```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,349
COMMITMENTS
     269        0      352   45,324   45,734   45,945   46,086      404      263

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -6,106)
    -217        0        5   -5,825   -6,123   -6,037   -6,118      -69       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.8     97.8     98.7     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        0        2       38       44       40       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,456
COMMITMENTS
       0        0        0   17,296   17,428   17,296   17,428      160       28

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,245)
       0        0        0   -1,238   -1,233   -1,238   -1,233       -7      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     99.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       21       31       21       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,712
COMMITMENTS
       0      483      196    8,550    8,140    8,746    8,819      966      893

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,114)
       0      -49      -53     -983     -928   -1,036   -1,030      -78      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.0      2.0     88.0     83.8     90.1     90.8      9.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        2       33       35       35       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,263
COMMITMENTS
     392        0      154    3,765    4,236    4,311    4,390      952      873

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,635)
    -379      -38      -38   -1,452   -1,668   -1,869   -1,744      234      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.0      2.9     71.5     80.5     81.9     83.4     18.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        0        3       38       41       42       44
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,438
COMMITMENTS
      80      369        0    1,567    1,558    1,647    1,927      791      511

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -546)
     -44     -143       -6     -605     -623     -655     -772      109      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     15.1      0.0     64.3     63.9     67.6     79.0     32.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       15       17       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,438
COMMITMENTS
       0        0        0    8,252    8,312    8,252    8,312      186      126

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,009)
       0        0        0   -1,009   -1,009   -1,009   -1,009        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.8     98.5     97.8     98.5      2.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       17       16       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,283
COMMITMENTS
       0      715       95   23,968   23,473   24,063   24,283      220        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -5,382)
       0     -223       60   -5,422   -5,219   -5,362   -5,382      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      0.4     98.7     96.7     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       28       24       29       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      315,659
COMMITMENTS
  58,917   30,697   47,212  161,141  214,004  267,270  291,913   48,389   23,746

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     11,764)
   9,720    2,034     -118   -1,119    8,776    8,483   10,691    3,281    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      9.7     15.0     51.0     67.8     84.7     92.5     15.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      59       22       43       74       89      153      136
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       50,396
COMMITMENTS
       0    9,959   15,317   33,098   23,666   48,415   48,943    1,981    1,453

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      6,119)
       0      984    1,931    3,767    3,000    5,698    5,915      421      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.8     30.4     65.7     47.0     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        5        5       15       15       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,660
COMMITMENTS
      59    2,897      225   12,358    9,498   12,642   12,620       18       40

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,498)
    -200     -444       25   -3,323   -3,119   -3,498   -3,538        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     22.9      1.8     97.6     75.0     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        5        3       37       38       40       46
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,218
COMMITMENTS
     758      100        0    8,406    9,118    9,164    9,218       54        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -985)
       0       50      -50     -935     -985     -985     -985        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      1.1      0.0     91.2     98.9     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        0       23       24       27       25
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,299,313
COMMITMENTS
 267,884  395,596  470,164  482,536  382,604  1220584  1248365   78,729   50,948

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     54,111)
  -2,401   -2,668   22,339   29,229   32,285   49,167   51,957    4,944    2,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     30.4     36.2     37.1     29.4     93.9     96.1      6.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     116      133      155       80       77      298      274
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,399,605
COMMITMENTS
 103,763  168,000  980,442  1307719  1241698  2391924  2390140    7,681    9,465

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     77,899)
   4,179    4,667   43,687   28,110   28,936   75,976   77,290    1,923      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      7.0     40.9     54.5     51.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      43       37       58       64       60      132      130
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       99,935
COMMITMENTS
  16,518   11,838   25,413   55,131   60,717   97,061   97,967    2,874    1,968

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      7,324)
     568      258    3,321    3,146    3,568    7,035    7,147      289      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     11.8     25.4     55.2     60.8     97.1     98.0      2.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        6       12       10       11       23       24
