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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,102
COMMITMENTS
     482      405    1,057   31,977   32,537   33,516   33,999      586      103

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -8,090)
     -99      -75       50   -8,027   -8,133   -8,076   -8,158      -14       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.2      3.1     93.8     95.4     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        2        1       35       41       36       44
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,413
COMMITMENTS
       0        0        0   12,173   12,338   12,173   12,338      240       75

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,868)
       0        0        0   -3,810   -3,847   -3,810   -3,847      -58      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     99.4     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       23       29       23       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,954
COMMITMENTS
     198      239      735   12,705   12,664   13,638   13,638    1,316    1,316

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -2,052)
     153     -260     -114   -2,169   -1,815   -2,130   -2,189       78      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.6      4.9     85.0     84.7     91.2     91.2      8.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        4       35       36       39       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,543
COMMITMENTS
     632       65       34    5,217    5,871    5,883    5,970      660      573

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,524)
     -88       -5      -10   -1,252   -1,499   -1,350   -1,514     -174      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      1.0      0.5     79.7     89.7     89.9     91.2     10.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        2        2       44       49       48       53
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,275
COMMITMENTS
       0      130        0    5,775    5,496    5,775    5,626      500      649

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -916)
       0      -20        0     -916     -985     -916   -1,005        0       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      0.0     92.0     87.6     92.0     89.7      8.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       19       19       19       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,580
COMMITMENTS
       0      716      265    4,443    4,347    4,708    5,328      872      252

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        -97)
       0      109      -39     -172     -178     -211     -108      114       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.8      4.7     79.6     77.9     84.4     95.5     15.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       18       21       19       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,978
COMMITMENTS
       0      103        0    1,619    1,202    1,619    1,305      359      673

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -375)
       0       23        0     -407     -564     -407     -541       32      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      0.0     81.9     60.8     81.9     66.0     18.1     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       15       16       15       18
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,334
COMMITMENTS
     150        0       32    1,614    1,810    1,796    1,842      538      492

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -445)
      85      -12     -118     -307     -252     -340     -382     -105      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      1.4     69.2     77.5     76.9     78.9     23.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       18       21       20       23
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,761
COMMITMENTS
       0        0        0    9,614    9,731    9,614    9,731      147       30

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,341)
       0        0        0   -3,329   -3,341   -3,329   -3,341      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     99.7     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       16       21       16
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,954
COMMITMENTS
       0      458      150    6,338    6,263    6,488    6,871      466       83

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -673)
       0      -73        0     -645     -602     -645     -675      -28        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.6      2.2     91.1     90.1     93.3     98.8      6.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       15       17       16       20
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,037
COMMITMENTS
       0    1,055      463   17,474   16,519   17,937   18,037      100        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,875)
       0     -551       40   -1,895   -1,364   -1,855   -1,875      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.8      2.6     96.9     91.6     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       26       24       27       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      343,006
COMMITMENTS
  38,657   34,264   71,444  193,597  210,076  303,698  315,784   39,308   27,222

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     13,025)
   2,655     -838    7,267    1,034    8,778   10,956   15,207    2,070   -2,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     10.0     20.8     56.4     61.2     88.5     92.1     11.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      35       35       45       78       78      144      134
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,171
COMMITMENTS
     209    2,452      204   10,638    8,428   11,051   11,084      120       87

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,626)
       4      275      196   -1,816   -2,096   -1,616   -1,625      -10       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     21.9      1.8     95.2     75.4     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        2       39       36       43       42
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,340
COMMITMENTS
     670    1,500      100   15,570   14,710   16,340   16,310        0       30

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,430)
     -25        0        0   -1,405   -1,430   -1,430   -1,430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      9.2      0.6     95.3     90.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        1       23       28       26       30
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,905
COMMITMENTS
   1,575      605    1,200   11,130   12,100   13,905   13,905        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -2,120)
    -900       50      -50   -1,170   -2,120   -2,120   -2,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      4.4      8.6     80.0     87.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       11       14       14       16
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        3,346
COMMITMENTS
     420      817       85    2,371    2,054    2,876    2,956      470      390

