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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,513
COMMITMENTS
     664      200    1,060   38,143   39,150   39,867   40,410      646      103

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,242)
      93       50       75    1,094    1,109    1,262    1,234      -20        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.5      2.6     94.2     96.6     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        1        2       38       42       40       44
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,105
COMMITMENTS
       0        0        0   15,807   16,009   15,807   16,009      298       96

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -46      -50      -46        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     99.4     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       23       28       23       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,486
COMMITMENTS
      45      420      945   13,286   12,954   14,276   14,319    1,210    1,167

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        343)
     -10      169     -153      554      256      391      272      -48       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      2.7      6.1     85.8     83.6     92.2     92.5      7.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        2        3       43       44       46       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,604
COMMITMENTS
     739       65       33    6,050    6,927    6,822    7,025      782      579

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        346)
      24        0       -5      236      346      255      341       91        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      0.9      0.4     79.6     91.1     89.7     92.4     10.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        2        2       47       51       51       55
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,869
COMMITMENTS
       0      125        0    6,376    6,205    6,376    6,330      493      539

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        793)
       0        0        0      812      812      812      812      -19      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.0     92.8     90.3     92.8     92.2      7.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       21       21       21       22
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,295
COMMITMENTS
      15      652      269    4,273    4,138    4,557    5,059      738      236

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        430)
      15       35      -20      505      517      500      532      -70     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     12.3      5.1     80.7     78.1     86.1     95.5     13.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       21       25       24       28
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,238
COMMITMENTS
       0       40        0    1,868    1,640    1,868    1,680      370      558

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.0     83.5     73.3     83.5     75.1     16.5     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       19       16       19       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,550
COMMITMENTS
      65       31      136    1,617    1,859    1,818    2,026      732      524

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        337)
       0        7       16      254      222      270      245       67       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.2      5.3     63.4     72.9     71.3     79.5     28.7     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       17       18       19       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       12,472
COMMITMENTS
       0        0        0   12,313   12,442   12,313   12,442      159       30

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        208)
       0        0        0      208      208      208      208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     99.8     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       23       16       23       16
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,987
COMMITMENTS
       0      531      150    6,284    6,091    6,434    6,772      553      215

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        216)
       0        0      150       12       65      162      215       54        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.6      2.1     89.9     87.2     92.1     96.9      7.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       16       16       17       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,570
COMMITMENTS
       0    1,646      423   19,027   17,501   19,450   19,570      120        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        894)
       0      -75       75      819      894      894      894        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      2.2     97.2     89.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       29       23       30       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      341,123
COMMITMENTS
  39,814   38,798   69,824  196,286  203,094  305,924  311,717   35,198   29,406

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    -19,118)
  -1,039   -1,869      -30  -16,248  -12,797  -17,317  -14,696   -1,801   -4,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     11.4     20.5     57.5     59.5     89.7     91.4     10.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      36       35       48       73       74      143      130
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,985
COMMITMENTS
     205    2,077        8   11,542    9,730   11,755   11,815      230      170

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        696)
      25      244        0      571      351      596      595      100      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     17.3      0.1     96.3     81.2     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        5        1       39       37       42       43
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,435
COMMITMENTS
     695    1,500      100   16,640   15,805   17,435   17,405        0       30

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        130)
       0        0        0      130      130      130      130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      8.6      0.6     95.4     90.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        1       24       29       27       31
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,875
COMMITMENTS
   2,250      555    1,250   12,375   14,070   15,875   15,875        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      3.5      7.9     78.0     88.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       11       14       14       16
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,323
COMMITMENTS
       0        0        0   12,027   13,083   12,027   13,083    1,296      240

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,695)
       0        0        0    1,718    2,135    1,718    2,135      -23     -440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.3     98.2     90.3     98.2      9.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       16       23       16
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,526
COMMITMENTS
       0        0        0    1,510    1,516    1,510    1,516       16       10

CHANGES FROM 07/17/12 (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     99.0     99.3     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       13       16       13
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,171,258
COMMITMENTS
 247,689  319,931  451,132  396,672  355,467  1095493  1126530   75,765   44,728

