```
  
 
IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       99,759
COMMITMENTS
     102    2,032    2,851   96,782   94,852   99,735   99,735       24       24

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        236)
       0     -275       31      181      469      212      225       24       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.0      2.9     97.0     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        3        9       13       14       17
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,627
COMMITMENTS
       0    1,122    1,353   42,881   42,113   44,234   44,588      393       39

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      1,333)
       0     -410      365      962    1,399    1,327    1,354        6      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      3.0     96.1     94.4     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       0        3        2       39       41       41       44
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,096
COMMITMENTS
       0       80        0    7,909    7,806    7,909    7,886      187      210

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        824)
       0        0        0      834      834      834      834      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     97.7     96.4     97.7     97.4      2.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       23       24       23       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,507
COMMITMENTS
     483      322      823   13,957   14,300   15,263   15,445    1,244    1,062

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      1,953)
      11       77      160    1,801    1,694    1,972    1,931      -19       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      2.0      5.0     84.6     86.6     92.5     93.6      7.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        2        4       40       43       44       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,710
COMMITMENTS
     356      213      390    6,322    6,370    7,068    6,973      642      737

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        493)
      69      -27        9      448      431      526      413      -33       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      2.8      5.1     82.0     82.6     91.7     90.4      8.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        4        6       45       49       52       57
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,450
COMMITMENTS
       0        0        0    5,851    5,956    5,851    5,956      599      494

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        313)
       0        0        0      272      317      272      317       41       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.7     92.3     90.7     92.3      9.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       20       19       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,678
COMMITMENTS
     105      638       43    5,974    5,705    6,122    6,386      556      292

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        451)
       0       20       24      530      398      554      442     -103        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      9.6      0.6     89.5     85.4     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       25       28       27       30
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,480
COMMITMENTS
      90        0       50    1,962    1,854    2,102    1,904      378      576

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        240)
      -5        0       45      210      149      250      194      -10       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      2.0     79.1     74.8     84.8     76.8     15.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       19       18       22       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,137
COMMITMENTS
     208       52       51    1,433    1,697    1,692    1,800      445      337

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        341)
      31        0        0      252      323      283      323       58       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      2.4      2.4     67.1     79.4     79.2     84.2     20.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       18       18       21       21
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,455
COMMITMENTS
       0        0        0    7,320    7,425    7,320    7,425      135       30

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        860)
       0        0        0      890      860      890      860      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.2     99.6     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       17       22       17
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,475
COMMITMENTS
       0      231      150    8,966    9,051    9,116    9,432      359       43

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        312)
       0        0        0      314      306      314      306       -2        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      1.6     94.6     95.5     96.2     99.5      3.8      0.5

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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,113
COMMITMENTS
       0      630      288   22,765   22,195   23,053   23,113       60        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        603)
       0      435       48      555      120      603      603        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      1.2     98.5     96.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       25       26       26       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      359,291
COMMITMENTS
  58,541   18,421   71,936  178,139  247,320  308,616  337,677   50,675   21,614

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      3,895)
   4,136   -6,386    1,400   -2,633   11,532    2,903    6,546      993   -2,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      5.1     20.0     49.6     68.8     85.9     94.0     14.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      51       24       46       76       83      151      134
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,235,042
COMMITMENTS
 281,160  343,756  426,013  436,148  421,450  1143320  1191219   91,722   43,823

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      1,448)
   9,611   16,353  -34,055   20,688   14,728   -3,755   -2,974    5,203    4,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     27.8     34.5     35.3     34.1     92.6     96.5      7.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     142      104      161       78       74      316      259
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,646,285
COMMITMENTS
 103,813   33,938  586,403  950,432  1023338  1640648  1643678    5,637    2,606

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      7,306)
   1,286   -4,297    8,209   -1,823    3,264    7,673    7,177     -366      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      2.1     35.6     57.7     62.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      51       32       64       64       60      137      134
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      128,219
COMMITMENTS
  29,517   43,998   34,865   59,811   47,276  124,193  126,139    4,026    2,080

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     20,900)
   2,667   -2,664   13,099    4,784   10,389   20,550   20,823      350       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     34.3     27.2     46.6     36.9     96.9     98.4      3.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11        9       18       21       23       42       41
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       44,493
COMMITMENTS
  16,788   15,325   15,764   11,670   13,027   44,223   44,116      269      377

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      8,938)
   2,853    2,633    2,992    3,078    3,195    8,923    8,820       14      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7     34.4     35.4     26.2     29.3     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       12       10       10       17       22       34
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,585,143
COMMITMENTS
 531,072   64,658  703,350  1320106  1796641  2554528  2564649   30,615   20,494

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     67,574)