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     24.4      2.5     70.9     61.4     86.0     88.3     14.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       10       11       14       15
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,194
COMMITMENTS
       0        0        0   11,822   12,958   11,822   12,958    1,372      236

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        -39)
       0        0        0     -115       25     -115       25       76      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.6     98.2     89.6     98.2     10.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       16       23       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,149,549
COMMITMENTS
 241,330  316,593  448,232  379,753  342,808  1069315  1107633   80,233   41,915

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -14,974)
  -3,614   -4,575   -7,531   -5,288   -2,501  -16,432  -14,606    1,459     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     27.5     39.0     33.0     29.8     93.0     96.4      7.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     112      117      162       76       71      289      262
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       28,266
COMMITMENTS
     639    3,963      785   23,735   17,533   25,159   22,281    3,107    5,985

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -5,758)
       0   -1,800      -79   -5,448   -4,001   -5,527   -5,880     -231      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     14.0      2.8     84.0     62.0     89.0     78.8     11.0     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,953,708
COMMITMENTS
 114,755  102,193  717,462  1117396  1131818  1949612  1951473    4,096    2,234

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -6,387)
   4,696    4,903   -9,464   -1,420   -1,907   -6,188   -6,468     -199       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      5.2     36.7     57.2     57.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      48       37       63       63       65      138      138
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       87,920
COMMITMENTS
  16,280   42,127   14,597   53,521   27,945   84,398   84,670    3,523    3,251

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      4,762)
     571      945      691    3,174    2,663    4,436    4,299      325      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     47.9     16.6     60.9     31.8     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        9       14       18       19       34       35
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       83,721
COMMITMENTS
  27,875   27,123   37,522   17,970   18,435   83,367   83,080      353      641

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,262)
  -1,505   -2,824    1,719   -1,527     -119   -1,312   -1,223       51      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3     32.4     44.8     21.5     22.0     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       14       16       15       20       32       41
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       56,682
COMMITMENTS
       0      329    2,062   49,506   46,005   51,568   48,396    5,114    8,286

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -6,883)
       0      167     -159   -6,094   -6,189   -6,253   -6,181     -630     -702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      3.6     87.3     81.2     91.0     85.4      9.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15       17       16       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,643,496
COMMITMENTS
 465,543   56,462  781,151  1367317  1784263  2614011  2621876   29,485   21,620

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     21,959)
   7,106    6,623   -5,408   18,832   21,543   20,530   22,758    1,429     -799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      2.1     29.5     51.7     67.5     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      36       14       40       95       83      143      126
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,244,002
COMMITMENTS
 142,003  140,579  368,169  731,365  733,388  1241537  1242136    2,465    1,866

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      9,153)
  -9,634    9,610    6,142   13,690   -6,452   10,198    9,300   -1,045     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     11.3     29.6     58.8     59.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      23       20       32       43       40       80       78
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,039
COMMITMENTS
     900       75       75    5,673    6,129    6,648    6,279      390      760

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      1.1      1.1     80.6     87.1     94.5     89.2      5.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13       14       16       15
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,879
COMMITMENTS
   3,940    4,399    3,086    2,700    1,566    9,726    9,051      153      828

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        223)
     111     -105      374      168      -34      653      235     -430      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.9     44.5     31.2     27.3     15.9     98.5     91.6      1.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8       11       18        6        5       25       24
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,555
COMMITMENTS
   2,765    1,505    1,420    1,030    2,100    5,215    5,025      340      530

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.8     27.1     25.6     18.5     37.8     93.9     90.5      6.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5       10       13        5        5       19       19
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,091
COMMITMENTS
   1,015    2,438      360   20,336   18,822   21,711   21,620      381      471

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,503)
     557       14       90   -4,223   -3,718   -3,576   -3,614       73      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     11.0      1.6     92.1     85.2     98.3     97.9      1.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        4       33       43       39       48
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,451
COMMITMENTS
      41        0      116    1,582    1,708    1,739    1,824      712      627