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     14,010)
   8,823    3,159   27,067  -25,970  -18,965    9,920   11,261    4,090    2,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     27.3     38.5     33.9     30.3     93.5     96.2      6.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     123      121      163       76       71      298      262
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       33,838
COMMITMENTS
     639    5,763      864   28,997   21,534   30,500   28,161    3,338    5,677

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        240)
       0        0      240        0        0      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     17.0      2.6     85.7     63.6     90.1     83.2      9.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,107,854
COMMITMENTS
 118,304  114,416  792,241  1192731  1198722  2103275  2105378    4,579    2,476

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     18,008)
   8,020    3,814    8,161    3,637    6,044   19,817   18,019   -1,809      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      5.4     37.6     56.6     56.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      36       46       60       64       65      135      136
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       84,347
COMMITMENTS
  16,871   41,951   15,020   48,876   24,626   80,768   81,597    3,579    2,750

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,530)
     113   -1,749       92      846    3,050    1,052    1,393      478      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     49.7     17.8     57.9     29.2     95.8     96.7      4.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        8       15       18       19       34       36
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       82,511
COMMITMENTS
  30,524   30,543   33,652   17,997   17,757   82,172   81,951      339      560

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -6,738)
    -795    3,123   -6,219      357   -3,866   -6,657   -6,962      -81      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0     37.0     40.8     21.8     21.5     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       14       16       15       20       32       41
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,555
COMMITMENTS
       0      162    2,221   55,590   52,184   57,811   54,567    5,744    8,988

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        796)
       0     -271     -130      594      701      464      300      332      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      3.5     87.5     82.1     91.0     85.9      9.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       16       18       17       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,732,249
COMMITMENTS
 470,669   54,607  817,234  1417128  1837514  2705031  2709355   27,218   22,894

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     53,636)
   5,903    9,576   17,147   32,645   26,989   55,695   53,712   -2,059      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      2.0     29.9     51.9     67.3     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      37       15       43       99       86      148      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,348,380
COMMITMENTS
 186,583  132,101  415,947  743,559  798,749  1346089  1346797    2,291    1,583

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     34,346)
  -5,977    7,881   33,040    8,548   -6,250   35,611   34,671   -1,265     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      9.8     30.8     55.1     59.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      29       17       34       44       43       86       81
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,403
COMMITMENTS
   3,525    4,489    2,569    2,727    1,730    8,821    8,788      582      615

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,105)
     -81      120      907      335      295    1,161    1,322      -56     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     47.7     27.3     29.0     18.4     93.8     93.5      6.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       13       15        5        4       21       21
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,467
COMMITMENTS
     341    2,228      250   24,585   22,655   25,176   25,133      291      334

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        649)
      84       43      137      449      517      670      697      -21      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      8.7      1.0     96.5     89.0     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        4        3       33       46       38       52
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,833
COMMITMENTS
     151       91       30    1,159    1,275    1,340    1,396      493      437

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        175)
      21       52       -5      261      151      277      198     -102      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      5.0      1.6     63.2     69.6     73.1     76.2     26.9     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       21       19       23       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      182,769
COMMITMENTS
   9,898        0   23,525  147,116  157,365  180,540  180,890    2,229    1,879

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -259)
     -66        0     -412      220      211     -258     -200       -1      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0     12.9     80.5     86.1     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        0        4       36       35       41       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       28,949
COMMITMENTS
   2,522    1,072    3,702   21,487   23,611   27,711   28,385    1,238      564

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -248)
    -164       12        2      -86     -272     -248     -258       -0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      3.7     12.8     74.2     81.6     95.7     98.1      4.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       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 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,586
COMMITMENTS
     293    1,108       60    6,458    6,076    6,811    7,244    1,775    1,342

CHANGES FROM 07/17/12 (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     12.9      0.7     75.2     70.8     79.3     84.4     20.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       15       14       17       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,245
COMMITMENTS
   3,676      603      704    8,076   11,543   12,456   12,850      789      395

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         40)
       0       20      -10       50       29       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      4.6      5.3     61.0     87.1     94.0     97.0      6.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       18       20       21       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,865
COMMITMENTS
     578    2,480      538   20,891   19,863   22,007   22,881    1,858      984

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        243)
    -120        0      120      352      147      352      267     -109      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     10.4      2.3     87.5     83.2     92.2     95.9      7.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       27       25       30       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,877
COMMITMENTS
   1,134        0      176    6,064    6,601    7,374    6,777    1,503    2,100

