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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      100,382
COMMITMENTS
     102    2,085    2,851   97,429   95,446  100,382  100,382        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        623)
       0       53        0      647      594      647      647      -24      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.1      2.8     97.1     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        5        3        9       13       14       18
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,582
COMMITMENTS
       0      903    1,480   42,766   42,164   44,246   44,547      336       35

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        -45)
       0     -219      127     -115       51       12      -41      -57       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      3.3     95.9     94.6     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       0        3        2       40       42       42       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,015
COMMITMENTS
       0       80        0    9,820    9,717    9,820    9,797      195      218

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,919)
       0        0        0    1,911    1,911    1,911    1,911        8        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     98.1     97.0     98.1     97.8      1.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       24       25       24       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,707
COMMITMENTS
     517      372      874   14,197   14,536   15,588   15,782    1,119      925

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        200)
      34       50       51      240      236      325      337     -125     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      2.2      5.2     85.0     87.0     93.3     94.5      6.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        2        6       41       44       47       51
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,278
COMMITMENTS
     308      193      463    6,891    6,870    7,662    7,526      616      752

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        568)
     -48      -20       73      569      500      594      553      -26       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      2.3      5.6     83.2     83.0     92.6     90.9      7.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        4        7       47       49       55       57
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,556
COMMITMENTS
       0        0       75    5,882    6,013    5,957    6,088      599      468

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        106)
       0        0       75       31       57      106      132        0      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      1.1     89.7     91.7     90.9     92.9      9.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        1       18       20       19       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,313
COMMITMENTS
     105      683       27    6,637    6,306    6,769    7,016      544      297

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        635)
       0       45      -16      663      601      647      630      -12        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      9.3      0.4     90.8     86.2     92.6     95.9      7.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       28       29       30       31
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,692
COMMITMENTS
      65        0       75    2,146    2,022    2,286    2,097      406      595

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        212)
     -25        0       25      184      168      184      193       28       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      2.8     79.7     75.1     84.9     77.9     15.1     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        2       18       18       21       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,219
COMMITMENTS
     198       97       42    1,547    1,725    1,787    1,864      432      355

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:         82)
     -10       45       -9      114       28       95       64      -13       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      4.4      1.9     69.7     77.7     80.5     84.0     19.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       21       22       24       26
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,910
COMMITMENTS
       0        0        0    7,775    7,880    7,775    7,880      135       30

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        455)
       0        0        0      455      455      455      455        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3     99.6     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       18       22       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,557
COMMITMENTS
       0      231      150    9,044    9,131    9,194    9,512      363       45

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:         82)
       0        0        0       78       80       78       80        4        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      1.6     94.6     95.5     96.2     99.5      3.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       19       18       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,840
COMMITMENTS
       0      725      399   24,381   23,716   24,780   24,840       60        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,727)
       0       95      111    1,616    1,521    1,727    1,727        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      1.6     98.2     95.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       26       27       27       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      341,706
COMMITMENTS
  54,762   23,774   69,996  169,411  223,697  294,168  317,466   47,537   24,240

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -17,585)
  -3,779    5,353   -1,940   -8,728  -23,624  -14,447  -20,211   -3,137    2,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      7.0     20.5     49.6     65.5     86.1     92.9     13.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      48       32       49       72       74      151      129
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,256,653
COMMITMENTS
 293,656  354,364  435,875  438,341  425,285  1167872  1215525   88,781   41,128

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     21,610)
  12,496   10,608    9,863    2,193    3,835   24,552   24,305   -2,941   -2,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     28.2     34.7     34.9     33.8     92.9     96.7      7.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     150      103      166       83       80      330      271
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,692,027
COMMITMENTS
 108,034   36,119  609,031  970,166  1044192  1687230  1689341    4,797    2,686

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     45,743)
   4,221    2,181   22,628   19,734   20,854   46,583   45,663     -840       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.1     36.0     57.3     61.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      53       31       65       66       63      141      137
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      133,635
COMMITMENTS
  30,547   47,659   35,508   63,274   47,863  129,329  131,030    4,306    2,605

