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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,192
COMMITMENTS
     581      480    1,007   40,004   40,670   41,592   42,157      600       35

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,679)
     -83      280      -53    1,861    1,520    1,725    1,747      -46      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.1      2.4     94.8     96.4     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        2        2       41       44       43       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,281
COMMITMENTS
       0        0        0   15,983   16,185   15,983   16,185      298       96

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        176)
       0        0        0      176      176      176      176        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.2     99.4     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       24       29       24       29
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,763
COMMITMENTS
       0        0        0    2,220    2,107    2,220    2,107      543      656

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     80.3     76.3     80.3     76.3     19.7     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       17       19       17
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,006
COMMITMENTS
      45      499      849   14,874   14,479   15,768   15,827    1,238    1,179

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,520)
       0       79      -96    1,588    1,525    1,492    1,508       28       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.9      5.0     87.5     85.1     92.7     93.1      7.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        3        3       45       45       48       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,067
COMMITMENTS
     720       70       44    6,469    7,370    7,233    7,484      834      583

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        463)
     -19        5       11      419      443      411      459       52        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.9      0.5     80.2     91.4     89.7     92.8     10.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        2        3       49       55       53       60
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,191
COMMITMENTS
       0      150        0    6,691    6,481    6,691    6,631      500      560

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        322)
       0       25        0      315      276      315      301        7       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     93.0     90.1     93.0     92.2      7.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       21       21       21       22
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,677
COMMITMENTS
       0      607      304    4,615    4,525    4,919    5,436      758      241

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        382)
     -15      -45       35      342      387      362      377       20        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.7      5.4     81.3     79.7     86.6     95.8     13.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       21       25       23       27
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,353
COMMITMENTS
       0       80        0    2,026    1,766    2,026    1,846      327      507

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        115)
       0       40        0      158      126      158      166      -43      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      0.0     86.1     75.1     86.1     78.5     13.9     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       21       18       21       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,779
COMMITMENTS
      65       12      150    1,921    2,062    2,136    2,224      643      555

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        229)
       0      -19       14      304      203      318      198      -89       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.4      5.4     69.1     74.2     76.9     80.0     23.1     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       22       24       24       26
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       13,102
COMMITMENTS
       0        0        0   12,943   13,072   12,943   13,072      159       30

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        630)
       0        0        0      630      630      630      630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     99.8     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       24       16       24       16
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,627
COMMITMENTS
       0      531      150    6,983    6,865    7,133    7,546      494       81

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        640)
       0        0        0      699      774      699      774      -59     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      2.0     91.6     90.0     93.5     98.9      6.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       16       17       17       20
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,912
COMMITMENTS
       0    1,606      423   19,369   17,883   19,792   19,912      120        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        342)
       0      -40        0      342      382      342      342        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.1      2.1     97.3     89.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       29       24       30       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      303,178
COMMITMENTS
  36,310   37,223   49,545  181,629  188,414  267,484  275,182   35,694   27,996

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -1,155)
  -3,524   -5,692      280      -13    4,384   -3,257   -1,028    2,102     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     12.3     16.3     59.9     62.1     88.2     90.8     11.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      31       31       44       72       70      133      122
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,797
COMMITMENTS
     205    2,177        8   12,454   10,524   12,667   12,709      130       88

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        812)
       0      100        0      912      794      912      894     -100      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     17.0      0.1     97.3     82.2     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        5        1       41       39       44       45
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,770
COMMITMENTS
     695    1,500      100   16,975   16,140   17,770   17,740        0       30

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        335)
       0        0        0      335      335      335      335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      8.4      0.6     95.5     90.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        1       24       29       27       31
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,025
COMMITMENTS
   2,475      555    1,250   12,300   14,220   16,025   16,025        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        150)
     225        0        0      -75      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      3.5      7.8     76.8     88.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       11       14       14       16
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,233
COMMITMENTS
       0        0        0   11,937   12,933   11,937   12,933    1,296      300

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0      -90     -150      -90     -150        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.2     97.7     90.2     97.7      9.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       16       23       16
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,526
COMMITMENTS
       0        0        0    1,510    1,516    1,510    1,516       16       10

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     99.3     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       13       16       13
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,126,758
COMMITMENTS
 238,827  314,239  434,441  379,629  339,018  1052897  1087698   73,861   39,060

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      3,523)
  -3,887     -850   14,691  -10,418   -9,010      386    4,831    3,137   -1,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     27.9     38.6     33.7     30.1     93.4     96.5      6.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     113      105      138       76       66      275      233
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       34,024
COMMITMENTS
     639    5,763      864   29,183   21,534   30,686   28,161    3,338    5,863