  14,137     -184   25,030   27,656   40,977   66,823   65,823      751    1,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      2.5     27.2     51.1     69.5     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      34       18       40       92       85      142      129
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,056,022
COMMITMENTS
  90,024  224,987  236,643  721,916  589,114  1048583  1050744    7,439    5,278

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     34,740)
  20,763   52,092  -12,149   26,844   -5,251   35,458   34,692     -718       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     21.3     22.4     68.4     55.8     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       25       35       41       39       84       79
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,701
COMMITMENTS
   1,315        0      110    5,706    6,860    7,131    6,970      570      731

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        584)
      65        0        5      454      625      524      630       60      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      0.0      1.4     74.1     89.1     92.6     90.5      7.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        2       12       16       16       18
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       20,579
COMMITMENTS
   6,936    9,157    4,536    8,707    5,513   20,179   19,206      400    1,373

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        535)
     285   -1,015      358     -133      319      510     -338       25      873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     44.5     22.0     42.3     26.8     98.1     93.3      1.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10       13       20       10       10       32       31
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,540
COMMITMENTS
   3,840    3,730    2,270    3,170    2,870    9,280    8,870      260      670

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:         90)
     -30       -5      100       85       80      155      175      -65      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3     39.1     23.8     33.2     30.1     97.3     93.0      2.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9       10       14        7        7       23       24
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,433
COMMITMENTS
   1,920    2,309      570   17,622   17,119   20,112   19,998      321      435

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      2,275)
    -145      158      187    2,270    1,980    2,312    2,325      -37      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     11.3      2.8     86.2     83.8     98.4     97.9      1.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10        5        9       35       41       50       53
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,122
COMMITMENTS
     315        0       57    2,049    2,474    2,421    2,531      701      591

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        161)
      56        0      -66      218      177      208      111      -47       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.0      1.8     65.6     79.2     77.5     81.1     22.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       16       18       17
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,044
COMMITMENTS
     144      604       53    1,466    1,072    1,663    1,729      381      315

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        164)
      19        0        5      231       88      255       93      -91       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     29.5      2.6     71.7     52.4     81.4     84.6     18.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        3       22       18       26       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      136,670
COMMITMENTS
   2,461    2,784   15,764  116,882  116,450  135,107  134,998    1,563    1,672

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        772)
      -1      100      159      731      470      889      729     -117       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      2.0     11.5     85.5     85.2     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        4       33       33       39       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,807
COMMITMENTS
   2,562      396    2,149   17,932   20,524   22,643   23,069    1,164      738

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:         49)
     -40      120      -68      185      117       77      169      -28     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      1.7      9.0     75.3     86.2     95.1     96.9      4.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       21       17       24       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,292
COMMITMENTS
       0    1,506      128    6,819    5,379    6,947    7,013    1,345    1,279

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        -14)
       0        0        0        6       -0        6       -0      -20      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.2      1.5     82.2     64.9     83.8     84.6     16.2     15.4

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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,012
COMMITMENTS
   3,070      362      389    7,770   10,862   11,229   11,613      783      399

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        -14)
       0       -0        0       -4      -16       -4      -16      -10        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      3.0      3.2     64.7     90.4     93.5     96.7      6.5      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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,849
COMMITMENTS
     330    1,480      658   17,684   17,631   18,672   19,769    2,177    1,080

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      360      380      360      380       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      7.1      3.2     84.8     84.6     89.6     94.8     10.4      5.2

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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,524
COMMITMENTS
   1,290        0      120    5,519    7,033    6,929    7,153    1,595    1,371

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0        0        0        0        0      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      0.0      1.4     64.7     82.5     81.3     83.9     18.7     16.1

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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,232
COMMITMENTS
   1,006    1,904    1,690    7,757    7,673   10,453   11,267    1,779      965

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:         20)
      20        0        0       -8       -4       12       -4        8       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     15.6     13.8     63.4     62.7     85.5     92.1     14.5      7.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,032
COMMITMENTS
     248    2,390      796    9,127    8,380   10,171   11,566    1,861      466

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        120)
       0        0        0        0      120        0      120      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     19.9      6.6     75.9     69.6     84.5     96.1     15.5      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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,825
COMMITMENTS
       0        0        0   55,570   55,570   55,570   55,570      255      255

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        513)
       0        0        0      258      258      258      258      255      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5     99.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       16       20       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      911,928
COMMITMENTS
       0        0        0  911,928  911,928  911,928  911,928        0        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      3,439)
       0        0        0    3,439    3,439    3,439    3,439        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       20       18       20
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| 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 10/09/12 (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 10/16/12          |
