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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,370
COMMITMENTS
     126        0      625   46,239   46,543   46,990   47,168      380      202

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,021)
    -143        0      273      915      809    1,045    1,082      -24      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      1.3     97.6     98.3     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        0        2       37       44       39       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,301
COMMITMENTS
       0        0        0   17,138   17,273   17,138   17,273      163       28

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -155)
       0        0        0     -158     -155     -158     -155        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     99.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       21       32       21       32
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,792
COMMITMENTS
       0      502      206    8,596    8,150    8,802    8,858      990      934

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:         80)
       0       19       10       46       10       56       39       24       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      2.1     87.8     83.2     89.9     90.5     10.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        2       33       35       35       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,901
COMMITMENTS
     502        0      149    4,320    4,813    4,971    4,962      930      939

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        638)
     110        0       -5      555      577      660      572      -22       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.0      2.5     73.2     81.6     84.2     84.1     15.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        0        3       40       41       44       44
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,533
COMMITMENTS
      80      364        0    1,781    1,678    1,861    2,042      672      491

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:         95)
       0       -5        0      214      120      214      115     -119      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     14.4      0.0     70.3     66.2     73.5     80.6     26.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       17       17       18       19
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,249
COMMITMENTS
       0        0        0    2,249    2,249    2,249    2,249        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17        8       17        8
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,363
COMMITMENTS
       0        0        0    9,177    9,237    9,177    9,237      186      126

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        925)
       0        0        0      925      925      925      925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     98.7     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       18       16       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,410
COMMITMENTS
       0      480      207   23,983   23,723   24,190   24,410      220        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        127)
       0     -235      112       15      250      127      127        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.8     98.3     97.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       28       25       29       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      339,517
COMMITMENTS
  61,793   39,000   50,460  179,397  228,034  291,650  317,494   47,867   22,024

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     23,858)
   2,876    8,303    3,248   18,256   14,030   24,380   25,581     -522   -1,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     11.5     14.9     52.8     67.2     85.9     93.5     14.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      63       21       42       76       89      156      136
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       50,756
COMMITMENTS
       0   10,030   15,631   33,181   23,677   48,812   49,338    1,943    1,418

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        360)
       0       71      314       83       11      398      396      -38      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.8     30.8     65.4     46.6     96.2     97.2      3.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        5        5       15       15       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,887
COMMITMENTS
      59    2,897      225   12,585    9,725   12,869   12,847       18       40

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        227)
       0        0        0      227      227      227      227        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     22.5      1.7     97.7     75.5     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        5        3       39       39       42       47
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,338
COMMITMENTS
     758      100        0    8,526    9,238    9,284    9,338       54        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      1.1      0.0     91.3     98.9     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        0       23       25       27       26
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,864
COMMITMENTS
       0      150        0    1,837    1,657    1,837    1,807       27       57

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.0      0.0     98.6     88.9     98.6     96.9      1.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15        9       15       10
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,304,836
COMMITMENTS
 262,111  388,509  478,235  487,447  386,499  1227793  1253243   77,043   51,593

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      5,524)
  -5,773   -7,087    8,071    4,911    3,895    7,209    4,878   -1,685      645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     29.8     36.7     37.4     29.6     94.1     96.0      5.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     123      130      160       79       77      303      278
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,410,629
COMMITMENTS
  99,887  164,978  994,150  1308742  1241939  2402779  2401067    7,849    9,562

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     11,023)
  -3,876   -3,023   13,708    1,023      242   10,855   10,927      168       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      6.8     41.2     54.3     51.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      37       41       58       63       60      131      128
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      104,477
COMMITMENTS
  17,836   11,051   28,588   55,271   62,647  101,696  102,286    2,781    2,191

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      4,542)
   1,318     -787    3,176      141    1,930    4,634    4,319      -92      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     10.6     27.4     52.9     60.0     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        5       14       11       12       26       26
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      133,767
COMMITMENTS
  59,965   45,540   55,528   15,874   31,901  131,367  132,970    2,400      797

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,542)
  -1,391   -6,061    3,780      890    3,731    3,280    1,451   -1,739       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8     34.0     41.5     11.9     23.8     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       17       17       12       17       31       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,719
COMMITMENTS
      31    1,413    2,555   71,333   68,949   73,919   72,917    8,800    9,802

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        272)
      31       43    1,419      942      279    2,392    1,741   -2,120   -1,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      3.1     86.2     83.4     89.4     88.2     10.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       17       17       20       20
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,878,930
COMMITMENTS
 576,560  388,841  724,112  1540732  1743383  2841404  2856336   37,526   22,594