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        186)
       0        0        0      186        0      186        0        0      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     16.9      2.5     85.8     63.3     90.2     82.8      9.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       81,243
COMMITMENTS
  15,014   41,445   13,258   50,079   24,472   78,351   79,175    2,892    2,068

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -778)
    -972     -763   -1,012    1,539      872     -445     -903     -333      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     51.0     16.3     61.6     30.1     96.4     97.5      3.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        9       13       17       18       32       33
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       62,697
COMMITMENTS
       0      162    2,221   54,732   51,326   56,953   53,709    5,744    8,988

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      3.5     87.3     81.9     90.8     85.7      9.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       17       17       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,621,537
COMMITMENTS
 458,437   49,839  786,559  1348485  1762720  2593481  2599118   28,056   22,419

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:   -110,712)
 -12,232   -4,768  -30,675  -68,643  -74,794 -111,550 -110,237      838     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      1.9     30.0     51.4     67.2     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      36       13       39       94       83      141      124
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,234,849
COMMITMENTS
 151,637  130,969  362,027  717,675  739,840  1231339  1232836    3,510    2,013

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:   -113,531)
 -34,946   -1,132  -53,920  -25,884  -58,909 -114,750 -113,961    1,219      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     10.6     29.3     58.1     59.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       16       31       42       40       78       75
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,656
COMMITMENTS
   3,829    4,504    2,712    2,532    1,600    9,073    8,816      583      840

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        253)
     304       15      143     -195     -130      252       28        1      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     46.6     28.1     26.2     16.6     94.0     91.3      6.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6       12       17        5        4       23       22
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,230
COMMITMENTS
     458    2,424      270   23,195   21,187   23,923   23,881      307      349

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:         53)
     117      196       20     -100     -190       37       26       16       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     10.0      1.1     95.7     87.4     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        4        3       31       44       37       50
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,578
COMMITMENTS
      30        0      121    1,598    1,713    1,749    1,834      829      744

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      4.7     62.0     66.4     67.8     71.1     32.2     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        2       20       19       22       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,971
COMMITMENTS
     186       91       30    1,235    1,475    1,451    1,596      520      375

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        138)
      35        0        0       76      200      111      200       27      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      4.6      1.5     62.7     74.8     73.6     81.0     26.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       21       21       24       25
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       64,123
COMMITMENTS
   9,331      213    5,031   48,355   57,839   62,717   63,083    1,406    1,040

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -4,729)
  -2,589     -135      306   -2,072   -4,410   -4,355   -4,239     -374     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      0.3      7.8     75.4     90.2     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        4       34       32       40       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,726
COMMITMENTS
     488    1,328    2,434   13,438   13,400   16,360   17,162    1,366      564

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        181)
       0      -18        0       53      199       53      181      128        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      7.5     13.7     75.8     75.6     92.3     96.8      7.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       20       17       23       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,258
COMMITMENTS
     264    1,030       56    6,411    5,947    6,731    7,033    1,527    1,225

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -311)
     -29      -78       -4      -30     -112      -63     -194     -248     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     12.5      0.7     77.6     72.0     81.5     85.2     18.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       16       15       18       18
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,080
COMMITMENTS
   3,564      466      540    8,213   11,807   12,317   12,813      763      267

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:         86)
    -112     -266        0      205      461       93      195       -7     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      3.6      4.1     62.8     90.3     94.2     98.0      5.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       18       21       21       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,959
COMMITMENTS
     578    2,080      538   20,947   20,379   22,063   22,997    1,896      962

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:         94)
       0     -400        0       56      516       56      116       38      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      8.7      2.2     87.4     85.1     92.1     96.0      7.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       27       25       30       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,917
COMMITMENTS
   1,134        0      176    6,104    6,641    7,414    6,817    1,503    2,100

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      0.0      2.0     68.5     74.5     83.1     76.4     16.9     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       16       18       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,489
COMMITMENTS
   3,562    2,390      180    7,707    9,179   11,449   11,749    1,040      740

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          3)
       0        0        0       -5        3       -5        3        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     19.1      1.4     61.7     73.5     91.7     94.1      8.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,098
COMMITMENTS
     378    2,404      866   10,938    9,234   12,182   12,504      916      594

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:         90)
       0       42        0       90       48       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     18.4      6.6     83.5     70.5     93.0     95.5      7.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       18       16       21       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,974
COMMITMENTS
       0        0        0   58,974   58,974   58,974   58,974        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:         64)
       0        0        0       64       64       64       64        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       16       19       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      970,143
COMMITMENTS
       0        0        0  970,143  970,143  970,143  970,143        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      2,520)
       0        0        0    2,520    2,520    2,520    2,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       17       16       17
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       27,041
COMMITMENTS
       0        0        0   27,041   27,041   27,041   27,041        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       10       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      101,445
COMMITMENTS
      42        0        0  101,148  101,211  101,190  101,211      255      234