--------------------------------------------------------------| 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 10/09/12 (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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,564
COMMITMENTS
   5,520        0    4,900   49,889   55,664   60,309   60,564      255        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      8.1     82.4     91.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       23       30       25
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| 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 10/09/12 (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 10/16/12          |
--------------------------------------------------------------| 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 10/09/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.1      0.0     99.9     90.8     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       14       19       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,477
COMMITMENTS
     640    5,420        0   39,327   35,057   39,967   40,477      510        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        636)
       0        0        0      636      636      636      636        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     13.4      0.0     97.2     86.6     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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,495
COMMITMENTS
   6,884        0    2,025   15,586   22,470   24,495   24,495        0        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        176)
    -220        0      220      176      -44      176      176        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      0.0      8.3     63.6     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       11       16       13       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| 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 10/09/12 (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     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 10/16/12          |
--------------------------------------------------------------| 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 10/09/12 (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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      927,913
COMMITMENTS
  11,850  126,970        0  916,063  800,943  927,913  927,913        0        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     14,040)
       0        0        0   14,040   14,040   14,040   14,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     13.7      0.0     98.7     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       18       17       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      455,910
COMMITMENTS
  73,299      461   82,950  299,661  372,499  455,910  455,910        0        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        809)
     809        0        0        0      809      809      809        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      0.1     18.2     65.7     81.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       14       13       17       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,606
COMMITMENTS
     373      182      153    9,060    9,267    9,586    9,602       20        3

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        -67)
      20       -4       -7      -80      -56      -67      -67        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      1.9      1.6     94.3     96.5     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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,882
COMMITMENTS
   2,175        0        0   28,031   30,412   30,206   30,412      676      470

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:       -128)
       0        0        0     -223     -223     -223     -223       95       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      0.0     90.8     98.5     97.8     98.5      2.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        0       33       37       35       37
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,579
COMMITMENTS
     120      684       73    9,040    8,409    9,233    9,166      346      413

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        204)
     -31        9       31      169      164      169      204       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      7.1      0.8     94.4     87.8     96.4     95.7      3.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        1       23       21       25       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,472
COMMITMENTS
     855        0        0   10,205   11,320   11,060   11,320      412      152

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:         63)
     -75        0        0      -34       15     -109       15      172       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.0      0.0     89.0     98.7     96.4     98.7      3.6      1.3

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 10/16/12          |
--------------------------------------------------------------| 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 10/09/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,553,356
COMMITMENTS
 376,728  106,830  878,942  1214814  1487499  2470484  2473271   82,872   80,085

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     26,488)
    -888   -2,587    5,049   27,105   29,369   31,266   31,832   -4,778   -5,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      4.2     34.4     47.6     58.3     96.8     96.9      3.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     179      108      221       99      101      382      345
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      191,833
COMMITMENTS
  53,783   37,028   35,480  101,553  116,050  190,816  188,558    1,018    3,275

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     22,336)
   1,656    8,275    7,104   13,275    6,509   22,036   21,888      301      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     19.3     18.5     52.9     60.5     99.5     98.3      0.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        9       12       23       26       37       41
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      182,158
COMMITMENTS
  56,324   15,275      657   77,528  108,839  134,509  124,771   47,649   57,387

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      1,599)
     796      156        0     -140      968      656    1,124      943      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      8.4      0.4     42.6     59.7     73.8     68.5     26.2     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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,569
COMMITMENTS
   9,362    1,779   18,432   38,039   46,202   65,833   66,413    2,736    2,157

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:       -309)
    -616       74     -867    1,115      422     -369     -371       60       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      2.6     26.9     55.5     67.4     96.0     96.9      4.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       11       19       22       24       45       45
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      348,021
COMMITMENTS
  27,156    1,981   65,333  250,579  271,047  343,068  338,361    4,952    9,660

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        781)
    -253      199       98      989      458      835      755      -54       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.6     18.8     72.0     77.9     98.6     97.2      1.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        4       15       32       32       47       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       81,759
COMMITMENTS
   5,813   10,379    3,103   69,587   63,463   78,503   76,945    3,256    4,814

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -3,213)
     -21     -475      229   -3,793   -3,514   -3,585   -3,760      372      547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     12.7      3.8     85.1     77.6     96.0     94.1      4.0      5.9

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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,731
COMMITMENTS
   2,866    2,538      800   30,634   31,101   34,300   34,439    2,431    2,292

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:         10)
      91     -266     -873    1,076    1,384      294      245     -284     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      6.9      2.2     83.4     84.7     93.4     93.8      6.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        3       15       15       20       20