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      132,225
COMMITMENTS
  61,355   51,601   51,748   14,984   28,170  128,087  131,518    4,138      707

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     12,673)
     847    1,682    7,748    1,001    3,117    9,596   12,547    3,078      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.4     39.0     39.1     11.3     21.3     96.9     99.5      3.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       17       17       12       17       31       40
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       49,009
COMMITMENTS
       0    6,870    2,072   43,374   31,683   45,446   40,625    3,563    8,384

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,780)
       0     -936     -366   -3,206   -2,851   -3,572   -4,153     -208      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.0      4.2     88.5     64.6     92.7     82.9      7.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        3       11       14       14       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,447
COMMITMENTS
       0    1,369    1,136   70,391   68,671   71,527   71,176   10,920   11,271

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,517)
    -173      664   -2,134   -2,973   -3,281   -5,280   -4,751    1,763    1,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      1.4     85.4     83.3     86.8     86.3     13.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       16       16       18       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,848,241
COMMITMENTS
 541,889  357,322  775,130  1494145  1692845  2811164  2825297   37,077   22,944

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     38,490)
  -1,648   29,198   10,968   27,760   -2,636   37,080   37,530    1,410      960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     12.5     27.2     52.5     59.4     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      31       25       48       94       88      151      139
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,345,386
COMMITMENTS
 318,201   97,598  284,069  738,846  961,700  1341116  1343367    4,270    2,019

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     77,275)
  33,747  -19,927   22,417   21,460   74,797   77,624   77,287     -349      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      7.3     21.1     54.9     71.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       20       32       42       41       79       77
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,832
COMMITMENTS
     269      852      279   11,983   11,504   12,531   12,635      301      197

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -240)
     -88      251      -46      -83     -417     -217     -212      -23      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      6.6      2.2     93.4     89.7     97.7     98.5      2.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        5        4       35       37       40       44
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,623
COMMITMENTS
      28      276       61    1,366    1,067    1,455    1,404      168      219

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -271)
       3     -156       15     -181      -67     -163     -208     -108      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     17.0      3.8     84.2     65.7     89.6     86.5     10.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       20       19       22       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      236,250
COMMITMENTS
  14,167    2,103   38,166  181,197  194,434  233,531  234,704    2,719    1,546

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,039)
  -1,892       -7    1,109    3,778    1,912    2,995    3,014       44       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.9     16.2     76.7     82.3     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        1        6       32       32       39       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,678
COMMITMENTS
   4,329      384    4,298   26,865   31,212   35,492   35,894    1,186      784

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,017)
    -181      -64      -15     -865   -1,136   -1,061   -1,215       44      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      1.0     11.7     73.2     85.1     96.8     97.9      3.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       23       22       26       26
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,359
COMMITMENTS
   3,651    1,054      551    8,308   11,415   12,510   13,020      849      338

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:         10)
      13        0       -1       -2       11        9        9        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      7.9      4.1     62.2     85.4     93.6     97.5      6.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       17       17       20       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,969
COMMITMENTS
   1,496    3,600      134   26,211   24,974   27,841   28,708    2,128    1,261

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      1,337)
     -44      910     -140    1,784      982    1,600    1,752     -263     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     12.0      0.4     87.5     83.3     92.9     95.8      7.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       23       22       25       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,343
COMMITMENTS
   1,358        0      320    6,411    6,881    8,089    7,201    1,254    2,142

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -877)
  -1,024        0      -60      290   -1,015     -794   -1,075      -83      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      0.0      3.4     68.6     73.6     86.6     77.1     13.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       17       16       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,478
COMMITMENTS
       0    2,314      416   10,671    8,962   11,087   11,692    1,391      786

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -264)
       0       78        0     -323     -272     -323     -194       59      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.5      3.3     85.5     71.8     88.9     93.7     11.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       15       13       17       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       69,053
COMMITMENTS
       0        0        0   69,053   69,053   69,053   69,053        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,326)