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     30,689)
  34,671   31,519  -51,018   46,587   50,538   30,240   31,039      449     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     13.5     25.2     53.5     60.6     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      36       24       46       96       89      154      139
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,433,677
COMMITMENTS
 328,899   91,833  360,186  740,031  979,914  1429116  1431933    4,561    1,744

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     88,291)
  10,698   -5,765   76,117    1,185   18,214   88,000   88,566      291     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      6.4     25.1     51.6     68.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      24       19       32       42       41       82       76
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,042
COMMITMENTS
     359      575      327   13,060   12,774   13,746   13,676      296      366

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,210)
      90     -277       48    1,077    1,270    1,215    1,041       -5      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      4.1      2.3     93.0     91.0     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        4        4       35       39       40       46
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,619
COMMITMENTS
      65      276       32    1,406    1,099    1,503    1,407      116      212

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:         -4)
      37        0      -29       40       32       48        3      -52       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     17.0      2.0     86.8     67.9     92.8     86.9      7.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       21       20       23       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      239,401
COMMITMENTS
  14,241    2,109   38,029  184,380  197,693  236,651  237,831    2,751    1,570

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      3,152)
      74        5     -137    3,183    3,259    3,120    3,127       32       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.9     15.9     77.0     82.6     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        6       32       32       39       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,608
COMMITMENTS
   3,879      404    4,545   26,999   30,876   35,422   35,824    1,186      784

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        -69)
    -450       20      247      134     -336      -69      -69        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      1.1     12.4     73.7     84.3     96.8     97.9      3.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       23       22       26       26
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,661
COMMITMENTS
   3,749    1,174      554    8,511   11,595   12,813   13,323      847      338

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        302)
      97      120        2      204      180      303      302       -1       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      8.6      4.1     62.3     84.9     93.8     97.5      6.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       17       17       20       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,903
COMMITMENTS
   1,496    3,600      134   26,145   24,956   27,775   28,690    2,128    1,213

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        -66)
       0        0        0      -66      -18      -66      -18        0      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     12.0      0.4     87.4     83.5     92.9     95.9      7.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       23       22       25       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,855
COMMITMENTS
     982        0      310    7,043    7,379    8,335    7,689    1,520    2,166

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        512)
    -376        0      -10      632      498      246      488      266       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.0      3.1     71.5     74.9     84.6     78.0     15.4     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       17       16       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,462
COMMITMENTS
       0    2,314      400   10,671    8,962   11,071   11,676    1,391      786

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        -16)
       0        0      -16        0        0      -16      -16        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.6      3.2     85.6     71.9     88.8     93.7     11.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       15       13       16       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       69,565
COMMITMENTS
       0        0        0   69,565   69,565   69,565   69,565        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        512)
       0        0        0      512      512      512      512        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       15       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,078,302
COMMITMENTS
       0        0        0  1078302  1078302  1078302  1078302        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     10,504)
       0        0        0   10,504   10,504   10,504   10,504        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       16       18       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,806
COMMITMENTS
       0        0        0   38,806   38,806   38,806   38,806        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        132)
       0        0        0      132    2,672      132    2,672        0   -2,540

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       16       14       16       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      701,249
COMMITMENTS
       0        0        0  701,249  701,249  701,249  701,249        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      2,352)
       0        0        0    2,352    2,352    2,352    2,352        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       15       12       15       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      132,243
COMMITMENTS
       0        0        0  132,243  132,243  132,243  132,243        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        562)
       0        0        0      562      562      562      562        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       17       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    1,898,046
COMMITMENTS
       0        0        0  1898046  1898046  1898046  1898046        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      6,272)
       0        0        0    6,272    6,272    6,272    6,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       15       27       15       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       70,441
COMMITMENTS
   4,995    3,968    8,187   57,259   58,031   70,441   70,186        0      255

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:          0)
   2,550        0   -2,550        0    2,550        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      5.6     11.6     81.3     82.4    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        3       25       19       29       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,280,560
COMMITMENTS
  75,648  119,011   46,725  1158187  1114824  1280560  1280560        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     23,400)
       0  -23,400   23,400        0   23,400   23,400   23,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      9.3      3.6     90.4     87.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        2       28       23       33       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,762
COMMITMENTS
     110      710        0   48,418   47,797   48,528   48,507      234      255

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        762)
       0        0        0      762      762      762      762        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.5      0.0     99.3     98.0     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       18       14       19       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,182
COMMITMENTS
   2,340    2,550        0   50,248   50,038   52,588   52,588      594      594