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,561
COMMITMENTS
       0    3,942    2,251   37,927   30,166   40,178   36,359   22,383   26,202

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        941)
    -444      396    1,485      566     -144    1,607    1,737     -666     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      3.6     60.6     48.2     64.2     58.1     35.8     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        5        4       14       16       18       21
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,620
COMMITMENTS
   4,324    6,810   12,675   17,577   15,795   34,575   35,279    4,044    3,341

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      1,534)
   1,014      979      746      657     -211    2,416    1,513     -882       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     17.6     32.8     45.5     40.9     89.5     91.3     10.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       10       16       15       16       33       36
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,787
COMMITMENTS
   4,387      887      154    3,687    7,245    8,227    8,286      560      501

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:       -885)
    -342     -181     -149     -349     -546     -840     -877      -45       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.9     10.1      1.8     42.0     82.5     93.6     94.3      6.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        8        7       14       12       28       25
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      109,317
COMMITMENTS
   4,543      574    7,325   89,368   91,797  101,236   99,697    8,081    9,620

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      1,373)
     367       69     -238      710    1,359      840    1,190      533      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.5      6.7     81.8     84.0     92.6     91.2      7.4      8.8

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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,139
COMMITMENTS
  14,742    2,534      838    4,701   18,063   20,281   21,434    1,858      705

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -1,096)
    -841     -227      181     -172   -1,042     -831   -1,088     -265       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.6     11.4      3.8     21.2     81.6     91.6     96.8      8.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      73       21       15       31       38      113       68
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       72,329
COMMITMENTS
  50,734    4,914    4,570   10,359   60,773   65,664   70,258    6,665    2,071

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        230)
    -602     -233      389      619       37      406      194     -176       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.1      6.8      6.3     14.3     84.0     90.8     97.1      9.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
     109       18       21       32       43      148       76
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      300,538
COMMITMENTS
 111,713   36,521   44,931  117,547  205,493  274,190  286,946   26,347   13,592

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      6,733)
    -255     -534    1,810    5,643    5,293    7,198    6,570     -465      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     12.2     15.0     39.1     68.4     91.2     95.5      8.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      80       22       53       76       88      181      144
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,413
COMMITMENTS
   7,432       81    1,404   11,071   17,083   19,907   18,568    2,506    3,845

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        753)
     185      -75      105      175      130      465      160      288      593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2      0.4      6.3     49.4     76.2     88.8     82.8     11.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        4       15       19       19       23
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,581
COMMITMENTS
     500      465      135    7,916    7,981    8,551    8,581       30        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        102)
       0        0        0      102      102      102      102        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      5.4      1.6     92.3     93.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       11       15       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,221
COMMITMENTS
     102    6,982      289   12,830    5,785   13,221   13,056        0      165

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        591)
       0      144        0      591      447      591      591        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     52.8      2.2     97.0     43.8    100.0     98.8      0.0      1.2

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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       49,618
COMMITMENTS
   2,228      175        0   47,064   49,373   49,292   49,548      326       70

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      2,748)
    -178        0        0    2,806    2,708    2,628    2,708      120       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.4      0.0     94.9     99.5     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        1        0       46       30       52       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,965
COMMITMENTS
     338      150        0   10,417   10,815   10,755   10,965      210        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      1,005)
       0        0        0    1,005    1,005    1,005    1,005        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      1.4      0.0     95.0     98.6     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       17       15       19       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,965
COMMITMENTS
     450    2,975      550   10,785    8,440   11,785   11,965      180        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        820)
       0     -750      400      420    1,170      820      820        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     24.9      4.6     90.1     70.5     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        2       26       22       29       27
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,814
COMMITMENTS
   5,053    4,722   11,119   41,461   41,899   57,633   57,740      181       74

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      3,154)
     242   -1,065      418    2,514    3,773    3,174    3,126      -20       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      8.2     19.2     71.7     72.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        3        5       48       43       58       49
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,178
COMMITMENTS
   1,799    3,473    1,242   12,030   10,205   15,071   14,920      107      258

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        514)
      45      204       21      448      271      514      496        0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     22.9      8.2     79.3     67.2     99.3     98.3      0.7      1.7

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 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,992
COMMITMENTS
   3,990      306    3,780   15,976   19,891   23,746   23,977      246       15

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        990)
     600        0        0      360      990      960      990       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      1.3     15.8     66.6     82.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        5       13       13       18       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,667
COMMITMENTS
   4,868    2,650      325   22,219   21,885   27,412   24,860    1,255    3,807

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      1,651)
     407     -166      166    1,001    3,347    1,574    3,347       77   -1,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      9.2      1.1     77.5     76.3     95.6     86.7      4.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       16       22       18       24
```

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Updated June 29, 2007