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      -20      100      -20        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      0.0      2.0     68.3     74.4     83.1     76.3     16.9     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       16       18       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,486
COMMITMENTS
   3,562    2,390      180    7,712    9,176   11,454   11,746    1,032      740

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -174)
    -336     -120       24      120      -78     -192     -174       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     19.1      1.4     61.8     73.5     91.7     94.1      8.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,008
COMMITMENTS
     378    2,362      866   10,848    9,186   12,092   12,414      916      594

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        -30)
       0      -78       30       36     -102       66     -150      -96      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     18.2      6.7     83.4     70.6     93.0     95.4      7.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       18       16       21       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,910
COMMITMENTS
       0        0        0   58,910   58,910   58,910   58,910        0        0

CHANGES FROM 07/17/12 (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:       26)
       0        0        0       19       16       19       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      967,623
COMMITMENTS
       0        0        0  967,623  967,623  967,623  967,623        0        0

CHANGES FROM 07/17/12 (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:       24)
       0        0        0       16       16       16       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       27,041
COMMITMENTS
       0        0        0   27,041   27,041   27,041   27,041        0        0

CHANGES FROM 07/17/12 (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:       20)
       0        0        0       13       10       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      101,445
COMMITMENTS
      42        0        0  101,148  101,211  101,190  101,211      255      234

CHANGES FROM 07/17/12 (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:       38)
       1        0        0       17       29       18       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,404,138
COMMITMENTS
   3,920        0        0  1400218  1404138  1404138  1404138        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      3,384)
       0        0        0    3,384    3,384    3,384    3,384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       18       24       19       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       68,271
COMMITMENTS
   5,377    2,235    8,015   54,879   58,021   68,271   68,271        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      3.3     11.7     80.4     85.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       27       21       31       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,147,346
COMMITMENTS
  42,561  118,070   19,471  1085314  1009805  1147346  1147346        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      3,384)
       0   23,400  -23,400   26,784    3,384    3,384    3,384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     10.3      1.7     94.6     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        1       29       23       33       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,608
COMMITMENTS
       0    3,997        0   51,481   47,080   51,481   51,077      127      531

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,530)
       0        0        0    1,530    1,530    1,530    1,530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.7      0.0     99.8     91.2     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       18       15       18       17
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,651
COMMITMENTS
       0    6,165      200   24,324   18,286   24,524   24,651      127        0

CHANGES FROM 07/17/12 (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     25.0      0.8     98.7     74.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       44,186
COMMITMENTS
   2,671    5,735        0   40,942   38,451   43,613   44,186      573        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        766)
     766        0        0        0      766      766      766        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     13.0      0.0     92.7     87.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       14       16       16       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,817
COMMITMENTS
     381      868      218   14,303   14,477   14,902   15,563      915      254

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        509)
       0        0        0      509      509      509      509        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      5.5      1.4     90.4     91.5     94.2     98.4      5.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       17       15       19       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,771
COMMITMENTS
     212    1,067        0   12,432   11,428   12,644   12,495      127      276

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      8.4      0.0     97.3     89.5     99.0     97.8      1.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       10       17       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      868,392
COMMITMENTS
       0   60,185   23,400  844,992  784,807  868,392  868,392        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     28,080)
       0        0        0   28,080   28,080   28,080   28,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.9      2.7     97.3     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       15       21       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      993,244
COMMITMENTS
  45,921  111,095   12,000  935,323  870,149  993,244  993,244        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      3,555)
  14,163        0        0  -10,608    3,555    3,555    3,555        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     11.2      1.2     94.2     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       15       17       16
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      525,429
COMMITMENTS
 179,674        0   62,091  283,664  463,338  525,429  525,429        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     11,515)
       0        0    9,635    1,880    1,880   11,515   11,515        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2      0.0     11.8     54.0     88.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       15       12       17       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      140,744
COMMITMENTS
       0    7,032        0  140,744  133,712  140,744  140,744        0        0

CHANGES FROM 07/17/12 (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      5.0      0.0    100.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,498
COMMITMENTS
     237       68      297    8,943    9,127    9,478    9,493       20        5

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        131)
      55       11      -17       94      133      131      127        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.7      3.1     94.2     96.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       16       18       19       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,916
COMMITMENTS
   2,251        0        0   25,129   27,499   27,380   27,499      536      417