       0        0        0   -1,326   -1,326   -1,326   -1,326        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:       26)
       0        0        0       18       15       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,067,798
COMMITMENTS
       0        0        0  1067798  1067798  1067798  1067798        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -30,135)
       0        0        0  -30,135  -30,135  -30,135  -30,135        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:       25)
       0        0        0       17       16       17       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,674
COMMITMENTS
       0        0        0   38,674   36,134   38,674   36,134        0    2,540

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,934)
       0        0        0    3,934    1,394    3,934    1,394        0    2,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     93.4    100.0     93.4      0.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       13       16       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      698,897
COMMITMENTS
       0        0        0  698,897  698,897  698,897  698,897        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     64,832)
       0        0        0   64,832   64,832   64,832   64,832        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:       23)
       0        0        0       15       11       15       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      131,681
COMMITMENTS
       0        0        0  131,681  131,681  131,681  131,681        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,667)
       0        0        0   -1,667   -1,667   -1,667   -1,667        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:       38)
       0        0        0       17       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    1,891,774
COMMITMENTS
       0        0        0  1891774  1891774  1891774  1891774        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -85,009)
       0        0        0  -85,009  -85,009  -85,009  -85,009        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:       37)
       0        0        0       15       27       15       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       70,441
COMMITMENTS
   2,445    3,968   10,737   57,259   55,481   70,441   70,186        0      255

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,940)
    -105     -315        0   -2,835   -2,625   -2,940   -2,940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      5.6     15.2     81.3     78.8    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        3       25       19       29       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,257,160
COMMITMENTS
  75,648  142,411   23,325  1158187  1091424  1257160  1257160        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     38,136)
  38,136   65,976        0        0  -27,840   38,136   38,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     11.3      1.9     92.1     86.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        1       28       23       32       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,000
COMMITMENTS
     110      710        0   47,656   47,035   47,766   47,745      234      255

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,514)
     110      -63        0   -2,603   -2,451   -2,493   -2,514      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.5      0.0     99.3     98.0     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       17       14       18       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,116
COMMITMENTS
   2,340    2,550        0   50,182   49,972   52,522   52,522      594      594

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,392)
    -210        0        0   -1,182   -1,392   -1,392   -1,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      4.8      0.0     94.5     94.1     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       16       14       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,848
COMMITMENTS
  15,649        0    3,410   23,789   39,438   42,848   42,848        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -4,179)
  -1,806        0     -420   -1,953   -3,759   -4,179   -4,179        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      0.0      8.0     55.5     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       13       11       15       13
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,487
COMMITMENTS
     702       63        0   13,763   15,190   14,465   15,253    1,022      234

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -881)
     -63        0        0     -818     -860     -881     -860        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.4      0.0     88.9     98.1     93.4     98.5      6.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       15       16       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      842,082
COMMITMENTS
  23,400   42,079        0  818,682  800,003  842,082  842,082        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -44,904)
       0   -4,080        0  -44,904  -40,824  -44,904  -44,904        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      5.0      0.0     97.2     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       16       19       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      911,895
COMMITMENTS
  91,450        0        0  820,445  911,895  911,895  911,895        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -51,408)
  -8,160        0        0  -43,248  -51,408  -51,408  -51,408        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.0      0.0     90.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       15       14       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,298
COMMITMENTS
     384        0      245    6,641    7,045    7,270    7,290       28        8

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        292)
     -74        0       94      273      197      292      291       -1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      3.4     91.0     96.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       15       18       18       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,487
COMMITMENTS
      85        0        0   16,940   17,010   17,025   17,010      462      477

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,494)
    -155        0        0   -1,533   -1,496   -1,688   -1,496      194        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     96.9     97.3     97.4     97.3      2.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       29       34       30       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,138
