```
  
 
IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       99,523
COMMITMENTS
     102    2,307    2,820   96,601   94,383   99,523   99,510        0       13

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:       -798)
     -28      155      -56     -714     -910     -798     -811        0       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.3      2.8     97.1     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        3       10       14       15       18
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,294
COMMITMENTS
       0    1,532      988   41,919   40,714   42,907   43,234      387       60

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      3,273)
       0       97        0    3,273    3,166    3,273    3,263        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      2.3     96.8     94.0     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       0        3        2       36       39       38       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,272
COMMITMENTS
       0       80        0    7,075    6,972    7,075    7,052      197      220

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        406)
       0        0        0      406      406      406      406        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     97.3     95.9     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       21       24       21       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,554
COMMITMENTS
     472      245      663   12,156   12,606   13,291   13,514    1,263    1,040

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        867)
      89       40       12      635      688      736      740      131      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.7      4.6     83.5     86.6     91.3     92.9      8.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        1        3       36       40       39       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,217
COMMITMENTS
     287      240      381    5,874    5,939    6,542    6,560      675      657

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        879)
     -36       65       25      849      880      838      970       41      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      3.3      5.3     81.4     82.3     90.6     90.9      9.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        5        6       41       47       48       56
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,137
COMMITMENTS
       0        0        0    5,579    5,639    5,579    5,639      558      498

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        287)
       0        0        0      217      257      217      257       70       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.9     91.9     90.9     91.9      9.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       19       18       19
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,227
COMMITMENTS
     105      618       19    5,444    5,307    5,568    5,944      659      283

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:         72)
       0      -40        0      107      107      107       67      -35        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      9.9      0.3     87.4     85.2     89.4     95.5     10.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       22       26       24       28
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,240
COMMITMENTS
      95        0        5    1,752    1,705    1,852    1,710      388      530

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:       -362)
       5      -43      -35     -427     -141     -457     -219       95     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      0.2     78.2     76.1     82.7     76.3     17.3     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       18       16       20       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,796
COMMITMENTS
     177       52       51    1,181    1,374    1,409    1,477      387      319

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        -30)
      -3       -5        8      -77      -53      -72      -50       42       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      2.9      2.8     65.8     76.5     78.5     82.2     21.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       16       17       19       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        6,595
COMMITMENTS
       0        0        0    6,430    6,565    6,430    6,565      165       30

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        870)
       0        0        0      882      870      882      870      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.5     99.5     97.5     99.5      2.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       17       20       17
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,163
COMMITMENTS
       0      231      150    8,652    8,745    8,802    9,126      361       37

CHANGES FROM 10/02/12 (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      2.5      1.6     94.4     95.4     96.1     99.6      3.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       19       18       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,510
COMMITMENTS
       0      195      240   22,210   22,075   22,450   22,510       60        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:       -373)
       0     -200       27     -400     -200     -373     -373        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      1.1     98.7     98.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       25       25       26       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      355,395
COMMITMENTS
  54,405   24,806   70,536  180,772  235,788  305,713  331,130   49,682   24,265

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      3,447)
   1,198     -937   -4,090     -347    6,908   -3,239    1,881    6,686    1,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      7.0     19.8     50.9     66.3     86.0     93.2     14.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      52       23       47       70       79      148      131
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,233,595
COMMITMENTS
 271,549  327,404  460,067  415,459  406,723  1147076  1194194   86,519   39,401

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     41,824)
  10,786   12,184   12,472   13,097   20,058   36,355   44,713    5,469   -2,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     26.5     37.3     33.7     33.0     93.0     96.8      7.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     146      111      167       82       76      330      275
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,638,978
COMMITMENTS
 102,526   38,235  578,193  952,255  1020074  1632975  1636502    6,003    2,477

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     23,923)