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       10       75       10       75       65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.0      0.0     90.0     98.5     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        0       36       32       39       32
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,894
COMMITMENTS
     660        0        0    5,922    6,520    6,582    6,520      312      374

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         -3)
     -53        0      -25      115       52       37       27      -40      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.0      0.0     85.9     94.6     95.5     94.6      4.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       16       16       17       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,424
COMMITMENTS
     259    1,575       77    8,813    7,239    9,149    8,891      275      533

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        299)
      20        0        0      289      309      309      309      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     16.7      0.8     93.5     76.8     97.1     94.3      2.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       21       19       24       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,356
COMMITMENTS
     945        0        0    9,186    9,791   10,131    9,791      225      565

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        326)
       0        0        0      241      331      241      331       85       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      0.0     88.7     94.5     97.8     94.5      2.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       18       21       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,315,500
COMMITMENTS
 344,668  112,425  777,902  1121606  1353385  2244176  2243711   71,324   71,789

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,379)
  10,100   -7,432    6,125  -13,390   11,368    2,835   10,061   -1,456   -8,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      4.9     33.6     48.4     58.4     96.9     96.9      3.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     151       86      188      100      100      333      303
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      230,016
COMMITMENTS
  79,444   28,802   48,005  101,777  150,389  229,227  227,197      789    2,819

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    -36,517)
  -8,298   -2,856  -10,156  -17,823  -22,658  -36,277  -35,670     -240     -848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5     12.5     20.9     44.2     65.4     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       10       12       23       26       35       41
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      196,996
COMMITMENTS
  58,220   20,570      733   92,403  123,163  151,356  144,466   45,640   52,530

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,699)
     779      597      -90    1,033    1,240    1,722    1,747      -23      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     10.4      0.4     46.9     62.5     76.8     73.3     23.2     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        6        4       18       19       26       27
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       66,317
COMMITMENTS
   9,589    1,198   15,707   37,861   47,040   63,157   63,944    3,160    2,373

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        154)
    -862      123    1,505     -585   -1,577       58       51       96      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      1.8     23.7     57.1     70.9     95.2     96.4      4.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      18        2       17       21       24       42       41
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      380,213
COMMITMENTS
  33,079    4,014   79,071  259,988  283,201  372,138  366,286    8,074   13,926

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      3,946)
     666      531    3,310       26     -245    4,002    3,595      -56      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      1.1     20.8     68.4     74.5     97.9     96.3      2.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13        2       15       31       30       46       45
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,723
COMMITMENTS
     796    1,275      275   15,652   15,148   16,723   16,698        0       25

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        378)
      28        0        0      350      378      378      378        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      7.6      1.6     93.6     90.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        3       27       25       32       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,299
COMMITMENTS
   4,980    9,466    6,150   72,884   65,754   84,014   81,370    2,285    4,929

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -2,100)
    -150   -1,210      219   -1,903   -1,245   -1,834   -2,236     -266      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     11.0      7.1     84.5     76.2     97.4     94.3      2.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        4        8       22       19       32       27
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,284
COMMITMENTS
   1,615    1,798    4,923   28,439   28,160   34,977   34,881    2,307    2,403

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        -54)
    -450        0      221      175     -160      -54       61        0     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      4.8     13.2     76.3     75.5     93.8     93.6      6.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        3       14       14       18       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,149
COMMITMENTS
   1,350        0        0    2,754    4,086    4,104    4,086       45       63

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          9)
       0        0        0        9        0        9        0        0        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5      0.0      0.0     66.4     98.5     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       12       13       12
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,142
COMMITMENTS
   2,543    6,203   10,714   16,650   12,862   29,907   29,779    4,234    4,362

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,065)
      81    1,460       37      862     -600      980      897       85      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     18.2     31.4     48.8     37.7     87.6     87.2     12.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7       11       12       12       11       26       27
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,027
COMMITMENTS
   4,057    1,215      875    7,267   10,392   12,199   12,481      829      546

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        778)
      10      131      428      314       98      752      657       26      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1      9.3      6.7     55.8     79.8     93.6     95.8      6.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        9       11       15       14       32       30
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      116,119
COMMITMENTS
   5,408      491   14,545   87,409   92,316  107,362  107,352    8,756    8,767