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -127)
      11        0       -5      -16       -5      -10      -10     -117     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      4.7     64.5     69.7     71.0     74.4     29.0     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        2       18       19       20       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,619
COMMITMENTS
     133      164       21      844      938      998    1,123      621      496

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -352)
     -53       73       -9     -391     -537     -453     -473      101      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     10.1      1.3     52.1     57.9     61.6     69.4     38.4     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       18       18       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      162,558
COMMITMENTS
   5,858       22   23,192  131,872  137,881  160,922  161,095    1,636    1,464

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      1,678)
    -352       -8      818    1,172      622    1,638    1,432       40      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0     14.3     81.1     84.8     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        4       36       34       42       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,662
COMMITMENTS
   3,035      670    3,311   20,069   23,181   26,415   27,162    1,248      500

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -904)
     474     -384     -238   -1,013     -219     -776     -840     -127      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      2.4     12.0     72.5     83.8     95.5     98.2      4.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       19       17       22       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,483
COMMITMENTS
     264    1,120       36    6,524    5,946    6,824    7,102    1,659    1,381

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        208)
       0       90      -20       96      -18       76       52      132      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     13.2      0.4     76.9     70.1     80.4     83.7     19.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       16       15       18       18
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,520
COMMITMENTS
   3,818      244      724    8,215   12,285   12,757   13,253      763      267

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        280)
     254      -68       27       -1      321      280      280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      1.8      5.4     60.8     90.9     94.4     98.0      5.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       18       21       21       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,964
COMMITMENTS
     552    1,880      538   19,602   19,646   20,692   22,064    2,272      900

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -995)
     -26     -200        0   -1,345     -733   -1,371     -933      376      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      8.2      2.3     85.4     85.6     90.1     96.1      9.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       27       25       30       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,691
COMMITMENTS
   1,194        0      116    5,891    6,568    7,201    6,684    1,490    2,007

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -226)
      60        0      -60     -213      -73     -213     -133      -13      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      0.0      1.3     67.8     75.6     82.9     76.9     17.1     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       16       18       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,899
COMMITMENTS
   3,480    2,406      154    7,283    8,669   10,917   11,229      982      670

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -590)
     -82       16      -26     -424     -510     -532     -520      -58      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2     20.2      1.3     61.2     72.9     91.7     94.4      8.3      5.6

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 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,292
COMMITMENTS
     298    2,350      812   10,345    8,718   11,455   11,880      837      412

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -806)
     -80      -54      -54     -593     -516     -727     -624      -79     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     19.1      6.6     84.2     70.9     93.2     96.6      6.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       18       16       20       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,635
COMMITMENTS
       0        0        0   55,635   55,635   55,635   55,635        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,339)
       0        0        0   -3,339   -3,339   -3,339   -3,339        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       15       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      924,039
COMMITMENTS
       0        0        0  924,039  924,039  924,039  924,039        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -46,104)
       0        0        0  -46,104  -46,104  -46,104  -46,104        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       16       17       16       17
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       25,151
COMMITMENTS
       0        0        0   25,151   25,151   25,151   25,151        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,890)
       0        0        0   -1,890   -1,890   -1,890   -1,890        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       10       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       93,717
COMMITMENTS
       0        0        0   93,462   93,504   93,462   93,504      255      213

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -7,728)
     -42        0        0   -7,686   -7,707   -7,728   -7,707        0      -21

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       17       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,286,634
COMMITMENTS
   1,880        0        0  1284754  1286634  1286634  1286634        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:   -117,504)
  -2,040        0        0 -115,464 -117,504 -117,504 -117,504        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       18       24       19       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       66,043
COMMITMENTS
   3,109      135    9,290   53,644   56,618   66,043   66,043        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,618)
    -993   -2,100        0   -2,625   -1,518   -3,618   -3,618        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.2     14.1     81.2     85.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       28       22       32       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,149,646
COMMITMENTS
  40,309  113,370   17,643  1091694  1018633  1149646  1149646        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,300)
  -2,252   -4,700   -1,828    6,380    8,828    2,300    2,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      9.9      1.5     95.0     88.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        1       28       24       32       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,185
COMMITMENTS
       0    3,934        0   50,079   45,741   50,079   49,675      106      510