   3,697   -2,800   15,642    4,325   11,230   23,664   24,072      259     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      2.3     35.3     58.1     62.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      54       29       65       61       61      135      135
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      107,319
COMMITMENTS
  26,850   46,662   21,767   55,027   36,887  103,643  105,315    3,676    2,004

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      6,675)
      92   -1,369    3,198    3,353    4,821    6,643    6,650       33       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     43.5     20.3     51.3     34.4     96.6     98.1      3.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        8       17       19       20       38       37
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       35,555
COMMITMENTS
  13,936   12,692   12,772    8,592    9,831   35,300   35,296      255      259

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      3,033)
   1,356    1,331      933      741      604    3,030    2,868        3      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2     35.7     35.9     24.2     27.7     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       12       10       10       16       22       33
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,517,569
COMMITMENTS
 516,935   64,842  678,320  1292450  1755664  2487705  2498826   29,864   18,743

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     26,812)
  27,462    1,969  -11,203   13,531   39,447   29,790   30,213   -2,978   -3,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      2.6     26.9     51.3     69.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      34       18       42       92       85      142      131
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,021,282
COMMITMENTS
  69,261  172,895  248,792  695,072  594,365  1013125  1016052    8,157    5,230

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     19,491)
  -3,914    5,377   16,087    7,366   -2,400   19,539   19,064      -48      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     16.9     24.4     68.1     58.2     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      24       24       34       40       38       82       78
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,117
COMMITMENTS
   1,250        0      105    5,251    6,235    6,606    6,340      510      776

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        215)
     395        0       15      120      185      530      200     -315       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      0.0      1.5     73.8     87.6     92.8     89.1      7.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13       16       17       17
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        8,185
COMMITMENTS
     555      680      140    7,349    7,152    8,044    7,972      141      213

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        261)
     145       50       70       46      141      261      261        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      8.3      1.7     89.8     87.4     98.3     97.4      1.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       15       14       17       17
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       20,044
COMMITMENTS
   6,651   10,172    4,178    8,840    5,194   19,669   19,544      375      500

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      2,333)
     570      814      870      973    1,148    2,413    2,832      -80     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     50.7     20.8     44.1     25.9     98.1     97.5      1.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       18       22       10       11       33       35
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,450
COMMITMENTS
   3,870    3,735    2,170    3,085    2,790    9,125    8,695      325      755

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        280)
     315     -110      430     -465     -160      280      160        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0     39.5     23.0     32.6     29.5     96.6     92.0      3.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7       10       12        7        7       21       22
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,158
COMMITMENTS
   2,065    2,151      382   15,353   15,140   17,800   17,673      358      485

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      2,661)
     119      361      123    2,401    2,243    2,643    2,727       19      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     11.8      2.1     84.6     83.4     98.0     97.3      2.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        6        7       35       40       48       50
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,880
COMMITMENTS
     125      604       48    1,235      984    1,408    1,636      472      244

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        214)
      47       26       18      277      278      342      322     -128     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     32.1      2.6     65.7     52.3     74.9     87.0     25.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       20       15       24       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      135,898
COMMITMENTS
   2,461    2,684   15,605  116,152  115,980  134,218  134,269    1,680    1,629

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        250)
     240      -29      102      -64      190      277      263      -27      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      2.0     11.5     85.5     85.3     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        4       32       32       38       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,758
COMMITMENTS
   2,602      276    2,217   17,747   20,407   22,566   22,900    1,192      858

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        738)
      41      220      -78      765      335      728      478       10      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      1.2      9.3     74.7     85.9     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       20       16       23       19
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,306
COMMITMENTS
       0    1,506      128    6,813    5,379    6,941    7,013    1,365    1,293

CHANGES FROM 10/02/12 (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     18.1      1.5     82.0     64.8     83.6     84.4     16.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       15       19       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,026
COMMITMENTS
   3,070      363      389    7,774   10,878   11,233   11,629      793      397

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:       -208)
