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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,014
COMMITMENTS
     219        0      445   43,949   44,257   44,613   44,702      401      312

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -3,817)
    -175        0       45   -3,853   -3,792   -3,983   -3,747      166      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      1.0     97.6     98.3     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        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 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,614
COMMITMENTS
       0        0        0   15,447   15,574   15,447   15,574      167       40

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -2,540)
       0        0        0   -2,580   -2,477   -2,580   -2,477       40      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9     99.7     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       21       29       21       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,918
COMMITMENTS
       0      357      198    8,788    8,498    8,986    9,053      932      865

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -1,323)
    -138     -176       -4   -1,165   -1,048   -1,307   -1,228      -16      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      2.0     88.6     85.7     90.6     91.3      9.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        3       33       37       36       40
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,860
COMMITMENTS
     692       34      152    4,459    4,969    5,303    5,155      557      705

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -1,274)
     259      -81     -255   -1,279     -941   -1,275   -1,277        1        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      0.6      2.6     76.1     84.8     90.5     88.0      9.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        1        5       37       39       43       44
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,837
COMMITMENTS
     105        0       62    3,379    2,640    3,546    2,702      291    1,135

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -125)
     -21        0        0      -78     -104      -99     -104      -26      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      1.6     88.1     68.8     92.4     70.4      7.6     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       18       21       20       22
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,755
COMMITMENTS
      90      493       50    1,925    1,923    2,065    2,466      690      289

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -392)
    -125      -35       44     -297     -362     -378     -353      -14      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     17.9      1.8     69.9     69.8     75.0     89.5     25.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       20       21       23       25
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        6,937
COMMITMENTS
       0        0        0    6,751    6,811    6,751    6,811      186      126

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -3,173)
       0        0        0   -3,188   -3,168   -3,188   -3,168       15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.3     98.2     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       14       13       14
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,030
COMMITMENTS
       0      343       51   24,739   24,636   24,790   25,030      240        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -3,148)
       0     -105      -75   -3,313   -2,968   -3,388   -3,148      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.2     98.8     98.4     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       27       25       28       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      305,708
COMMITMENTS
  50,998   33,366   47,590  157,714  198,562  256,303  279,519   49,406   26,190

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      9,964)
   3,029    2,977    4,629   -4,955    3,638    2,703   11,244    7,262   -1,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     10.9     15.6     51.6     65.0     83.8     91.4     16.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      41       21       37       72       91      132      133
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       47,665
COMMITMENTS
       0    9,168   14,401   31,459   22,565   45,860   46,134    1,805    1,531

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.2     30.2     66.0     47.3     96.2     96.8      3.8      3.2

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 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,973
COMMITMENTS
     150    2,441      150   13,655   10,882   13,955   13,473       18      500

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -2,336)
    -250      983      -50   -2,054   -3,519   -2,354   -2,586       18      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     17.5      1.1     97.7     77.9     99.9     96.4      0.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        1        2       39       38       42       41
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,734
COMMITMENTS
     670        0        0    8,025    8,734    8,695    8,734       39        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        780)
     -50        0        0      905      855      855      855      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.0      0.0     91.9    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        0       21       22       24       22
 
 
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE               Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,415
COMMITMENTS
       0        0        0    3,390    3,415    3,390    3,415       25        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       12       12       12
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,128,230
COMMITMENTS
 217,642  376,231  418,044  417,597  284,420  1053283  1078695   74,948   49,535

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     83,402)
  35,874   33,325   38,512    7,508   11,194   81,895   83,031    1,507      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     33.3     37.1     37.0     25.2     93.4     95.6      6.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     100      136      144       85       76      272      276
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,017,493
COMMITMENTS
  78,453  136,795  788,219  1146386  1084961  2013057  2009974    4,435    7,518

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     84,012)
   7,556    6,787   39,493   36,803   37,490   83,852   83,770      160      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      6.8     39.1     56.8     53.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      37       31       49       66       61      125      119
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       93,672
COMMITMENTS
  45,869   38,399   34,413   12,282   20,453   92,564   93,266    1,108      406

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      7,352)
   2,199     -677    5,840      341    1,899    8,380    7,062   -1,028      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.0     41.0     36.7     13.1     21.8     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       15       17       11       14       32       36
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       51,513
COMMITMENTS
       0    8,768    1,540   46,642   33,248   48,182   43,556    3,331    7,957