COMMITMENTS
     248        0       30    7,333    7,618    7,611    7,648      527      490

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -694)
      98      -60       30     -717     -549     -589     -579     -105     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      0.4     90.1     93.6     93.5     94.0      6.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       15       17       18       18
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,426
COMMITMENTS
       0        0        0    7,877    7,898    7,877    7,898      549      528

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -782)
     -30        0      -15     -676     -713     -721     -728      -61      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.5     93.7     93.5     93.7      6.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       13       15       13
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,431,316
COMMITMENTS
 337,776   92,439  854,306  1136223  1416357  2328305  2363103  103,012   68,214

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    110,702)
  -4,524   -6,211   52,255   55,933   59,542  103,664  105,585    7,038    5,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      3.8     35.1     46.7     58.3     95.8     97.2      4.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     163       96      217       96       98      357      328
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      234,249
COMMITMENTS
  69,489   43,404   58,839  103,503  126,619  231,831  228,862    2,418    5,387

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     25,603)
   3,279   11,603    8,660   12,321    4,142   24,260   24,405    1,343    1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     18.5     25.1     44.2     54.1     99.0     97.7      1.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       11       12       21       24       33       41
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      188,543
COMMITMENTS
  50,963    9,932    1,635   87,684  114,589  140,282  126,156   48,261   62,387

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -9,570)
  -1,436      530      462   -4,718   -6,380   -5,692   -5,388   -3,878   -4,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      5.3      0.9     46.5     60.8     74.4     66.9     25.6     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        6       13       16       20       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,215
COMMITMENTS
  13,574    1,281   16,670   54,544   67,711   84,788   85,662    4,427    3,553

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        760)
     714      122      -97      221      781      838      807      -78      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      1.4     18.7     61.1     75.9     95.0     96.0      5.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15        8       20       23       25       47       46
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      455,779
COMMITMENTS
  27,025    1,443   74,651  341,506  365,257  443,183  441,351   12,596   14,428

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      2,161)
       8      198     -210    2,378    2,138    2,176    2,126      -15       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.3     16.4     74.9     80.1     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        2       11       32       32       43       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,252
COMMITMENTS
     600      325      450   16,202   16,477   17,252   17,252        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,938)
     600     -517     -125   -3,404   -2,296   -2,929   -2,938       -9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.9      2.6     93.9     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       24       24       27       28
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       72,111
COMMITMENTS
   4,818   12,005    8,227   55,476   44,634   68,521   64,866    3,590    7,245

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,648)
      28   -1,788   -1,743     -356    1,159   -2,071   -2,372      423      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     16.6     11.4     76.9     61.9     95.0     90.0      5.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        5       10       23       18       34       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,649
COMMITMENTS
   3,305    1,972    7,100   30,009   30,382   40,414   39,454    2,235    3,195

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,406)
  -1,765      325   -1,384    1,373     -381   -1,776   -1,440      370       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      4.6     16.6     70.4     71.2     94.8     92.5      5.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        4       13       15       18       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,560
COMMITMENTS
   2,950        0      702    4,830    7,810    8,482    8,512       78       48

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        100)
    -125        0      420     -225     -350       70       70       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5      0.0      8.2     56.4     91.2     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       11       13       15       14
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,988
COMMITMENTS
   5,913    3,321    6,796    9,402   11,660   22,111   21,777    3,877    4,211

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        997)
      52      -59     -117      336    1,008      271      832      726      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     12.8     26.2     36.2     44.9     85.1     83.8     14.9     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        7       10       11       11       27       22
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,622
COMMITMENTS
   2,102    1,133      958    9,618   10,871   12,678   12,962      944      660

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        359)
     612     -182      -12     -131      584      468      390     -109      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      8.3      7.0     70.6     79.8     93.1     95.2      6.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        6        9       15       14       26       28
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,773
COMMITMENTS
   2,352      206   12,701   74,199   74,438   89,251   87,345    9,522   11,428

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      5,545)