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,587)
       0      -63        0   -1,566   -1,503   -1,566   -1,566      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.8      0.0     99.8     91.1     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       14       18       16
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,352
COMMITMENTS
       0    5,745      200   22,046   16,407   22,246   22,352      106        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -2,079)
       0     -420        0   -2,058   -1,659   -2,058   -2,079      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     25.7      0.9     98.6     73.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,049
COMMITMENTS
   3,460    5,630        0   36,037   34,419   39,497   40,049      552        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -2,946)
    -315    1,170        0   -2,610   -4,116   -2,925   -2,946      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     14.1      0.0     90.0     85.9     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       15       17       17       18
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,978
COMMITMENTS
  10,759        0    1,270   14,949   25,708   26,978   26,978        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.9      0.0      4.7     55.4     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       11       14       13       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,873
COMMITMENTS
     318    1,182       19   14,412   14,460   14,749   15,661    1,124      212

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -915)
     -63      314     -199     -862     -988   -1,124     -873      209      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      7.4      0.1     90.8     91.1     92.9     98.7      7.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       17       17       19       18
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,503
COMMITMENTS
     170      920        0   12,227   11,328   12,397   12,248      106      255

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -268)
     -42     -147        0     -205     -100     -247     -247      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      7.4      0.0     97.8     90.6     99.2     98.0      0.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16        9       17       11
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      838,892
COMMITMENTS
       0   53,249   23,400  815,492  762,243  838,892  838,892        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -32,736)
       0   -6,936        0  -32,736  -25,800  -32,736  -32,736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      2.8     97.2     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       15       21       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      960,148
COMMITMENTS
  69,921  119,050    7,920  882,307  833,178  960,148  960,148        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -33,096)
  14,640    7,955   -4,080  -43,656  -36,971  -33,096  -33,096        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     12.4      0.8     91.9     86.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       14       16       17       17
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      522,701
COMMITMENTS
 152,338        0   62,091  308,272  460,610  522,701  522,701        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -2,728)
 -27,336        0        0   24,608   -2,728   -2,728   -2,728        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      0.0     11.9     59.0     88.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       15       14       17       16
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      128,096
COMMITMENTS
       0    5,808        0  128,096  122,288  128,096  128,096        0        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -12,648)
       0   -1,224        0  -12,648  -11,424  -12,648  -12,648        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      0.0    100.0     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,314
COMMITMENTS
     267       80      251    8,776    8,979    9,294    9,310       20        3

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -114)
      19      -15      -17     -116      -81     -114     -113       -0       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.9      2.7     94.2     96.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       16       18       19       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,493
COMMITMENTS
   2,216        0        0   24,758   27,102   26,974   27,102      519      391

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -967)
     -35        0        0     -912     -921     -947     -921      -20      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.0      0.0     90.1     98.6     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       37       34       39       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,126
COMMITMENTS
     660        0        0    5,176    5,806    5,836    5,806      290      320

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -802)
       0        0        0     -780     -748     -780     -748      -22      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.0      0.0     84.5     94.8     95.3     94.8      4.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       15       16       15
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,814
COMMITMENTS
     183    1,575      122    8,224    6,544    8,529    8,241      285      573

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -825)
     -84        0       45     -796     -885     -835     -840       10       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     17.9      1.4     93.3     74.2     96.8     93.5      3.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       22       17       24       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,570
COMMITMENTS
     820        0        0    9,475   10,004   10,295   10,004      275      566

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        221)
    -125        0        0      296      220      171      220       50        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      0.0     89.6     94.6     97.4     94.6      2.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       20       19       21       19
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,531
COMMITMENTS
      30        0        0    5,086    5,316    5,116    5,316      415      215

