152   41,802   61,574   61,604    2,511    2,480

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -582)
    -249     -295       45     -342     -585     -545     -834      -37      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      3.7     27.2     54.9     65.2     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      15        9       18       22       24       45       43
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      337,680
COMMITMENTS
  28,784    4,086   62,790  241,273  261,289  332,847  328,164    4,833    9,515

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -2,226)
     194    1,424     -633   -1,752   -2,911   -2,191   -2,120      -36     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      1.2     18.6     71.5     77.4     98.6     97.2      1.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        4       15       32       32       47       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,649
COMMITMENTS
   2,392        0      745   24,789   28,011   27,926   28,756    2,723    1,893

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      100       49      100       49       10       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      2.4     80.9     91.4     91.1     93.8      8.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12       16       14       17
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,268
COMMITMENTS
   6,151   10,737    5,873   70,443   64,656   82,467   81,266    2,801    4,002

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,541)
      46     -300      -48     -974     -774     -976   -1,122     -565     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     12.6      6.9     82.6     75.8     96.7     95.3      3.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        7        7       22       19       32       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,180
COMMITMENTS
   3,020    3,888    3,838   33,779   33,302   40,637   41,028    2,543    2,152

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        399)
     -95      700     -362      754      211      297      549      102     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      9.0      8.9     78.2     77.1     94.1     95.0      5.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        5       15       14       21       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,806
COMMITMENTS
       0    3,009    2,594   37,598   30,375   40,192   35,978   22,614   26,828

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        722)
       0     -306       95     -187     -119      -92     -330      814    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      4.1     59.9     48.4     64.0     57.3     36.0     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        4       15       17       19       21
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,586
COMMITMENTS
   5,911    6,615   10,776   16,161   15,074   32,849   32,465    2,738    3,122

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,042)
     411       87    1,241     -627     -247    1,025    1,081       16      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     18.6     30.3     45.4     42.4     92.3     91.2      7.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12        9       15       15       16       33       35
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,247
COMMITMENTS
   3,120      882      100    3,418    5,708    6,638    6,690      608      557

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -736)
    -296      -53       -4     -421     -639     -721     -696      -15      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.0     12.2      1.4     47.2     78.8     91.6     92.3      8.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        8        8       14       12       28       25
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,028
COMMITMENTS
   3,918      543    6,978   82,318   84,038   93,214   91,559    7,814    9,469

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,945)
    -206       59     -337   -1,375   -1,580   -1,919   -1,858      -27      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.5      6.9     81.5     83.2     92.3     90.6      7.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        7       23       23       30       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,946
COMMITMENTS
  13,324    4,395    1,266    6,641   16,206   21,231   21,867    1,715    1,079

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,341)
    -180    1,012       83    1,443      -30    1,347    1,066       -6      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.1     19.2      5.5     28.9     70.6     92.5     95.3      7.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      63       29       17       31       37      102       79
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,284
COMMITMENTS
  47,326    6,919    2,887    9,661   54,651   59,874   64,458    6,410    1,826

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -497)
  -1,580    1,154      221    1,234   -1,876     -124     -500     -372        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.4     10.4      4.4     14.6     82.5     90.3     97.2      9.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
     105       33       23       33       40      146       88
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      285,476
COMMITMENTS
 101,935   37,889   32,588  130,075  201,660  264,598  272,137   20,879   13,340

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -10,237)
  -2,482    2,951   -8,702    4,278   -2,409   -6,906   -8,161   -3,332   -2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     13.3     11.4     45.6     70.6     92.7     95.3      7.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      78       26       56       77       83      180      148
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,886
COMMITMENTS
   6,867      258    1,327   11,418   16,601   19,612   18,186    2,274    3,700

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        490)
      87     -100      125      395      440      607      465     -117       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      1.2      6.1     52.2     75.9     89.6     83.1     10.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        4       18       20       23       24
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       10,336
COMMITMENTS
     200        0        0    8,983   10,091    9,183   10,091    1,153      245

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        440)
       0        0        0      379    1,080      379    1,080       61     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.0     86.9     97.6     88.8     97.6     11.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       18       19       18
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,146
COMMITMENTS
   9,410    1,200    1,050   10,275   16,976   20,735   19,226    1,411    2,920

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,112)
     562        0     -150      650    1,129    1,062      979       50      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.5      5.4      4.7     46.4     76.7     93.6     86.8      6.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       13       18       15       20
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,690
COMMITMENTS
     540      465      135    7,985    8,030    8,660    8,630       30       60

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        109)
      40        0        0       69       49      109       49        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.4      1.6     91.9     92.4     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       12       15       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,868
COMMITMENTS
     102    7,030      339   13,427    6,334   13,868   13,703        0      165

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:         15)
       0     -296        0       15      261       15      -35        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     50.7      2.4     96.8     45.7    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        4       33       27       37       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,720
COMMITMENTS
   2,328      400        0   49,066   51,255   51,394   51,655      326       65

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,850)
       0      100        0    1,850    1,745    1,850    1,845        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.8      0.0     94.9     99.1     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        1        0       44       32       50       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,210
COMMITMENTS
     322      150        0   10,540   11,060   10,862   11,210      348        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -225)
     -16        0        0     -209     -225     -225     -225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.3      0.0     94.0     98.7     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       19       15       21       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,665
COMMITMENTS
     450    3,975      150   12,885    9,540   13,485   13,665      180        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,325)
       0      150        0    1,325    1,175    1,325    1,325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     29.1      1.1     94.3     69.8     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       27       22       29       27
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,235
COMMITMENTS
   4,902    3,537   11,589   47,563   49,035   64,054   64,161      181       74

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      2,936)
    -101     -434      366    2,671    3,004    2,936    2,936        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.5     18.0     74.0     76.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9        2        6       48       47       59       54
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,461
COMMITMENTS
     767      150        0    5,375    6,134    6,142    6,284      319      177

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        474)
     236        0        0      228      474      464      474       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      2.3      0.0     83.2     94.9     95.1     97.3      4.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       13       12       16       13
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,936
COMMITMENTS
   1,623    4,496    1,819   15,387   12,361   18,829   18,676      107      260

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      2,042)
    -371      595       43    2,439    1,456    2,111    2,094      -69      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     23.7      9.6     81.3     65.3     99.4     98.6      0.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        3       25       28       29       33
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,082
COMMITMENTS
   3,990      306    3,780   16,066   19,981   23,836   24,067      246       15

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      1.3     15.7     66.7     83.0     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        5       13       13       18       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,048
COMMITMENTS
   4,704    2,050      433   23,086   23,606   28,223   26,089    1,825    3,959

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,702)
     226      300       42      742    1,206    1,010    1,548      692      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      6.8      1.4     76.8     78.6     93.9     86.8      6.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       18       26       20       28
```

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Updated November 2, 2012