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       17       29       18       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,404,138
COMMITMENTS
   3,920        0        0  1400218  1404138  1404138  1404138        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       18       24       19       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       69,661
COMMITMENTS
   4,102    2,235    9,290   56,269   58,136   69,661   69,661        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,390)
  -1,275        0    1,275    1,390      115    1,390    1,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      3.2     13.3     80.8     83.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       28       21       32       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,147,346
COMMITMENTS
  42,561  118,070   19,471  1085314  1009805  1147346  1147346        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     10.3      1.7     94.6     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        1       29       23       33       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,772
COMMITMENTS
       0    3,997        0   51,645   47,244   51,645   51,241      127      531

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        164)
       0        0        0      164      164      164      164        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.7      0.0     99.8     91.3     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       18       15       18       17
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,431
COMMITMENTS
       0    6,165      200   24,104   18,066   24,304   24,431      127        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -220)
       0        0        0     -220     -220     -220     -220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.2      0.8     98.7     73.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,995
COMMITMENTS
   3,775    4,460        0   38,647   38,535   42,422   42,995      573        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -1,191)
   1,104   -1,275        0   -2,295       84   -1,191   -1,191        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     10.4      0.0     89.9     89.6     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       14       16       16       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,779
COMMITMENTS
     381      868      218   15,265   15,439   15,864   16,525      915      254

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        974)
       0        0        0      974      974      974      974        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      5.2      1.3     91.0     92.0     94.5     98.5      5.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       15       17       17       18
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,771
COMMITMENTS
     212    1,067        0   12,432   11,428   12,644   12,495      127      276

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      8.4      0.0     97.3     89.5     99.0     97.8      1.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       10       17       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      871,628
COMMITMENTS
       0   60,185   23,400  848,228  788,043  871,628  871,628        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      3,236)
       0        0        0    3,236    3,236    3,236    3,236        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.9      2.7     97.3     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       15       21       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      993,244
COMMITMENTS
  55,281  111,095   12,000  925,963  870,149  993,244  993,244        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          0)
   9,360        0        0   -9,360        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     11.2      1.2     93.2     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       15       17       16
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      525,429
COMMITMENTS
 179,674        0   62,091  283,664  463,338  525,429  525,429        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      0.0     11.8     54.0     88.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       15       13       17       15
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      140,744
COMMITMENTS
       0    7,032        0  140,744  133,712  140,744  140,744        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.0    100.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,460
COMMITMENTS
   2,251        0        0   25,670   28,023   27,921   28,023      539      437

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        544)
       0        0        0      541      524      541      524        3       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.0      0.0     90.2     98.5     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        0       36       34       39       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,928
COMMITMENTS
     660        0        0    5,956    6,554    6,616    6,554      312      374

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:         34)
       0        0        0       34       34       34       34        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.0      0.0     86.0     94.6     95.5     94.6      4.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       16       16       17       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,639
COMMITMENTS
     267    1,575       77    9,020    7,429    9,364    9,081      275      558

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        215)
       8        0        0      207      190      215      190        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     16.3      0.8     93.6     77.1     97.1     94.2      2.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       21       19       24       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,349
COMMITMENTS
     945        0        0    9,179    9,784   10,124    9,784      225      565

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:         -7)
       0        0        0       -7       -7       -7       -7        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.0      0.0     88.7     94.5     97.8     94.5      2.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       18       21       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,395,758
COMMITMENTS
 328,048  153,651  386,457  614,941  793,315  1329446  1333423   66,312   62,335

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      6,719)
 -11,757    4,539    6,998    6,444   -5,047    1,685    6,490    5,034      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     11.0     27.7     44.1     56.8     95.2     95.5      4.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     102       96      146       96       93      279      269
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      198,107
COMMITMENTS
  58,846   20,663      727   92,707  123,524  152,280  144,914   45,827   53,193

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,111)
     626       93       -6      304      361      924      448      187      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     10.4      0.4     46.8     62.4     76.9     73.1     23.1     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        6        4       18       19       26       27
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,323
COMMITMENTS
     796    1,275      275   16,252   15,748   17,323   17,298        0       25

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      7.4      1.6     93.8     90.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        3       27       25       32       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,061
COMMITMENTS
   4,991    9,466    6,389   73,360   66,240   84,740   82,095    2,321    4,966