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        182)
       0     -242       60     -240     -124     -180     -306      362      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.0      3.0     90.5     64.5     93.5     84.6      6.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        3       12       14       15       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       85,045
COMMITMENTS
   1,297      454    2,800   72,647   72,282   76,744   75,536    8,301    9,509

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        410)
     232      -36      -68    1,102      572    1,266      468     -856      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.5      3.3     85.4     85.0     90.2     88.8      9.8     11.2

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 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,531,427
COMMITMENTS
 485,891  267,778  692,903  1318142  1547877  2496936  2508558   34,491   22,869

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     66,933)
  10,262   66,144    5,116   54,929   -2,425   70,307   68,835   -3,374   -1,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     10.6     27.4     52.1     61.1     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      34       25       48       91       81      148      133
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,130,018
COMMITMENTS
 237,932   75,077  237,293  650,018  815,068  1125243  1127438    4,775    2,580

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     32,142)
  -5,336   -7,273   19,611   18,195   20,341   32,470   32,679     -328     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      6.6     21.0     57.5     72.1     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       19       29       39       41       73       74
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,531
COMMITMENTS
     379      382      237    8,688    8,771    9,304    9,390      227      141

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        536)
     172     -116       56      275      634      503      574       34      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.0      2.5     91.2     92.0     97.6     98.5      2.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        3       30       35       36       40
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,522
COMMITMENTS
     110      427       26    1,191      796    1,327    1,249      195      273

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -435)
      63       12       -2     -378     -446     -317     -436     -118        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     28.1      1.7     78.3     52.3     87.2     82.1     12.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        1       20       19       23       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      237,945
COMMITMENTS
  17,571    2,169   38,024  179,591  195,955  235,185  236,148    2,760    1,797

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     11,282)
    -389       -5    3,554    7,975    7,552   11,140   11,102      142      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.9     16.0     75.5     82.4     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        5       31       30       37       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,465
COMMITMENTS
   4,007      630    3,878   26,364   30,349   34,249   34,857    1,216      608

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      1,400)
     536     -110      119      746    1,392    1,400    1,400        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      1.8     10.9     74.3     85.6     96.6     98.3      3.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       21       23       24       27
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,476
COMMITMENTS
   3,239    1,054      582    8,750   11,592   12,570   13,228      906      248

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:         30)
       5      -49       22       -3       51       24       24        6        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      7.8      4.3     64.9     86.0     93.3     98.2      6.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       15       16       18       18
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,024
COMMITMENTS
   1,736    2,690      290   23,719   23,288   25,745   26,268    2,279    1,756

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        285)
     -14      240        0      300       50      286      290       -1       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      9.6      1.0     84.6     83.1     91.9     93.7      8.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       24       22       27       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,329
COMMITMENTS
   4,770        0      550    4,672    9,187    9,992    9,737    1,337    1,592

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:          4)
    -120        0        0      106        4      -14        4       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.1      0.0      4.9     41.2     81.1     88.2     85.9     11.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       15       17       17       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,352
COMMITMENTS
       0    2,256      416   10,726    8,936   11,142   11,608    1,210      744

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        156)
       0      -96       16      140      188      156      108        0       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.3      3.4     86.8     72.3     90.2     94.0      9.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       17       15       19       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       69,771
COMMITMENTS
       0        0        0   69,771   69,771   69,771   69,771        0        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,756)
       0        0        0    2,756    2,756    2,756    2,756        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       15       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,077,535
COMMITMENTS
       0        0        0  1077535  1077535  1077535  1077535        0        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     29,392)
       0        0        0   29,392   29,392   29,392   29,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       15       17       15
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,190
COMMITMENTS
       0        0        0   32,190   32,190   32,190   32,190        0        0

CHANGES FROM 01/03/12 (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:       23)
       0        0        0       14       13       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      587,265
COMMITMENTS
       0        0        0  587,265  587,265  587,265  587,265        0        0

CHANGES FROM 01/03/12 (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:       21)
       0        0        0       13       11       13       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      114,957
COMMITMENTS
       0        0        0  114,702  114,957  114,702  114,957      255        0

CHANGES FROM 01/03/12 (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     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       27       16       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    1,823,579
COMMITMENTS
       0        0        0  1823579  1823579  1823579  1823579        0        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -3,555)
       0        0        0   -3,555   -3,555   -3,555   -3,555        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:       36)
       0        0        0       16       25       16       25
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,118
COMMITMENTS
   5,100    4,283    8,187   46,831   47,393   60,118   59,863        0      255