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      5,416)
   1,030    3,662      643    3,463      587    5,136    4,891      280      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     35.7     26.6     47.3     35.8     96.8     98.1      3.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10       10       16       23       23       42       40
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       46,814
COMMITMENTS
  20,803   17,768   14,027   11,699   14,536   46,529   46,331      285      482

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      2,321)
   4,015    2,443   -1,738       29    1,510    2,306    2,215       15      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.4     38.0     30.0     25.0     31.1     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       14       10       11       17       23       35
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,640,776
COMMITMENTS
 537,795   70,834  735,028  1337787  1815158  2610610  2621020   30,166   19,756

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     55,633)
   6,723    6,176   31,678   17,681   18,517   56,082   56,371     -449     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      2.7     27.8     50.7     68.7     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      36       19       41       92       86      145      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,107,330
COMMITMENTS
 143,289  283,527  220,696  736,981  599,704  1100966  1103927    6,364    3,403

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     51,308)
  53,265   58,540  -15,947   15,065   10,590   52,383   53,183   -1,075   -1,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     25.6     19.9     66.6     54.2     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      22       27       34       43       41       86       81
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,830
COMMITMENTS
   1,399        0      188    5,725    6,920    7,312    7,108      518      722

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        129)
      84        0       78       19       60      181      138      -52       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      0.0      2.4     73.1     88.4     93.4     90.8      6.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        4       13       16       18       20
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       22,083
COMMITMENTS
   7,001   10,040    4,946    9,726    6,472   21,673   21,458      410      625

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,504)
      65      883      410    1,019      959    1,494    2,252       10     -748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     45.5     22.4     44.0     29.3     98.1     97.2      1.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       15       20       10       11       32       33
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,870
COMMITMENTS
   3,885    3,610    2,595    3,210    3,275    9,690    9,480      180      390

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        330)
      45     -120      325       40      405      410      610      -80     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.4     36.6     26.3     32.5     33.2     98.2     96.0      1.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8       12       16        7        7       25       26
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,385
COMMITMENTS
   1,757    2,459      546   19,717   18,945   22,019   21,950      366      435

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,953)
    -163      150      -24    2,094    1,826    1,907    1,952       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     11.0      2.4     88.1     84.6     98.4     98.1      1.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        6        8       34       42       47       53
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,288
COMMITMENTS
     359        0       44    2,179    2,628    2,582    2,672      706      616

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        166)
      44        0      -13      130      154      161      141        5       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      0.0      1.3     66.3     79.9     78.5     81.3     21.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       17       18       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,243
COMMITMENTS
      68      702       85    1,679    1,175    1,832    1,962      411      281

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        199)
     -76       98       32      213      103      169      233       30      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     31.3      3.8     74.9     52.4     81.7     87.5     18.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       25       22       28       26
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      137,505
COMMITMENTS
   2,429    3,126   15,848  117,566  116,996  135,843  135,970    1,662    1,535

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        835)
     -32      342       84      684      546      736      972       99     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      2.3     11.5     85.5     85.1     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        4       34       34       40       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,422
COMMITMENTS
   2,229      396    2,146   17,873   20,152   22,248   22,694    1,174      728

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:       -386)
    -333        0       -3      -59     -372     -396     -376       10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      1.7      9.2     76.3     86.0     95.0     96.9      5.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       21       17       24       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,272
COMMITMENTS
       0    1,506      128    6,787    5,379    6,915    7,013    1,357    1,259

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -32        0      -32        0       12      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.2      1.5     82.0     65.0     83.6     84.8     16.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       15       19       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,021
COMMITMENTS
   3,066      364      388    7,781   10,864   11,235   11,616      786      406

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:         10)
      -4        2       -1       11        1        6        2        4        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      3.0      3.2     64.7     90.4     93.5     96.6      6.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       16       20       19       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,063
COMMITMENTS
     330    1,480      658   18,160   17,869   19,148   20,007    1,915    1,056

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        214)
       0        0        0      476      238      476      238     -262      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      7.0      3.1     86.2     84.8     90.9     95.0      9.1      5.0

