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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      100,321
COMMITMENTS
     130    2,152    2,876   97,315   95,293  100,321  100,321        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        957)
       0      175     -175    1,132      957      957      957        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.1      2.9     97.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        3       10       13       16       17
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,021
COMMITMENTS
       0    1,435      988   38,646   37,548   39,634   39,971      387       50

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -7,116)
    -699      690     -542   -5,810   -7,211   -7,051   -7,063      -65      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      2.5     96.6     93.8     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       0        3        2       36       37       38       40
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,866
COMMITMENTS
       0       80        0    6,669    6,566    6,669    6,646      197      220

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,386)
       0       80        0   -3,336   -3,620   -3,336   -3,540      -50      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0     97.1     95.6     97.1     96.8      2.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       20       23       20       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,687
COMMITMENTS
     383      205      651   11,521   11,918   12,555   12,774    1,132      913

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,887)
    -165     -154       37   -1,597   -1,595   -1,725   -1,712     -162     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.5      4.8     84.2     87.1     91.7     93.3      8.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        4       36       40       40       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,338
COMMITMENTS
     323      175      356    5,025    5,059    5,704    5,590      634      748

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,174)
    -126       95     -120     -847   -1,085   -1,093   -1,110      -81      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      2.8      5.6     79.3     79.8     90.0     88.2     10.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        4        5       40       44       46       52
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,850
COMMITMENTS
       0        0        0    5,362    5,382    5,362    5,382      488      468

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -774)
       0      -50       -5     -757     -646     -762     -701      -12      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.7     92.0     91.7     92.0      8.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       20       18       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,155
COMMITMENTS
     105      658       19    5,337    5,200    5,461    5,877      694      278

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,157)
       0       72     -271     -871     -972   -1,142   -1,171      -15       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     10.7      0.3     86.7     84.5     88.7     95.5     11.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       21       26       23       28
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,826
COMMITMENTS
     180       57       43    1,258    1,427    1,481    1,527      345      299

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -830)
      45        5      -45     -754     -730     -754     -770      -76      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      3.1      2.4     68.9     78.1     81.1     83.6     18.9     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       17       17       20       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        5,725
COMMITMENTS
       0        0        0    5,548    5,695    5,548    5,695      177       30

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,103)
       0        0        0   -3,211   -3,103   -3,211   -3,103      108        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.9     99.5     96.9     99.5      3.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       16       16       16
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,163
COMMITMENTS
       0      231      150    8,652    8,745    8,802    9,126      361       37

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -266)
       0      -73        0     -209     -198     -209     -271      -57        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      1.6     94.4     95.4     96.1     99.6      3.9      0.4

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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,883
COMMITMENTS
       0      395      213   22,610   22,275   22,823   22,883       60        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,007)
       0   -1,014       -1   -2,986   -1,992   -2,987   -3,007      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      0.9     98.8     97.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       26       25       27       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      351,948
COMMITMENTS
  53,207   25,743   74,626  181,119  228,880  308,952  329,250   42,996   22,699

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -4,863)
   3,684   -5,771    4,236  -10,737   -1,567   -2,817   -3,101   -2,046   -1,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      7.3     21.2     51.5     65.0     87.8     93.6     12.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      50       27       51       74       83      155      139
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       10,743
COMMITMENTS
      83    7,259      404   10,210    2,983   10,697   10,646       46       97

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -2,874)
      35     -142       25   -2,928   -2,710   -2,868   -2,827       -6      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     67.6      3.8     95.0     27.8     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        8        5       33       24       39       35
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,680
COMMITMENTS
     375    1,500       75   15,230   14,075   15,680   15,650        0       30

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,095)
    -130        0        0     -965   -1,095   -1,095   -1,095        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      9.6      0.5     97.1     89.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       21       22       23       24
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,841
COMMITMENTS
     525      150        0   17,649   17,858   18,174   18,008      667      833

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        146)
       0        0        0      234     -178      234     -178      -88      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.8      0.0     93.7     94.8     96.5     95.6      3.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       25       20       27       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,191,771
COMMITMENTS
 260,763  315,219  447,596  402,362  386,665  1110721  1149480   81,050   42,291

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     95,780)
  21,383  -20,728   62,597    7,365   52,506   91,345   94,375    4,435    1,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     26.4     37.6     33.8     32.4     93.2     96.5      6.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     137      111      162       79       72      316      263
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,615,055
COMMITMENTS
  98,830   41,035  562,551  947,930  1008844  1609311  1612430    5,744    2,625