    -320        1       -1       81     -193     -240     -192       32      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      3.0      3.2     64.6     90.5     93.4     96.7      6.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       16       20       19       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,469
COMMITMENTS
     330    1,480      658   17,324   17,251   18,312   19,389    2,157    1,080

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:          8)
       0        0        0      120        8      120        8     -112        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      7.2      3.2     84.6     84.3     89.5     94.7     10.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       24       23       27       26
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,544
COMMITMENTS
   1,290        0      120    5,519    7,033    6,929    7,153    1,615    1,391

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0     -130      -10     -130      -10      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      0.0      1.4     64.6     82.3     81.1     83.7     18.9     16.3

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 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,212
COMMITMENTS
     986    1,904    1,690    7,765    7,677   10,441   11,271    1,771      941

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:       -216)
    -200     -240        0      -40       24     -240     -216       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     15.6     13.8     63.6     62.9     85.5     92.3     14.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,912
COMMITMENTS
     248    2,390      796    9,127    8,260   10,171   11,446    1,741      466

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:         16)
       0      120        0       16     -104       16       16        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     20.1      6.7     76.6     69.3     85.4     96.1     14.6      3.9

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 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,312
COMMITMENTS
       0        0        0   55,312   55,312   55,312   55,312        0        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:         62)
       0        0        0       62       62       62       62        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:       28)
       0        0        0       20       15       20       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      908,489
COMMITMENTS
       0        0        0  908,489  908,489  908,489  908,489        0        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      2,376)
       0        0        0    2,376    2,376    2,376    2,376        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       17       20       17       20
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       79,250
COMMITMENTS
       0        0        0   78,995   79,079   78,995   79,079      255      171

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       28       16       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,058,226
COMMITMENTS
       0        0        0  1058226  1058226  1058226  1058226        0        0

CHANGES FROM 10/02/12 (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:       34)
       0        0        0       18       23       18       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,444
COMMITMENTS
   5,520        0    4,900   49,769   55,544   60,189   60,444      255        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        147)
       0        0        0      147      147      147      147        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      8.1     82.3     91.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       22       30       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,161,406
COMMITMENTS
  39,741  105,450   12,891  1108774  1043065  1161406  1161406        0        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      9.1      1.1     95.5     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        1       28       25       32       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| 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 10/02/12 (CHANGE IN OPEN INTEREST:         84)
       0       84        0       84        0       84       84        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 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,841
COMMITMENTS
     640    5,420        0   38,691   34,421   39,331   39,841      510        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      1,295)
       0        0        0    1,295    1,295    1,295    1,295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     13.6      0.0     97.1     86.4     98.7    100.0      1.3      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 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,319
COMMITMENTS
   7,104        0    1,805   15,410   22,514   24,319   24,319        0        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      0.0      7.4     63.4     92.6    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 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,467
COMMITMENTS
     192    1,675        0   13,423   12,664   13,615   14,339      852      128

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:         -0)
       0      -84        0       -0       84       -0       -0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     11.6      0.0     92.8     87.5     94.1     99.1      5.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       18       13       19       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| 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 10/02/12 (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 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      913,873
COMMITMENTS
  11,850  126,970        0  902,023  786,903  913,873  913,873        0        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     13.9      0.0     98.7     86.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       17       17       18
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      455,101
COMMITMENTS
  72,490      461   82,950  299,661  371,690  455,101  455,101        0        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.1     18.2     65.8     81.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       14       13       16       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,673
COMMITMENTS
     353      186      160    9,140    9,323    9,653    9,669       20        4

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        -25)
      16       21      -21      -21      -25      -25      -25       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.9      1.7     94.5     96.4     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 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,010
COMMITMENTS
   2,175        0        0   28,254   30,635   30,429   30,635      581      375