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      7.1     13.6     77.9     78.8    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        3       23       19       27       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,167,550
COMMITMENTS
  37,512   76,435   23,325  1106713  1067790  1167550  1167550        0        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      9,360)
       0   23,400  -23,400   32,760    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      6.5      2.0     94.8     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        1       28       20       31       23
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,239
COMMITMENTS
       0      685        0   49,239   48,299   49,239   48,984        0      255

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:         63)
       0        0        0      191       63      191       63     -128        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.0    100.0     98.1    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       17       14       17       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,508
COMMITMENTS
   2,550    2,550        0   51,364   51,364   53,914   53,914      594      594

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      4.7      0.0     94.2     94.2     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       16       14       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,565
COMMITMENTS
  18,725        0    2,560   24,025   43,005   45,310   45,565      255        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      4,680)
       0        0        0    4,680    4,680    4,680    4,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1      0.0      5.6     52.7     94.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       10       11       12       12
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,897
COMMITMENTS
     765       88        0   14,366   15,554   15,131   15,642      766      255

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        -68)
       0        0        0      -68      -68      -68      -68        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.6      0.0     90.4     97.8     95.2     98.4      4.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       14       15       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      863,586
COMMITMENTS
  23,400   41,035        0  840,186  822,551  863,586  863,586        0        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      1,080)
       0        0        0    1,080    1,080    1,080    1,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      4.8      0.0     97.3     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       16       19       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      947,668
COMMITMENTS
  95,735        0        0  851,933  947,668  947,668  947,668        0        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.0      0.0     89.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       15       13       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        5,932
COMMITMENTS
     448        0      186    5,276    5,733    5,909    5,919       23       13

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        530)
       7        0       -0      509      517      515      517       15       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.0      3.1     88.9     96.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        4       14       16       18       20
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,539
COMMITMENTS
     210        0        0   16,959   17,015   17,169   17,015      370      524

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -2,903)
     -85      -36      -42   -3,013   -3,159   -3,140   -3,237      237      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     96.7     97.0     97.9     97.0      2.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        0       33       32       35       32
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,170
COMMITMENTS
       0       95        0    6,036    5,651    6,036    5,746      134      424

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        475)
       0       10        0      475      435      475      445        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.0     97.8     91.6     97.8     93.1      2.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       19       16       19       18
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,156
COMMITMENTS
      45        0        0    7,907    7,956    7,952    7,956    1,204    1,200

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      240      270      240      270       15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     86.4     86.9     86.9     86.9     13.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       15       18       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,349,475
COMMITMENTS
 337,035  103,114  809,265  1098390  1367498  2244690  2279877  104,784   69,597

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     29,787)
   9,739   -9,807    4,921    6,405   34,642   21,064   29,756    8,723       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      4.4     34.4     46.8     58.2     95.5     97.0      4.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     149       83      183       91       97      320      293
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      170,948
COMMITMENTS
  63,075   12,899   32,567   74,893  122,983  170,536  168,450      413    2,498

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        824)
  -6,466      549    4,628    3,450   -4,262    1,612      915     -788      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      7.5     19.1     43.8     71.9     99.8     98.5      0.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        9       12       18       18       31       32
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      189,186
COMMITMENTS
  49,035    8,348      381   91,054  118,572  140,470  127,301   48,716   61,885

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      3,740)
   2,628      -60      -84      679      782    3,223      638      517    3,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      4.4      0.2     48.1     62.7     74.2     67.3     25.8     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       13       17       18       21
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,571
COMMITMENTS
  15,774    1,233   16,627   52,444   68,114   84,845   85,973    4,726    3,598

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,060)
  -1,542       72      901    2,037      652    1,396    1,624      664      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      1.4     18.6     58.6     76.0     94.7     96.0      5.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      18        7       21       22       24       47       46
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      483,903
COMMITMENTS
  29,322    1,342   80,605  360,236  386,378  470,162  468,325   13,741   15,578

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,790)
    -441     -458    1,892    1,336    1,088    2,788    2,523        2      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.3     16.7     74.4     79.8     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        2       11       32       32       43       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,056
COMMITMENTS
       0      867      575   16,472   15,614   17,047   17,056        9        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -467)
       0     -400      100     -576     -167     -476     -467        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      3.4     96.6     91.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       26       25       29       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,291
COMMITMENTS
   4,865   12,348    2,049   50,339   39,787   57,253   54,184    4,038    7,107