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     59,653)
  18,601   11,349   33,728    6,599   15,648   58,928   60,725      725   -1,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      2.5     34.8     58.7     62.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      51       29       62       60       58      132      128
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      100,644
COMMITMENTS
  26,757   48,031   18,569   51,674   32,066   97,000   98,666    3,644    1,978

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -10,773)
   7,290    6,558  -12,559   -5,981   -4,137  -11,250  -10,138      476     -635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     47.7     18.5     51.3     31.9     96.4     98.0      3.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        8       15       19       20       37       35
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       32,522
COMMITMENTS
  12,580   11,361   11,839    7,851    9,227   32,270   32,428      252       95

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      3,536)
   2,281    2,576     -184    1,452    1,131    3,548    3,523      -12       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     34.9     36.4     24.1     28.4     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       10        8        9       16       19       30
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,490,757
COMMITMENTS
 489,473   62,873  689,523  1278919  1716217  2457915  2468613   32,842   22,144

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -96,350)
 -14,455  -60,864     -400  -86,277  -38,361 -101,132  -99,625    4,782    3,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      2.5     27.7     51.3     68.9     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      34       17       41       89       83      137      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,001,791
COMMITMENTS
  73,175  167,518  232,705  687,706  596,765  993,586  996,988    8,205    4,803

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:   -234,153)
 -89,095   18,923  -80,916  -69,088 -174,636 -239,099 -236,629    4,946    2,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     16.7     23.2     68.6     59.6     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      25       21       32       40       38       82       74
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,901
COMMITMENTS
     855        0       90    5,131    6,050    6,076    6,140      825      761

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        188)
     270        0       90     -126      105      234      195      -45       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      0.0      1.3     74.3     87.7     88.0     89.0     12.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        1       13       17       16       18
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        7,924
COMMITMENTS
     410      630       70    7,303    7,011    7,783    7,711      141      213

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      8.0      0.9     92.2     88.5     98.2     97.3      1.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       14       14       16       17
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,711
COMMITMENTS
   6,081    9,358    3,308    7,867    4,046   17,256   16,712      455      999

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        418)
     -41    1,345     -338      702     -554      323      453       95      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     52.8     18.7     44.4     22.8     97.4     94.4      2.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9       15       19       10        9       30       32
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,170
COMMITMENTS
   3,555    3,845    1,740    3,550    2,950    8,845    8,535      325      635

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        -15)
      85     -735       90     -125      655       50       10      -65      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.8     41.9     19.0     38.7     32.2     96.5     93.1      3.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6       11       13        8        7       23       22
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,496
COMMITMENTS
   1,946    1,790      259   12,952   12,897   15,157   14,946      339      550

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -5,443)
     106     -224     -186   -5,442   -5,194   -5,522   -5,604       79      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     11.6      1.7     83.6     83.2     97.8     96.4      2.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        5        5       34       37       44       45
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,962
COMMITMENTS
     259        0      123    1,832    2,298    2,214    2,421      748      541

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -344)
      51        0      -27     -410     -302     -386     -329       42      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.0      4.2     61.8     77.6     74.7     81.7     25.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       16       17       17
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,666
COMMITMENTS
      78      578       30      958      706    1,066    1,314      600      352

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -180)
      49       -8        4     -273     -123     -220     -127       40      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     34.7      1.8     57.5     42.4     64.0     78.9     36.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       19       14       22       16
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      135,648
COMMITMENTS
   2,222    2,713   15,503  116,216  115,790  133,941  134,006    1,707    1,641

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -18,617)
    -951      543   -4,954  -12,151  -14,124  -18,055  -18,534     -562      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.0     11.4     85.7     85.4     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        4       32       32       38       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,021
COMMITMENTS
   2,561       56    2,295   16,983   20,072   21,839   22,423    1,182      598

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,014)
    -686       56     -484   -1,897   -2,739   -3,068   -3,168       54      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.2     10.0     73.8     87.2     94.9     97.4      5.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       20       17       23       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,306
COMMITMENTS
       0    1,506      128    6,813    5,379    6,941    7,013    1,365    1,293

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -116)
       0      348      -10       42     -500       32     -162     -148       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.1      1.5     82.0     64.8     83.6     84.4     16.4     15.6

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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,234
COMMITMENTS
   3,390      362      389    7,694   11,070   11,473   11,821      761      413