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 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,644
COMMITMENTS
   1,270        0      120    5,539    7,033    6,929    7,153    1,715    1,491

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        120)
     -20        0        0       20        0        0        0      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      0.0      1.4     64.1     81.4     80.2     82.8     19.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       16       20       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,156
COMMITMENTS
     958    1,904    1,618    7,801    7,597   10,377   11,119    1,779    1,037

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        -76)
     -48        0      -72       44      -76      -76     -148        0       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     15.7     13.3     64.2     62.5     85.4     91.5     14.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,952
COMMITMENTS
     168    2,310      796    9,127    8,380   10,091   11,486    1,861      466

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        -80)
     -80      -80        0        0        0      -80      -80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     19.3      6.7     76.4     70.1     84.4     96.1     15.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       18       15       20       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,399
COMMITMENTS
       0        0        0   56,399   56,399   56,399   56,399        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        574)
       0        0        0      829      829      829      829     -255     -255

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:       30)
       0        0        0       21       17       21       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      911,928
COMMITMENTS
       0        0        0  911,928  911,928  911,928  911,928        0        0

CHANGES FROM 10/16/12 (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:       27)
       0        0        0       18       20       18       20
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       79,250
COMMITMENTS
       0        0        0   78,995   79,079   78,995   79,079      255      171

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       28       16       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,073,106
COMMITMENTS
       0        0        0  1073106  1073106  1073106  1073106        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     14,880)
       0        0        0   14,880   14,880   14,880   14,880        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:       35)
       0        0        0       19       23       19       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,076
COMMITMENTS
   5,520        0    4,900   50,401   56,176   60,821   61,076      255        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        512)
       0        0        0      512      512      512      512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.0      8.0     82.5     92.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       23       30       25
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,193,510
COMMITMENTS
  39,741  105,450   12,891  1140878  1075169  1193510  1193510        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     32,104)
       0        0        0   32,104   32,104   32,104   32,104        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      8.8      1.1     95.6     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        1       28       26       32       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,474
COMMITMENTS
       0    3,677        0   45,410   41,287   45,410   44,964       64      510

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.1      0.0     99.9     90.8     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       14       19       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,537
COMMITMENTS
     640    5,420        0   39,387   35,117   40,027   40,537      510        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     13.4      0.0     97.2     86.6     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       15       19       16       20
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,495
COMMITMENTS
   6,884        0    2,025   15,586   22,470   24,495   24,495        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      0.0      8.3     63.6     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       11       16       13       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,719
COMMITMENTS
     192    1,885        0   13,675   12,706   13,867   14,591      852      128

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        252)
       0      210        0      252       42      252      252       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     12.8      0.0     92.9     86.3     94.2     99.1      5.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       13       20       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      722,049
COMMITMENTS
       0   37,633   23,400  698,649  661,016  722,049  722,049        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      3.2     96.8     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       13       20       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      927,913
COMMITMENTS
  11,850  126,970        0  916,063  800,943  927,913  927,913        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     13.7      0.0     98.7     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       18       17       19
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      456,295
COMMITMENTS
  72,529      461   83,335  300,431  372,499  456,295  456,295        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        385)
    -770        0      385      770        0      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.1     18.3     65.8     81.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       15       13       18       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      121,722
COMMITMENTS
       0    4,680        0  121,722  117,042  121,722  121,722        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      0.0    100.0     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       10       14       10       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,708
COMMITMENTS
     376      203      151    9,161    9,330    9,688    9,684       20       24

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        102)
       3       21       -2      101       63      102       82        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      2.1      1.6     94.4     96.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       18       20       21       23
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,938
COMMITMENTS
   2,175        0        0   28,182   30,563   30,357   30,563      581      375

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:         56)
       0        0        0      151      151      151      151      -95      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      0.0     91.1     98.8     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        0       33       37       35       37
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,979
COMMITMENTS
     120      709       73    9,440    8,784    9,633    9,566      346      413

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        400)
       0       25        0      400      375      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      7.1      0.7     94.6     88.0     96.5     95.9      3.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        1       23       21       25       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,994
COMMITMENTS
     945        0       60   10,670   11,755   11,675   11,815      319      179