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     -2,205)
       0        0        0   -2,295   -2,230   -2,295   -2,230       90       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      0.0     91.1     98.8     98.1     98.8      1.9      1.2

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 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,375
COMMITMENTS
     151      675       42    8,871    8,245    9,064    8,962      311      413

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        -20)
      -5        0       -4      -26       -6      -35      -10       15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      7.2      0.4     94.6     87.9     96.7     95.6      3.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       23       21       25       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,409
COMMITMENTS
     930        0        0   10,239   11,305   11,169   11,305      240      104

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        114)
       0        0        0       84       84       84       84       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      0.0     89.7     99.1     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       22       20       23       20
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,037
COMMITMENTS
     138       25        0    4,377    4,822    4,515    4,847      522      190

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        172)
       0        0        0       61      179       61      179      111       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.5      0.0     86.9     95.7     89.6     96.2     10.4      3.8

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 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,526,868
COMMITMENTS
 377,616  109,417  873,893  1187709  1458130  2439218  2441440   87,650   85,429

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        442)
    -231    9,628   19,958  -20,436  -37,241     -709   -7,655    1,151    8,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      4.3     34.6     47.0     57.7     96.5     96.6      3.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     169      110      218       96      104      366      348
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      169,497
COMMITMENTS
  52,127   28,753   28,376   88,278  109,541  168,780  166,670      717    2,827

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      8,834)
     870    6,646      658    7,332    1,310    8,859    8,614      -25      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8     17.0     16.7     52.1     64.6     99.6     98.3      0.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        8       12       23       25       36       39
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      180,559
COMMITMENTS
  55,528   15,119      657   77,668  107,871  133,853  123,647   46,706   56,912

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      3,610)
     190      -90      -93    3,166    3,736    3,263    3,553      347       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8      8.4      0.4     43.0     59.7     74.1     68.5     25.9     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        3       16       16       22       22
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,879
COMMITMENTS
   9,978    1,705   19,299   36,925   45,780   66,202   66,784    2,676    2,094

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:       -590)
    -140     -525      162     -598     -208     -576     -572      -13      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      2.5     28.0     53.6     66.5     96.1     97.0      3.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14       11       20       22       24       46       46
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      347,240
COMMITMENTS
  27,409    1,782   65,234  249,590  270,589  342,233  337,606    5,007    9,635

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:       -685)
    -636      -79       50      105     -341     -481     -369     -204     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.5     18.8     71.9     77.9     98.6     97.2      1.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12        3       15       32       32       47       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       84,972
COMMITMENTS
   5,834   10,854    2,874   73,380   66,977   82,088   80,705    2,884    4,267

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     -1,570)
    -468        0     -747     -123     -666   -1,338   -1,413     -232     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     12.8      3.4     86.4     78.8     96.6     95.0      3.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        7        8       22       19       32       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,721
COMMITMENTS
   2,775    2,804    1,673   29,558   29,717   34,006   34,194    2,715    2,527

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     -4,297)
    -281    1,056   -1,203   -3,008   -3,896   -4,492   -4,043      195     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      7.6      4.6     80.5     80.9     92.6     93.1      7.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        3       14       13       19       19
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,620
COMMITMENTS
     444    3,546      766   37,361   30,310   38,571   34,622   23,049   26,998

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        667)
     444       55      292      327      106    1,063      453     -396      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      5.8      1.2     60.6     49.2     62.6     56.2     37.4     43.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3       14       16       17       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,086
COMMITMENTS
   3,310    5,831   11,929   16,921   16,006   32,159   33,766    4,927    3,320

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      1,990)
     147     -267    1,723      430    1,342    2,300    2,798     -310     -808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     15.7     32.2     45.6     43.2     86.7     91.0     13.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       10       15       15       16       32       35
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,672
COMMITMENTS
   4,728    1,069      303    4,035    7,791    9,067    9,163      605      509

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        -10)
     232      -96       12     -150       56       94      -27     -103       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.9     11.0      3.1     41.7     80.6     93.7     94.7      6.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        9       10       15       13       32       28
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      107,944
COMMITMENTS