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -581)
    -102       40      -40     -355     -621     -497     -621      -84       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      3.0      3.2     62.9     90.5     93.8     96.6      6.2      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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,461
COMMITMENTS
     330    1,480      658   17,204   17,243   18,192   19,381    2,269    1,080

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,452)
     -76     -200        0   -1,164   -1,210   -1,240   -1,410     -212      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      7.2      3.2     84.1     84.3     88.9     94.7     11.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       23       23       26       26
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,554
COMMITMENTS
   1,290        0      120    5,649    7,043    7,059    7,163    1,495    1,391

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -375)
      46        0      -66     -245     -328     -265     -394     -110       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      0.0      1.4     66.0     82.3     82.5     83.7     17.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       18       16       19       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,428
COMMITMENTS
   1,186    2,144    1,690    7,805    7,653   10,681   11,487    1,747      941

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        791)
  -1,502       -8    1,430      790     -572      718      850       73      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     17.3     13.6     62.8     61.6     85.9     92.4     14.1      7.6

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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,896
COMMITMENTS
     248    2,270      796    9,111    8,364   10,155   11,430    1,741      466

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -434)
      30     -288      -44     -397     -182     -411     -514      -23       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     19.1      6.7     76.6     70.3     85.4     96.1     14.6      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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,250
COMMITMENTS
       0        0        0   55,250   55,250   55,250   55,250        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,287)
       0        0        0   -2,949   -3,287   -2,949   -3,287     -338        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:       28)
       0        0        0       20       15       20       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      906,113
COMMITMENTS
       0        0        0  906,113  906,113  906,113  906,113        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -41,600)
       0        0        0  -41,600  -41,600  -41,600  -41,600        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       17       20       17       20
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| 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 09/25/12 (CHANGE IN OPEN INTEREST:     -6,118)
       0        0        0   -6,118   -6,099   -6,118   -6,099        0      -19

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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,058,226
COMMITMENTS
       0        0        0  1058226  1058226  1058226  1058226        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:   -115,232)
       0        0        0 -115,232 -115,232 -115,232 -115,232        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:       34)
       0        0        0       18       23       18       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,297
COMMITMENTS
   5,520        0    4,900   49,622   55,397   60,042   60,297      255        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -2,687)
   1,575        0   -2,090   -2,172     -597   -2,687   -2,687        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.0      8.1     82.3     91.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       22       30       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,161,406
COMMITMENTS
  39,741  105,450   12,891  1108774  1043065  1161406  1161406        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -66,560)
     936   -2,080   -2,496  -65,000  -61,984  -66,560  -66,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      9.1      1.1     95.5     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        1       28       25       32       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,390
COMMITMENTS
       0    3,593        0   45,326   41,287   45,326   44,880       64      510

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,214)
       0      -19        0   -3,195   -3,195   -3,195   -3,214      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.9      0.0     99.9     91.0     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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,546
COMMITMENTS
     640    5,420        0   37,396   33,126   38,036   38,546      510        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,442)
    -190      -95        0   -1,233   -1,347   -1,423   -1,442      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     14.1      0.0     97.0     85.9     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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,319
COMMITMENTS
   7,104        0    1,805   15,410   22,514   24,319   24,319        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -2,812)
  -1,539        0        0   -1,273   -2,812   -2,812   -2,812        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      0.0      7.4     63.4     92.6    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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,467
COMMITMENTS
     192    1,759        0   13,423   12,580   13,615   14,339      852      128

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -608)
     -57       19      -19     -513     -570     -589     -570      -19      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     12.2      0.0     92.8     87.0     94.1     99.1      5.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       18       13       19       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| 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 09/25/12 (CHANGE IN OPEN INTEREST:    -69,171)
       0   -9,152        0  -69,171  -60,019  -69,171  -69,171        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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      913,873
COMMITMENTS
  11,850  126,970        0  902,023  786,903  913,873  913,873        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -37,232)
  -4,160    4,160   -4,160  -28,912  -37,232  -37,232  -37,232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     13.9      0.0     98.7     86.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       17       17       18
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      455,101
COMMITMENTS
  72,490      461   82,950  299,661  371,690  455,101  455,101        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -48,672)
 -23,251      461   -4,621  -20,800  -44,512  -48,672  -48,672        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.1     18.2     65.8     81.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       14       13       16       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,699
COMMITMENTS
     337      166      181    9,161    9,348    9,679    9,694       20        4