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:         66)
       0        0        0       66       66       66       66        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      4.8      0.0     94.5     94.1     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       17       14       18
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,848
COMMITMENTS
  15,429        0    3,410   24,009   39,438   42,848   42,848        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:          0)
    -220        0        0      220        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0      0.0      8.0     56.0     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       13       11       15       13
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,487
COMMITMENTS
     702       63        0   13,763   14,956   14,465   15,019    1,022      468

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0     -234        0     -234        0      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.4      0.0     88.9     96.6     93.4     97.0      6.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       14       16       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      856,392
COMMITMENTS
  23,400   42,079        0  832,992  814,313  856,392  856,392        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     14,310)
       0        0        0   14,310   14,310   14,310   14,310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      4.9      0.0     97.3     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       19       16       20       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      933,450
COMMITMENTS
  68,050        0   17,645  847,755  915,805  933,450  933,450        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     21,555)
 -23,400        0   17,645   27,310    3,910   21,555   21,555        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      1.9     90.8     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       12       16       14       17
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,400
COMMITMENTS
     277        0      274    6,822    7,117    7,373    7,391       27        9

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        102)
    -107        0       29      180       72      103      101       -1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      3.7     92.2     96.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        3       15       19       18       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,412
COMMITMENTS
      85        0        0   17,885   17,935   17,970   17,935      442      477

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        925)
       0        0        0      945      925      945      925      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     97.1     97.4     97.6     97.4      2.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       30       34       31       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,710
COMMITMENTS
     255        3       27    7,919    8,124    8,201    8,154      509      556

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        572)
       7        3       -3      586      506      590      506      -18       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      0.3     90.9     93.3     94.2     93.6      5.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       15       16       18       17
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,401
COMMITMENTS
       0        0        0    7,822    7,863    7,822    7,863      579      538

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0      -55      -35      -55      -35       30       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.1     93.6     93.1     93.6      6.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       13       15       13
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,451,821
COMMITMENTS
 369,638   88,868  860,948  1122374  1431739  2352961  2381554   98,861   70,267

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     20,505)
  31,863   -3,572    6,642  -13,849   15,381   24,656   18,452   -4,151    2,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      3.6     35.1     45.8     58.4     96.0     97.1      4.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     165      101      224       98      100      373      336
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      247,556
COMMITMENTS
  81,818   42,263   59,538  104,195  140,478  245,551  242,279    2,004    5,277

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     13,306)
  12,329   -1,141      699      693   13,859   13,720   13,417     -414     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     17.1     24.1     42.1     56.7     99.2     97.9      0.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       10       11       21       25       32       41
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      192,920
COMMITMENTS
  51,849   10,428    1,624   90,178  114,809  143,651  126,861   49,269   66,059

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      4,377)
     886      496      -11    2,494      220    3,369      705    1,008    3,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      5.4      0.8     46.7     59.5     74.5     65.8     25.5     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        6       13       16       20       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,378
COMMITMENTS
  13,857      846   16,886   54,241   68,143   84,983   85,875    4,395    3,503

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        163)
     282     -435      216     -303      432      196      213      -33      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      0.9     18.9     60.7     76.2     95.1     96.1      4.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      17        8       22       23       25       49       48
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      464,251
COMMITMENTS
  28,661    1,349   75,667  347,053  371,939  451,381  448,954   12,870   15,296

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      8,472)
   1,636      -94    1,016    5,546    6,682    8,198    7,603      274      869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.3     16.3     74.8     80.1     97.2     96.7      2.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        2       11       32       32       43       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,302
COMMITMENTS
     600      325      450   16,252   16,527   17,302   17,302        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.9      2.6     93.9     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       24       24       27       28
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,757
COMMITMENTS
   4,912   12,005    9,334   55,974   45,595   70,220   66,934    3,537    6,823

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,646)
      94        0    1,107      498      961    1,699    2,068      -53     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     16.3     12.7     75.9     61.8     95.2     90.7      4.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        5       11       23       18       35       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,378
COMMITMENTS
   4,560    2,022    1,775   24,068   25,731   30,403   29,528    1,975    2,850

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -10,271)
   1,255       50   -5,325   -5,941   -4,651  -10,011   -9,926     -260     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      6.2      5.5     74.3     79.5     93.9     91.2      6.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        4       14       16       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,360
COMMITMENTS
   3,726        0      702    4,830    8,610    9,258    9,312      102       48