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     92.0     96.1     92.5     96.1      7.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       15       15       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,413,351
COMMITMENTS
 353,474  105,621  840,589  1144434  1388960  2338496  2335170   74,855   78,181

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     91,262)
  21,259   -6,902   55,763   14,990   35,551   92,012   84,413     -751    6,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      4.4     34.8     47.4     57.6     96.9     96.8      3.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     153      101      205       99      102      352      324
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      238,000
COMMITMENTS
  81,941   31,258   49,994  104,728  154,050  236,662  235,302    1,338    2,698

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -7,139)
   3,632   -3,221   -3,468   -7,767     -142   -7,603   -6,831      464     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4     13.1     21.0     44.0     64.7     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       10       13       23       26       36       42
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      184,779
COMMITMENTS
  53,508   18,200      964   87,502  118,882  141,974  138,046   42,805   46,733

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -13,328)
  -5,338   -2,463      237   -5,205   -4,642  -10,306   -6,868   -3,022   -6,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      9.8      0.5     47.4     64.3     76.8     74.7     23.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        5        4       18       20       26       27
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,453
COMMITMENTS
   9,682      851   16,093   39,610   49,243   65,385   66,187    3,068    2,266

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,237)
       6     -516      557    1,805    2,173    2,369    2,214     -132       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      1.2     23.5     57.9     71.9     95.5     96.7      4.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14        6       16       22       25       42       42
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      360,596
COMMITMENTS
  28,891    3,069   73,979  251,630  272,561  354,501  349,609    6,096   10,988

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,169)
  -1,839     -531    1,160    4,005    3,277    3,327    3,906   -1,158   -1,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.9     20.5     69.8     75.6     98.3     97.0      1.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        3       15       31       30       46       45
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,908
COMMITMENTS
     861    1,340      200   14,812   14,271   15,873   15,811       35       97

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,415)
      65       65      -75   -1,440   -1,477   -1,450   -1,487       35       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      8.4      1.3     93.1     89.7     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        2       21       23       26       28
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,608
COMMITMENTS
   5,232    9,466    5,667   73,645   66,490   84,544   81,623    2,064    4,985

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -453)
     241        0     -722      285      250     -196     -472     -257       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     10.9      6.5     85.0     76.8     97.6     94.2      2.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        4        8       22       19       32       27
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,132
COMMITMENTS
   1,764    1,748    4,420   28,847   28,947   35,031   35,115    2,101    2,017

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -888)
     135      -50     -736       14      284     -587     -502     -301     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      4.7     11.9     77.7     78.0     94.3     94.6      5.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        4       15       15       20       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,359
COMMITMENTS
     850        0        0    2,464    3,296    3,314    3,296       45       63

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -670)
    -300        0        0     -370     -670     -670     -670        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      0.0      0.0     73.4     98.1     98.7     98.1      1.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       12       12       14       12
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,573
COMMITMENTS
   1,956    7,615   10,617   16,620   11,026   29,192   29,257    4,381    4,316

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      1,069)
    -650    1,320      968      760   -1,158    1,078    1,130       -9      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     22.7     31.6     49.5     32.8     87.0     87.1     13.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        9       14       12       11       28       29
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,226
COMMITMENTS
   3,539      783      587    5,698    8,765    9,824   10,135    1,401    1,091

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -850)
    -420     -336     -168     -842     -916   -1,431   -1,420      580      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      7.0      5.2     50.8     78.1     87.5     90.3     12.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        8       10       15       14       29       29
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      107,759
COMMITMENTS
   3,837      263   11,624   84,669   88,255  100,129  100,141    7,629    7,617

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,961)
    -188      -96     -412    3,938    4,095    3,339    3,587     -377     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.2     10.8     78.6     81.9     92.9     92.9      7.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        1        7       23       23       30       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       26,347
COMMITMENTS
  14,049    9,114    1,194    9,779   14,576   25,023   24,885    1,324    1,462