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:         58)
       7       30      -17       68       43       58       56        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.7      1.9     94.5     96.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       17       19       20       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,215
COMMITMENTS
   2,175        0        0   30,549   32,865   32,724   32,865      491      350

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        564)
       0        0        0      521      578      521      578       43      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      0.0     92.0     98.9     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       36       38       38       38
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,395
COMMITMENTS
     156      675       46    8,897    8,251    9,099    8,972      296      423

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -669)
     -52        0        0     -608     -587     -660     -587       -9      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      7.2      0.5     94.7     87.8     96.8     95.5      3.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       23       21       25       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,295
COMMITMENTS
     930        0        0   10,155   11,221   11,085   11,221      210       74

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -532)
     -65        0        0     -589     -539     -654     -539      122        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      0.0     89.9     99.3     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       19       20       20       20
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,865
COMMITMENTS
     138       25        0    4,316    4,643    4,454    4,668      411      197

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -467)
       0        0        0     -531     -531     -531     -531       64       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.5      0.0     88.7     95.4     91.6     96.0      8.4      4.0

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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,526,426
COMMITMENTS
 377,847   99,788  853,935  1208146  1495371  2439928  2449094   86,498   77,332

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,381)
  -8,318    5,510    5,766    1,898  -18,719     -654   -7,442     -727    6,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      3.9     33.8     47.8     59.2     96.6     96.9      3.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     166      106      211      102      109      365      346
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      160,663
COMMITMENTS
  51,257   22,107   27,718   80,946  108,231  159,921  158,056      742    2,607

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     11,664)
  -2,350    5,244    3,718   10,945    2,749   12,314   11,710     -650      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9     13.8     17.3     50.4     67.4     99.5     98.4      0.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        8       12       23       25       36       39
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      176,949
COMMITMENTS
  55,338   15,209      750   74,502  104,135  130,590  120,094   46,359   56,855

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -10,017)
  -8,099   -2,249   -1,066   -5,680  -12,868  -14,845  -16,183    4,828    6,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3      8.6      0.4     42.1     58.9     73.8     67.9     26.2     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        4       16       16       22       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       69,468
COMMITMENTS
  10,118    2,230   19,138   37,522   45,988   66,778   67,356    2,690    2,112

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -127)
    -194      288      311     -300     -594     -183        5       56     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      3.2     27.5     54.0     66.2     96.1     97.0      3.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      14       10       19       22       24       45       45
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      347,925
COMMITMENTS
  28,045    1,861   65,184  249,485  270,930  342,714  337,975    5,211    9,950

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -20,629)
  -3,424      546   -5,140  -11,414  -14,853  -19,979  -19,448     -650   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.5     18.7     71.7     77.9     98.5     97.1      1.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        3       15       31       31       46       46
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,133
COMMITMENTS
   2,440      100      775   24,843   27,183   28,058   28,058       75       75

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,182)
      42      -30     -170   -1,029     -957   -1,157   -1,157      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.4      2.8     88.3     96.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        2       23       26       27       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,542
COMMITMENTS
   6,302   10,854    3,621   73,503   67,643   83,426   82,118    3,116    4,424

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,302)
     236      907   -1,657   -1,459   -2,172   -2,880   -2,922     -422     -380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     12.5      4.2     84.9     78.2     96.4     94.9      3.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        7        8       22       19       32       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,018
COMMITMENTS
   3,056    1,748    2,876   32,566   33,613   38,498   38,237    2,520    2,781

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,685)
    -391        0   -1,474      155     -585   -1,710   -2,059       25      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      4.3      7.0     79.4     81.9     93.9     93.2      6.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        3       14       14       19       18
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,953
COMMITMENTS
       0    3,491      474   37,034   30,204   37,508   34,169   23,445   26,784

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -5,518)
    -591     -952        0   -4,327   -2,978   -4,918   -3,930     -600   -1,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.7      0.8     60.8     49.6     61.5     56.1     38.5     43.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       14       16       16       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,480
COMMITMENTS
     750      640      150    2,535    2,690    3,435    3,480       45        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -579)
    -200      -59        0     -379     -520     -579     -579        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     18.4      4.3     72.8     77.3     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       10       11       12       14
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,096
COMMITMENTS
   3,163    6,098   10,205   16,491   14,664   29,859   30,967    5,237    4,128

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,348)
     118      134   -1,040   -1,199     -281   -2,121   -1,187      773     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     17.4     29.1     47.0     41.8     85.1     88.2     14.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11       10       14       14       15       30       34
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,682
COMMITMENTS
   4,497    1,164      291    4,186    7,735    8,973    9,190      709      491