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        522)
      90        0       60      465      435      615      495      -93       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      0.5     89.0     98.0     97.3     98.5      2.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       22       21       24       22
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,027
COMMITMENTS
     138       25        0    4,377    4,812    4,515    4,837      512      190

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0        0      -10        0      -10      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.5      0.0     87.1     95.7     89.8     96.2     10.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       16       15       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,519,741
COMMITMENTS
 374,661  121,982  853,218  1203179  1468810  2431059  2444009   88,682   75,731

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -33,615)
  -2,066   15,151  -25,724  -11,635  -18,689  -39,425  -29,262    5,810   -4,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      4.8     33.9     47.8     58.3     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     181       86      209      105      105      368      337
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      155,319
COMMITMENTS
  30,430   36,469   30,225   93,797   85,732  154,452  152,426      867    2,893

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -36,515)
 -23,353     -559   -5,255   -7,756  -30,318  -36,364  -36,132     -151     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     23.5     19.5     60.4     55.2     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        9       12       23       26       37       41
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      183,621
COMMITMENTS
  62,354   15,275      657   77,785  110,020  140,796  125,952   42,825   57,669

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,463)
   6,030        0        0      257    1,181    6,287    1,181   -4,824      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0      8.3      0.4     42.4     59.9     76.7     68.6     23.3     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        4        3       16       16       23       22
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,667
COMMITMENTS
   9,214    2,640   17,412   35,494   42,387   62,119   62,439    2,547    2,228

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -3,903)
    -148      862   -1,020   -2,546   -3,815   -3,714   -3,974     -189       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      4.1     26.9     54.9     65.5     96.1     96.6      3.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      15        8       18       22       24       44       44
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      339,906
COMMITMENTS
  28,590    2,662   63,423  243,025  264,200  335,037  330,284    4,868    9,621

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -8,115)
   1,434      681   -1,910   -7,555   -6,847   -8,031   -8,076      -84      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.8     18.7     71.5     77.7     98.6     97.2      1.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        4       15       32       32       47       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,539
COMMITMENTS
   2,392        0      745   24,689   27,962   27,826   28,707    2,713    1,832

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      2.4     80.8     91.6     91.1     94.0      8.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12       16       14       17
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,809
COMMITMENTS
   6,105   11,037    5,921   71,417   65,430   83,443   82,388    3,366    4,421

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      5,050)
     292      658    2,818    1,830    1,967    4,940    5,443      110     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     12.7      6.8     82.3     75.4     96.1     94.9      3.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        7        7       22       19       31       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,781
COMMITMENTS
   3,115    3,188    4,200   33,025   33,091   40,340   40,479    2,441    2,302

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      6,050)
     249      650    3,400    2,391    1,990    6,040    6,040       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      7.5      9.8     77.2     77.3     94.3     94.6      5.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        4       15       14       21       20
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,084
COMMITMENTS
       0    3,315    2,499   37,785   30,494   40,284   36,308   21,800   25,776

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:       -477)
       0     -627      248     -142      328      106      -51     -583     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      4.0     60.9     49.1     64.9     58.5     35.1     41.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        4       15       17       19       22
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,545
COMMITMENTS
   5,500    6,527    9,535   16,788   15,321   31,823   31,383    2,722    3,162

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -4,075)
   1,177     -282   -3,139     -789     -474   -2,752   -3,896   -1,323     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     18.9     27.6     48.6     44.3     92.1     90.8      7.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12        9       15       15       16       33       35
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,983
COMMITMENTS
   3,416      935      104    3,839    6,347    7,359    7,385      624      597

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:       -804)
    -971       48      -50      153     -898     -868     -901       64       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.8     11.7      1.3     48.1     79.5     92.2     92.5      7.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        8        7       14       12       27       25
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      102,973
COMMITMENTS
   4,124      484    7,315   83,693   85,618   95,133   93,417    7,840    9,556

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -6,344)
    -418      -90      -10   -5,675   -6,179   -6,103   -6,280     -241      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.5      7.1     81.3     83.1     92.4     90.7      7.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        7       23       23       30       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,605
COMMITMENTS
  13,503    3,383    1,183    5,198   16,236   19,884   20,801    1,721      804