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,044)
    -207      260      524      862      832    1,179    1,616     -135     -572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.4     12.5     75.3     79.5     92.5     92.5      7.5      7.5

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 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       26,234
COMMITMENTS
  13,358    9,751    1,660    9,885   12,945   24,903   24,356    1,332    1,878

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,193)
    -201      775      256    2,101      898    2,155    1,929       38      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.9     37.2      6.3     37.7     49.3     94.9     92.8      5.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      57       60       22       28       34       97      110
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       51,837
COMMITMENTS
  36,044   17,328      902    9,406   30,029   46,352   48,259    5,485    3,578

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,064)
     816    1,533      -48      421   -1,012    1,189      472     -125      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.5     33.4      1.7     18.1     57.9     89.4     93.1     10.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      90       45       15       29       34      124       91
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      291,397
COMMITMENTS
  88,150   17,348   46,442  134,635  214,586  269,227  278,375   22,170   13,022

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      8,848)
   6,610   -2,695     -462      -67   12,742    6,081    9,584    2,767     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      6.0     15.9     46.2     73.6     92.4     95.5      7.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      67       23       48       80       92      167      148
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,664
COMMITMENTS
   2,764        0    1,097    7,945   10,565   11,806   11,662    4,858    5,002

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        525)
     778        0     -100     -248    1,468      430    1,368       95     -843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      0.0      6.6     47.7     63.4     70.8     70.0     29.2     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        2        9       16       14       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,594
COMMITMENTS
      66    2,313      250    8,105    5,835    8,421    8,398      173      196

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        293)
       0      311       46      247      -73      293      284        0        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     26.9      2.9     94.3     67.9     98.0     97.7      2.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        1       28       31       29       35
 
 
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE           Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,789
COMMITMENTS
     155        0       80    3,424    3,709    3,659    3,789      130        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        -43)
      -1        0        0      -41      -43      -42      -43       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      2.1     90.3     97.9     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       16       15       18       17
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,998
COMMITMENTS
   1,775      500       12   49,788   51,411   51,575   51,923      423       75

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,411)
     725        0      -25      851    1,460    1,551    1,435     -140      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.0      0.0     95.7     98.9     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        1        1       42       33       46       35
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,789
COMMITMENTS
     452        0        0   33,217   33,789   33,669   33,789      120        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,155)
       0        0        0    1,155    1,155    1,155    1,155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     98.3    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       22       21       23       21
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,685
COMMITMENTS
     450    6,990      150   13,905    7,545   14,505   14,685      180        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,990)
     150    1,250        0    1,840      740    1,990    1,990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     47.6      1.0     94.7     51.4     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        1       27       21       29       27
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,823
COMMITMENTS
   2,029    3,157    7,577   34,178   32,930   43,784   43,664       39      159

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,781)
     -32      831      105    1,708      827    1,781    1,763        0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      7.2     17.3     78.0     75.1     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7        5        5       43       49       53       56
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,738
COMMITMENTS
     278    6,406        0   10,124    4,266   10,402   10,672      336       66

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        250)
       0      101        0      250      104      250      205        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     59.7      0.0     94.3     39.7     96.9     99.4      3.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       21       16       23       17
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,417
COMMITMENTS
   1,793    1,955      588    9,907    9,515   12,288   12,058      129      359

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        987)
     412     -135       53      501      856      966      774       21      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     15.7      4.7     79.8     76.6     99.0     97.1      1.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        2        3       27       25       34       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,323
COMMITMENTS
  12,129    2,645      227   15,926   25,813   28,282   28,685    1,041      638

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        742)
    -197     -110       47      991      904      841      841      -99      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.4      9.0      0.8     54.3     88.0     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        5        2       25       32       32       39
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,139
COMMITMENTS
     540      276    3,735   15,648   16,098   19,923   20,109      216       30

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.4     18.5     77.7     79.9     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        4       14       15       18       19
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,097
COMMITMENTS
   2,903      173      262   19,818   21,667   22,983   22,102    2,114    2,995

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,528)
     243        0     -478    1,539    1,714    1,304    1,236      224      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.7      1.0     79.0     86.3     91.6     88.1      8.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       18       25       23       28
```

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Updated July 27, 2012