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      1,839)
      25      -45     -407    1,858    2,268    1,476    1,816      363       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     20.1      3.3     82.1     64.9     93.4     88.4      6.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        6        7       20       15       29       23
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,001
COMMITMENTS
   3,312    2,010    2,101   23,642   24,326   29,055   28,437    1,946    2,564

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        800)
      82     -217     -165      935      834      852      452      -52      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      6.5      6.8     76.3     78.5     93.7     91.7      6.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        4       13       15       20       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,158
COMMITMENTS
   5,424    2,804    7,093    9,007   11,086   21,524   20,984    3,635    4,175

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      1,607)
     374     -705    1,031      498    1,095    1,904    1,421     -297      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     11.1     28.2     35.8     44.1     85.6     83.4     14.4     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        6        8       10       10       24       19
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,768
COMMITMENTS
   1,960    1,623    1,168   11,587   11,985   14,716   14,777    1,053      991

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -923)
     114     -261      -97     -962     -598     -946     -956       23       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     10.3      7.4     73.5     76.0     93.3     93.7      6.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        8        8       15       15       27       29
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       92,291
COMMITMENTS
   4,715      602    8,840   70,422   71,285   83,978   80,728    8,313   11,562

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,511)
    -299      -21      367    3,289    2,393    3,357    2,740     -846     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.7      9.6     76.3     77.2     91.0     87.5      9.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        4       20       21       25       25
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,869
COMMITMENTS
   9,519    4,964      271    7,622   12,303   17,411   17,538    1,458    1,331

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:         10)
    -204      544     -210      293     -494     -121     -161      131      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.4     26.3      1.4     40.4     65.2     92.3     92.9      7.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      43       30       10       26       35       73       72
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       44,662
COMMITMENTS
  30,396    9,995      266    7,776   30,650   38,438   40,912    6,224    3,751

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      1,235)
     688       30      -21      259      935      926      944      309      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.1     22.4      0.6     17.4     68.6     86.1     91.6     13.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      73       37        9       23       40      100       83
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      309,632
COMMITMENTS
  88,446   18,194   37,406  159,381  240,485  285,232  296,085   24,400   13,547

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     20,540)
   3,519   -3,236    6,450    9,820   18,174   19,789   21,388      751     -848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      5.9     12.1     51.5     77.7     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      87       12       48       75       89      175      140
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,149
COMMITMENTS
   7,782        0    1,050    6,023   12,557   14,855   13,607    4,294    5,542

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6      0.0      5.5     31.5     65.6     77.6     71.1     22.4     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        0        3        8       15       14       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,517
COMMITMENTS
     350    1,168        0    6,111    5,291    6,461    6,459       56       58

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -1,896)
    -100       48     -100   -1,732   -1,882   -1,932   -1,934       36       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     17.9      0.0     93.8     81.2     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       25       25       26       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,263
COMMITMENTS
     325        0        0   44,003   45,094   44,328   45,094      935      169

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -6,849)
     100     -134        0   -6,887   -6,555   -6,787   -6,689      -62     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     97.2     99.6     97.9     99.6      2.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        0        0       43       36       45       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,805
COMMITMENTS
       0        0        0   12,443   12,655   12,443   12,655      362      150

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -1,965)
       0     -150        0   -1,965   -1,815   -1,965   -1,965        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.2     98.8     97.2     98.8      2.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       15       18       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,250
COMMITMENTS
     150    2,875      300    6,800    4,055    7,250    7,230        0       20

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -215)
     -50     -350      300     -465     -185     -215     -235        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     39.7      4.1     93.8     55.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        1       26       16       29       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,889
COMMITMENTS
   1,044    4,784      574   22,211   18,430   23,829   23,788       60      101

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      1,574)
     160      256      300    1,057      998    1,517    1,554       57       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     20.0      2.4     93.0     77.1     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        5        4       35       41       40       48
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,052
COMMITMENTS
   1,952      787      471    9,505   10,792   11,928   12,050      124        2

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        846)
     250       45        0      616      801      866      846      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      6.5      3.9     78.9     89.5     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        1       25       25       30       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,192
COMMITMENTS
   9,978    2,280      596   19,198   26,530   29,772   29,406      420      786

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        346)
       0        0        0      346      346      346      346        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0      7.6      2.0     63.6     87.9     98.6     97.4      1.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        5       23       31       28       39
```

----

Updated January 13, 2012