   4,175      505    7,563   88,658   90,439  100,396   98,507    7,548    9,437

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      1,511)
    -242      174     -101    1,588    1,215    1,245    1,289      266      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.5      7.0     82.1     83.8     93.0     91.3      7.0      8.7

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 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,235
COMMITMENTS
  15,583    2,761      656    4,873   19,105   21,112   22,522    2,123      713

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        -73)
     329     -158      -19     -268       36       41     -142     -114       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.1     11.9      2.8     21.0     82.2     90.9     96.9      9.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      73       20       10       28       40      107       66
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       72,099
COMMITMENTS
  51,337    5,147    4,181    9,740   60,736   65,258   70,064    6,841    2,035

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      5,681)
   3,469     -190    1,278      988    4,482    5,735    5,571      -54      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.2      7.1      5.8     13.5     84.2     90.5     97.2      9.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
     112       23       22       32       40      153       78
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      293,805
COMMITMENTS
 111,968   37,055   43,121  111,903  200,200  266,993  280,376   26,812   13,429

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      3,081)
  -2,814     -799     -511    3,614    2,300      288      990    2,792    2,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     12.6     14.7     38.1     68.1     90.9     95.4      9.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      84       22       58       76       89      187      153
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,660
COMMITMENTS
   7,247      156    1,299   10,896   16,953   19,442   18,408    2,218    3,252

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      1,262)
     243        0      100    1,050    1,190    1,393    1,290     -131      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      0.7      6.0     50.3     78.3     89.8     85.0     10.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       14       19       18       22
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        8,621
COMMITMENTS
     150        0        0    7,654    7,688    7,804    7,688      817      933

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     88.8     89.2     90.5     89.2      9.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       15       15       15
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,479
COMMITMENTS
     500      465      135    7,814    7,879    8,449    8,479       30        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        747)
       0        0        0      747      747      747      747        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      5.5      1.6     92.2     92.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1       10       10       15       11
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,630
COMMITMENTS
     102    6,838      289   12,239    5,338   12,630   12,465        0      165

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:        961)
       0      449        0      961      512      961      961        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     54.1      2.3     96.9     42.3    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        5        3       32       24       35       31
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,870
COMMITMENTS
   2,406      175        0   44,258   46,665   46,664   46,840      206       30

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      2,334)
     200       25        0    2,134    2,309    2,334    2,334        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.4      0.0     94.4     99.6     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        1        0       46       30       53       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,960
COMMITMENTS
     338      150        0    9,412    9,810    9,750    9,960      210        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:       -523)
       0      150        0     -523     -673     -523     -523        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.5      0.0     94.5     98.5     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       15       13       17       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,145
COMMITMENTS
     450    3,725      150   10,365    7,270   10,965   11,145      180        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:       -315)
       0     -300        0     -315      -15     -315     -315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     33.4      1.3     93.0     65.2     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        1       25       19       27       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,660
COMMITMENTS
   4,811    5,787   10,701   38,947   38,126   54,459   54,614      201       46

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      4,230)
    -296       44    1,256    3,336    2,996    4,296    4,296      -66      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     10.6     19.6     71.3     69.8     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        2        6       46       41       56       48
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,664
COMMITMENTS
   1,754    3,269    1,221   11,582    9,934   14,557   14,424      107      240

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      1,068)
    -146      222      493      703      353    1,050    1,068       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     22.3      8.3     79.0     67.7     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        4       23       20       28       26
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,002
COMMITMENTS
   3,390      306    3,780   15,616   18,901   22,786   22,987      216       15

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      1.3     16.4     67.9     82.2     99.1     99.9      0.9      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 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,016
COMMITMENTS
   4,461    2,816      159   21,218   18,538   25,838   21,513    1,178    5,503

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      1,466)
      71       92      -42    1,202     -750    1,231     -700      235    2,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     10.4      0.6     78.5     68.6     95.6     79.6      4.4     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       15       20       17       22
```

----

Updated October 12, 2012