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        800)
     776        0        0        0      800      776      800       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8      0.0      7.5     51.6     92.0     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        0        1       11       14       17       15
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,462
COMMITMENTS
   6,716    3,035    8,537    8,419   11,561   23,671   23,133    3,791    4,329

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,474)
     803     -286    1,741     -983      -98    1,560    1,356      -87      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     11.1     31.1     30.7     42.1     86.2     84.2     13.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        6       10       11       11       26       22
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,540
COMMITMENTS
   2,434    1,079    1,464   11,630   13,207   15,529   15,750    1,012      790

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      2,919)
     332      -55      506    2,012    2,336    2,851    2,788       68      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      6.5      8.9     70.3     79.8     93.9     95.2      6.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        5       10       17       14       29       28
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      102,690
COMMITMENTS
   3,069      211   13,116   76,175   77,306   92,360   90,632   10,330   12,057

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      3,917)
     717        5      415    1,976    2,867    3,108    3,287      808      630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.2     12.8     74.2     75.3     89.9     88.3     10.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        5       22       23       27       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,930
COMMITMENTS
  12,862    2,314      830    6,204   17,995   19,896   21,140    2,035      791

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -157)
    -149     -353      314     -141     -184       24     -223     -181       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.6     10.6      3.8     28.3     82.1     90.7     96.4      9.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      71       24       14       26       39      107       71
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       47,634
COMMITMENTS
  31,688    3,360    1,170    8,245   40,990   41,103   45,519    6,532    2,115

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        407)
    -131   -2,179      620        1    2,072      490      513      -83     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.5      7.1      2.5     17.3     86.1     86.3     95.6     13.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      86       24       18       23       39      118       77
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      363,280
COMMITMENTS
 104,854   18,321   46,550  183,481  284,270  334,885  349,140   28,395   14,139

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     15,059)
     805    1,872      -67   12,546   12,957   13,284   14,762    1,775      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      5.0     12.8     50.5     78.3     92.2     96.1      7.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      85       16       59       90       98      199      161
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,927
COMMITMENTS
   8,349      209      477    8,264   16,787   17,090   17,473    4,837    4,454

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        639)
     156        0      -94     -151      -60      -89     -154      728      793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1      1.0      2.2     37.7     76.6     77.9     79.7     22.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        1        3        7       19       13       23
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,611
COMMITMENTS
     296    1,689      254    8,005    6,618    8,555    8,561       56       50

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        821)
       0        0        0      821      821      821      821        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     19.6      2.9     93.0     76.9     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        1       28       28       31       31
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,677
COMMITMENTS
     851        0        0   51,773   53,368   52,624   53,368    1,053      309

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      4,884)
      26        0        0    4,855    4,857    4,881    4,857        3       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     96.5     99.4     98.0     99.4      2.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        0        0       42       33       46       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,489
COMMITMENTS
       0        0        0   18,262   18,339   18,262   18,339      227      150

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,408)
       0        0        0    1,408    1,408    1,408    1,408        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8     99.2     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       14       22       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,015
COMMITMENTS
     625    3,300        0    7,390    4,715    8,015    8,015        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     41.2      0.0     92.2     58.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        0       24       15       26       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,265
COMMITMENTS
     615      353      221    3,271    3,691    4,107    4,265      158        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        597)
     -55      263      178      474      187      597      628        0      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      8.3      5.2     76.7     86.5     96.3    100.0      3.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        2       15       11       18       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,255
COMMITMENTS
   1,052    3,850    1,777   21,426   18,525   24,255   24,152        0      103

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,115)
     107      -17      153      912      991    1,172    1,127      -57      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     15.9      7.3     88.3     76.4    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        5        4       36       39       43       46
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,709
COMMITMENTS
     926    1,664      288   10,439    9,755   11,653   11,707       56        2

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,109)
      50      575     -171    1,230      705    1,109    1,109        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     14.2      2.5     89.2     83.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        6        1       25       29       29       35
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,909
COMMITMENTS
   8,809    3,032      475   18,240   23,572   27,524   27,079      385      830

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        235)
     129        0      -45      151      280      235      235        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     10.9      1.7     65.4     84.5     98.6     97.0      1.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        6        5       24       29       29       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,578
COMMITMENTS
   1,820        0    1,624   20,121   19,736   23,565   21,360    3,013    5,218

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,739)
    -355        0      200    1,821    1,062    1,666    1,262       73      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      6.1     75.7     74.3     88.7     80.4     11.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       17       19       19       21
```

----

Updated February 17, 2012