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -931)
    -258     -104      -73     -528     -597     -859     -775      -71     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.4     12.0      3.0     43.2     79.9     92.7     94.9      7.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        8        9       15       13       31       27
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      106,433
COMMITMENTS
   4,417      330    7,664   87,070   89,223   99,151   97,218    7,281    9,215

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -10,700)
    -703     -180   -2,037   -9,281   -9,214  -12,021  -11,431    1,321      731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.3      7.2     81.8     83.8     93.2     91.3      6.8      8.7

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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,308
COMMITMENTS
  15,254    2,919      676    5,141   19,069   21,071   22,664    2,237      644

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        689)
     125       80      -18      533      580      640      641       50       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.4     12.5      2.9     22.1     81.8     90.4     97.2      9.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      77       19       11       28       40      111       66
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       66,418
COMMITMENTS
  47,868    5,337    2,902    8,752   56,254   59,523   64,493    6,895    1,925

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      2,737)
   3,703     -172     -462      -51    3,483    3,190    2,849     -452     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.1      8.0      4.4     13.2     84.7     89.6     97.1     10.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
     103       24       21       33       40      144       79
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      290,724
COMMITMENTS
 114,782   37,854   43,632  108,290  197,900  266,704  279,386   24,020   11,338

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -11,473)
   1,015   -1,025    3,415  -16,625  -12,408  -12,195  -10,018      722   -1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.5     13.0     15.0     37.2     68.1     91.7     96.1      8.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      84       22       54       77       86      184      147
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,398
COMMITMENTS
   7,004      156    1,199    9,846   15,763   18,049   17,118    2,349    3,280

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -722)
  -3,013      156      951    2,055   -1,512       -7     -405     -715     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      0.8      5.9     48.3     77.3     88.5     83.9     11.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       13       19       17       22
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,732
COMMITMENTS
     500      465      135    7,067    7,132    7,702    7,732       30        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      6.0      1.7     91.4     92.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1       10       10       15       11
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,669
COMMITMENTS
     102    6,389      289   11,278    4,826   11,669   11,504        0      165

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -2,230)
     -54      -91        0   -2,056   -2,163   -2,110   -2,254     -120       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     54.8      2.5     96.6     41.4    100.0     98.6      0.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        5        3       31       22       34       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,536
COMMITMENTS
   2,206      150        0   42,124   44,356   44,330   44,506      206       30

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -8,255)
    -202        0        0   -7,991   -8,217   -8,193   -8,217      -62      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.3      0.0     94.6     99.6     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        1        0       46       28       51       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,483
COMMITMENTS
     338        0        0    9,935   10,483   10,273   10,483      210        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -6,535)
    -152        0        0   -6,373   -6,535   -6,525   -6,535      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      0.0     94.8    100.0     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       16       11       18       11
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,460
COMMITMENTS
     450    4,025      150   10,680    7,285   11,280   11,460      180        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -2,030)
       0     -955        0   -2,030   -1,075   -2,030   -2,030        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     35.1      1.3     93.2     63.6     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        1       25       19       27       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,430
COMMITMENTS
   5,107    5,743    9,445   35,611   35,130   50,163   50,318      267      112

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,276)
     698      386     -973   -3,071   -2,742   -3,346   -3,329       70       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     11.4     18.7     70.6     69.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        2        5       44       40       53       46
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,596
COMMITMENTS
   1,900    3,047      728   10,879    9,581   13,507   13,356       89      240

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -1,630)
     333     -513      163   -2,122   -1,229   -1,626   -1,579       -4      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     22.4      5.4     80.0     70.5     99.3     98.2      0.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        4        3       23       20       29       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,634
COMMITMENTS
   7,804    1,216      584   11,247   17,922   19,635   19,722      999      912

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,358)
  -1,176      -80     -232   -1,978   -3,398   -3,386   -3,710       28      352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8      5.9      2.8     54.5     86.9     95.2     95.6      4.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        4        4       25       27       32       33
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,550
COMMITMENTS
   4,390    2,724      201   20,016   19,288   24,607   22,213      943    3,337

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -4,199)
      60       75     -173   -3,724   -4,876   -3,837   -4,974     -362      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     10.7      0.8     78.3     75.5     96.3     86.9      3.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       17       22       19       24
```

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Updated October 5, 2012