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:       -534)
  -1,239      849      345      497   -1,827     -397     -633     -137       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.5     15.7      5.5     24.1     75.1     92.0     96.3      8.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      69       27       17       30       38      109       77
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,781
COMMITMENTS
  48,906    5,765    2,666    8,427   56,527   59,999   64,958    6,782    1,823

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -5,548)
  -1,829      851   -1,904   -1,933   -4,246   -5,665   -5,300      117     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.2      8.6      4.0     12.6     84.6     89.8     97.3     10.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
     102       27       23       29       39      140       81
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      295,714
COMMITMENTS
 104,417   34,938   41,290  125,797  204,070  271,503  280,297   24,211   15,416

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -4,824)
  -7,296   -1,583   -3,641    8,250   -1,423   -2,687   -6,648   -2,137    1,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3     11.8     14.0     42.5     69.0     91.8     94.8      8.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      84       21       52       76       89      181      147
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,396
COMMITMENTS
   6,780      358    1,202   11,023   16,161   19,005   17,721    2,391    3,675

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -1,017)
    -652      277     -202      -48     -922     -902     -847     -115     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7      1.7      5.6     51.5     75.5     88.8     82.8     11.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        4       17       20       21       24
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,896
COMMITMENTS
     200        0        0    8,604    9,011    8,804    9,011    1,092      885

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,275)
      50        0        0      950    1,323    1,000    1,323      275      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     86.9     91.1     89.0     91.1     11.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       17       16       18       16
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,034
COMMITMENTS
   8,848    1,200    1,200    9,625   15,847   19,673   18,247    1,361    2,787

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.1      5.7      5.7     45.8     75.3     93.5     86.8      6.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       13       17       15       19
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,581
COMMITMENTS
     500      465      135    7,916    7,981    8,551    8,581       30        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      5.4      1.6     92.3     93.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       11       15       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,853
COMMITMENTS
     102    7,326      339   13,412    6,073   13,853   13,738        0      115

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        632)
       0      344       50      582      288      632      682        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     52.9      2.4     96.8     43.8    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        4       33       25       37       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       49,870
COMMITMENTS
   2,328      300        0   47,216   49,510   49,544   49,810      326       60

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        252)
     100      125        0      152      137      252      262        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.6      0.0     94.7     99.3     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        1        0       45       29       51       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,435
COMMITMENTS
     338      150        0   10,749   11,285   11,087   11,435      348        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        470)
       0        0        0      332      470      332      470      138        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.3      0.0     94.0     98.7     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       19       15       21       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,340
COMMITMENTS
     450    3,825      150   11,560    8,365   12,160   12,340      180        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        375)
       0      850     -400      775      -75      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     31.0      1.2     93.7     67.8     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       28       22       30       27
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,299
COMMITMENTS
   5,003    3,971   11,223   44,892   46,031   61,118   61,225      181       74

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      3,485)
     -50     -751      104    3,431    4,132    3,485    3,485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      6.5     18.3     73.2     75.1     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9        2        5       49       47       60       53
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,987
COMMITMENTS
     531      150        0    5,147    5,660    5,678    5,810      309      177

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      2.5      0.0     86.0     94.5     94.8     97.0      5.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       12       12       15       13
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,894
COMMITMENTS
   1,994    3,901    1,776   12,948   10,905   16,718   16,582      176      312

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,716)
     195      428      534      918      700    1,647    1,662       69       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     23.1     10.5     76.6     64.5     99.0     98.2      1.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        4       24       25       29       31
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,992
COMMITMENTS
   3,990      306    3,780   15,976   19,891   23,746   23,977      246       15

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      1.3     15.8     66.6     82.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        5       13       13       18       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,346
COMMITMENTS
   4,478    1,750      391   22,344   22,400   27,213   24,541    1,133    3,805

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:       -321)
    -390     -900       66      125      515     -199     -319     -122       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      6.2      1.4     78.8     79.0     96.0     86.6      4.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       17       25       19       27
```

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Updated October 26, 2012