    -623      -96      482    4,320    4,477    4,180    4,863    1,366      682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.2     12.9     75.1     75.4     90.4     88.4      9.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        6       22       23       28       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,088
COMMITMENTS
  13,011    2,667      516    6,345   18,180   19,872   21,363    2,216      725

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      1,577)
   1,403     -362      -61     -112    2,275    1,230    1,852      347     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.9     12.1      2.3     28.7     82.3     90.0     96.7     10.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      71       23       12       26       39      104       71
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       47,227
COMMITMENTS
  31,819    5,538      550    8,244   38,918   40,613   45,006    6,615    2,221

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:         74)
     365     -468       31      -90      605      306      168     -232      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.4     11.7      1.2     17.5     82.4     86.0     95.3     14.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      82       28       13       23       39      109       77
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      348,221
COMMITMENTS
 104,049   16,449   46,617  170,936  271,313  321,601  334,378   26,619   13,843

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      8,443)
   3,657   -1,301    3,278    1,084    6,300    8,019    8,277      425      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9      4.7     13.4     49.1     77.9     92.4     96.0      7.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      89       17       51       84       90      192      143
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,288
COMMITMENTS
   8,193      209      571    8,415   16,847   17,179   17,627    4,109    3,661

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,426)
  -1,554     -481      -17     -360     -330   -1,931     -828     -495   -1,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5      1.0      2.7     39.5     79.1     80.7     82.8     19.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        3        8       20       14       24
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,790
COMMITMENTS
     296    1,689      254    7,184    5,797    7,734    7,740       56       50

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        -37)
    -100       53       50       13     -140      -37      -37        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     21.7      3.3     92.2     74.4     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       28       26       31       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       48,793
COMMITMENTS
     825        0        0   46,918   48,511   47,743   48,511    1,050      282

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -4,566)
     175        0        0   -4,667   -4,555   -4,492   -4,555      -74      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     96.2     99.4     97.8     99.4      2.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        0        0       41       34       44       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,081
COMMITMENTS
       0        0        0   16,854   16,931   16,854   16,931      227      150

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,544)
       0        0        0   -1,409   -1,544   -1,409   -1,544     -135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     99.1     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       12       22       12
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,015
COMMITMENTS
     625    3,300        0    7,390    4,715    8,015    8,015        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -260)
     300     -125     -350     -210      235     -260     -240        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     41.2      0.0     92.2     58.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        0       24       15       26       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,668
COMMITMENTS
     670       90       43    2,797    3,504    3,510    3,637      158       31

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:         20)
     178      -25       22     -169       39       31       36      -11      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      2.5      1.2     76.3     95.5     95.7     99.2      4.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       14       11       17       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,140
COMMITMENTS
     945    3,867    1,624   20,514   17,534   23,083   23,025       57      115

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,405)
     221     -858      427   -4,053   -2,980   -3,405   -3,411        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     16.7      7.0     88.7     75.8     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        5        3       33       39       39       45
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,600
COMMITMENTS
     876    1,089      459    9,209    9,050   10,544   10,598       56        2

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,676)
    -431     -251        0   -2,167   -2,425   -2,598   -2,676      -78        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     10.3      4.3     86.9     85.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        5        1       24       28       28       33
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,674
COMMITMENTS
   8,680    3,032      520   18,089   23,292   27,289   26,844      385      830

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,112)
  -1,289      -52      -76   -1,712   -2,950   -3,077   -3,078      -35      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4     11.0      1.9     65.4     84.2     98.6     97.0      1.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        6        5       24       29       29       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,839
COMMITMENTS
   2,175        0    1,424   18,300   18,674   21,899   20,098    2,940    4,741

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,057)
  -1,057        0       50     -818     -884   -1,825     -834     -232   -1,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.0      5.7     73.7     75.2     88.2     80.9     11.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       18       20       20       22
```

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Updated February 10, 2012