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        762)
      11        0      239      476      486      726      725       36       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     10.9      7.3     84.3     76.1     97.3     94.3      2.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        4        8       22       19       32       27
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,020
COMMITMENTS
   1,629    1,798    5,156   28,833   28,663   35,618   35,617    2,402    2,403

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        736)
      14        0      233      394      503      641      736       95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      4.7     13.6     75.8     75.4     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        3       14       14       18       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,029
COMMITMENTS
   1,150        0        0    2,834    3,966    3,984    3,966       45       63

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -120)
    -200        0        0       80     -120     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      0.0      0.0     70.3     98.4     98.9     98.4      1.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       12       12       14       12
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,050
COMMITMENTS
   2,797    6,258    7,394   12,243    8,775   22,434   22,427    3,616    3,623

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -775)
     -50      165     -802     -130     -205     -982     -842      207       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     24.0     28.4     47.0     33.7     86.1     86.1     13.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7        8       10       10       20       22
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,698
COMMITMENTS
  13,756    9,345      746    7,804   11,995   22,306   22,086    1,392    1,612

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -128)
    -121     -316     -174      106      628     -189      138       61     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     39.4      3.1     32.9     50.6     94.1     93.2      5.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      49       51       11       25       29       80       89
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       52,220
COMMITMENTS
  35,886   17,605      793    9,893   30,335   46,572   48,733    5,648    3,487

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,177)
     -50      233      251      813      784    1,014    1,268      163      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     33.7      1.5     18.9     58.1     89.2     93.3     10.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      89       45       13       25       33      120       88
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      245,820
COMMITMENTS
  83,139   19,237   31,913  109,577  182,820  224,629  233,970   21,191   11,850

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -21,623)
  -3,964    1,571      -72  -17,522  -22,903  -21,558  -21,404      -65     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      7.8     13.0     44.6     74.4     91.4     95.2      8.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      71       19       46       69       84      157      137
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,624
COMMITMENTS
   3,722        0    1,097    8,140   11,485   12,959   12,582    4,665    5,042

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        960)
     958        0        0      195      920    1,153      920     -193       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      0.0      6.2     46.2     65.2     73.5     71.4     26.5     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        0        2       11       18       17       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,645
COMMITMENTS
      66    2,313      250    9,156    6,886    9,472    9,449      173      196

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,051)
       0        0        0    1,051    1,051    1,051    1,051        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     24.0      2.6     94.9     71.4     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        1       29       32       30       36
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,273
COMMITMENTS
   1,525        0        0   50,344   52,201   51,869   52,201      404       72

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        275)
    -250     -500      -12      556      790      294      278      -19       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.0     96.3     99.9     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        0        0       43       33       46       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,549
COMMITMENTS
     452        0        0   33,917   34,549   34,369   34,549      180        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        760)
       0        0        0      700      760      700      760       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     98.2    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       22       22       23       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,260
COMMITMENTS
     450    7,240      150   14,480    7,870   15,080   15,260      180        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        575)
       0      250        0      575      325      575      575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     47.4      1.0     94.9     51.6     98.8    100.0      1.2      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
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,262
COMMITMENTS
   2,157    3,653    7,168   34,896   33,282   44,221   44,103       41      159

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        439)
     128      496     -409      718      352      437      439        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      8.3     16.2     78.8     75.2     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8        4        6       45       48       57       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,902
COMMITMENTS
     278    6,524       21   10,288    4,336   10,587   10,881      315       21

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        164)
       0      118       21      164       70      185      209      -21      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     59.8      0.2     94.4     39.8     97.1     99.8      2.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       21       16       24       18
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,980
COMMITMENTS
   2,210    2,135      408   10,221   10,108   12,839   12,651      141      329

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        563)
     417      180     -180      314      593      551      593       12      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     16.4      3.1     78.7     77.9     98.9     97.5      1.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        1        3       27       26       35       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,802
COMMITMENTS
  12,129    2,170      227   15,504   25,857   27,860   28,254      942      548

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -521)
       0     -475        0     -422       44     -422     -431      -99      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1      7.5      0.8     53.8     89.8     96.7     98.1      3.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        4        2       26       32       33       38
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,979
COMMITMENTS
   1,080      276    3,795   15,888   16,878   20,763   20,949      216       30

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        840)
     540        0       60      240      780      840      840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      1.3     18.1     75.7     80.5     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        5       14       15       19       20
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,010
COMMITMENTS
   2,587      431      274   22,183   22,788   25,044   23,493    1,966    3,517

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,913)
    -316      258       12    2,365    1,121    2,061    1,391     -148      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      1.6      1.0     82.1     84.4     92.7     87.0      7.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        4       19       26       23       32
```

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Updated August 3, 2012