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        465)
     102     -255      -42      474      912      534      615      -69     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.3     34.6      4.5     37.1     55.3     95.0     94.5      5.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      58       50       16       30       36       94       99
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       54,391
COMMITMENTS
  36,744   17,548    1,523    9,852   31,906   48,119   50,977    6,272    3,414

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      1,278)
     693      -36      369     -408    1,018      654    1,351      624      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.6     32.3      2.8     18.1     58.7     88.5     93.7     11.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      96       47       20       31       38      134      101
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      280,809
COMMITMENTS
  93,511   24,566   49,107  115,010  195,757  257,629  269,430   23,181   11,379

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     18,408)
   9,157    4,793    7,490      258    7,051   16,905   19,334    1,503     -926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3      8.7     17.5     41.0     69.7     91.7     95.9      8.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      72       25       51       77       89      171      148
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,922
COMMITMENTS
   6,617        0       63    4,544   10,562   11,224   10,625    3,698    4,297

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -2,702)
   2,895        0   -1,034   -3,596     -923   -1,735   -1,957     -967     -745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3      0.0      0.4     30.5     70.8     75.2     71.2     24.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        0        1       10       18       16       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,206
COMMITMENTS
      62    2,903      250    8,685    5,798    8,997    8,951      209      255

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -439)
      -4      590        0     -471   -1,088     -475     -498       36       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     31.5      2.7     94.3     63.0     97.7     97.2      2.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        1       30       23       31       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,724
COMMITMENTS
   1,300       25        0   41,069   42,616   42,369   42,641      355       83

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -9,549)
    -225       25        0   -9,275   -9,585   -9,500   -9,560      -49       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.1      0.0     96.1     99.7     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        0       40       31       43       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,864
COMMITMENTS
     390        0        0   27,324   27,864   27,714   27,864      150        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -6,685)
     -62        0        0   -6,593   -6,685   -6,655   -6,685      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     98.1    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       19       22       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,830
COMMITMENTS
     450    6,110      150   13,050    7,570   13,650   13,830      180        0

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,430)
       0   -1,130        0   -1,430     -300   -1,430   -1,430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     44.2      1.1     94.4     54.7     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        1       25       20       27       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,448
COMMITMENTS
   1,911    5,510    5,263   33,201   29,545   40,375   40,318       73      130

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,814)
    -246    1,857   -1,905   -1,695   -3,737   -3,846   -3,785       32      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     13.6     13.0     82.1     73.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        4        5       44       42       54       48
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,666
COMMITMENTS
     196    4,622       21    8,150    4,002    8,367    8,645      299       21

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -2,236)
     -82   -1,902        0   -2,138     -334   -2,220   -2,236      -16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     53.3      0.2     94.0     46.2     96.5     99.8      3.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       21       14       24       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,364
COMMITMENTS
   1,575    1,958      551    9,103    8,546   11,229   11,055      135      309

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,616)
    -635     -177      143   -1,118   -1,562   -1,610   -1,596       -6      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     17.2      4.8     80.1     75.2     98.8     97.3      1.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        1        2       27       25       34       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,139
COMMITMENTS
  10,098    1,902      220   13,904   22,510   24,222   24,632      917      507

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,663)
  -2,031     -268       -7   -1,600   -3,347   -3,638   -3,622      -25      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.2      7.6      0.9     55.3     89.5     96.4     98.0      3.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        4        3       26       31       33       37
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,999
COMMITMENTS
   1,390      286    3,775   15,618   16,913   20,783   20,974      216       25

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:         20)
     310       10      -20     -270       35       20       25        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      1.4     18.0     74.4     80.5     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        5       13       13       18       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,156
COMMITMENTS
   1,352      312      207   18,335   17,806   19,894   18,325    2,262    3,831

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -4,854)
  -1,235     -119      -67   -3,848   -4,982   -5,150   -5,168      296      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      1.4      0.9     82.8     80.4     89.8     82.7     10.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       17       22       20       25
```

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Updated August 10, 2012