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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       95,998
COMMITMENTS
   5,882      912    3,971   86,145   91,111   95,998   95,994        0        4

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        115)
    -550      146        0      716       19      166      165      -51      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      1.0      4.1     89.7     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        3        9       13       14       17
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,434
COMMITMENTS
     830      291      711   39,479   40,381   41,020   41,383      414       51

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -5,043)
    -467     -255      115   -4,626   -4,782   -4,978   -4,922      -65     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.7      1.7     95.3     97.5     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        3        2       37       45       39       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,656
COMMITMENTS
       0      330        0    9,445    9,247    9,445    9,577      211       79

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -3,115)
       0        0        0   -3,086   -3,106   -3,086   -3,106      -29       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      0.0     97.8     95.8     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       25       25       25       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,846
COMMITMENTS
     515      264      584   12,557   12,983   13,656   13,831    1,190    1,015

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -1,445)
     256      -99     -249   -1,338     -921   -1,331   -1,269     -114     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.8      3.9     84.6     87.5     92.0     93.2      8.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        2        3       37       41       40       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,575
COMMITMENTS
     605       35      340    4,967    5,408    5,912    5,783      663      792

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -1,200)
     -66      -30       65   -1,080   -1,244   -1,081   -1,209     -119        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.5      5.2     75.5     82.3     89.9     88.0     10.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        1        6       40       45       47       51
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,251
COMMITMENTS
       0       55        0    5,876    5,684    5,876    5,739      375      512

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -917)
       0      -95        0     -792     -623     -792     -718     -125     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     94.0     90.9     94.0     91.8      6.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       20       23       20       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,480
COMMITMENTS
     105      721      290    5,382    5,219    5,777    6,230      703      250

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -371)
     105      -17     -105     -191     -182     -191     -304     -180      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     11.1      4.5     83.1     80.5     89.2     96.1     10.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        1       22       25       24       29
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,362
COMMITMENTS
      85       48       35    1,964    1,751    2,084    1,834      278      528

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -251)
      45      -31      -44     -232     -179     -231     -254      -20        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      2.0      1.5     83.1     74.1     88.2     77.6     11.8     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       18       14       22       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,387
COMMITMENTS
     138       35       96    1,792    1,902    2,026    2,033      361      354

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -569)
     -77       35       35     -359     -357     -401     -287     -168     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      1.5      4.0     75.1     79.7     84.9     85.2     15.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       19       19       22       21
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,126
COMMITMENTS
       0        0        0    8,069    8,096    8,069    8,096       57       30

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -3,582)
       0        0        0   -3,570   -3,582   -3,570   -3,582      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       17       19       17
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,209
COMMITMENTS
       0      304      150    7,639    7,725    7,789    8,179      420       30

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -519)
       0      -73        0     -480     -435     -480     -508      -39      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      1.8     93.1     94.1     94.9     99.6      5.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       19       18       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,580
COMMITMENTS
       0    1,251      271   20,229   19,058   20,500   20,580       80        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -2,240)
       0     -574      196   -2,366   -1,862   -2,170   -2,240      -70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      1.3     98.3     92.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       27       25       28       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      374,818
COMMITMENTS
  53,137   38,627   63,626  209,222  247,845  325,985  350,099   48,833   24,719

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     14,588)
   1,766    4,146     -339   13,249   13,604   14,675   17,411      -87   -2,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     10.3     17.0     55.8     66.1     87.0     93.4     13.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      48       28       41       71       77      145      123
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,297
COMMITMENTS
      48    6,200      304   11,899    5,700   12,251   12,204       46       93

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -3,573)
     -86      167       25   -3,447   -3,765   -3,508   -3,573      -65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     50.4      2.5     96.8     46.4     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        7        3       33       30       36       40
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,005
COMMITMENTS
     505    1,685      180   16,320   15,110   17,005   16,975        0       30

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -175)
       0     -175        0     -175        0     -175     -175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      9.9      1.1     96.0     88.9    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        1       22       26       25       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,300
COMMITMENTS
     200      630    1,475    9,625    9,195   11,300   11,300        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -675)
     150      -75        0     -825     -600     -675     -675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      5.6     13.1     85.2     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       14       15       16
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,705
COMMITMENTS
     525      150        0   15,064   16,397   15,589   16,547    1,116      158

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        244)
       0        0        0      279      264      279      264      -35      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.9      0.0     90.2     98.2     93.3     99.1      6.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       23       20       25       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,174,226
COMMITMENTS
 253,315  356,682  417,594  423,999  352,156  1094908  1126432   79,318   47,793

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     38,644)
   2,003   14,059   14,720   21,235   12,900   37,959   41,679      685   -3,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     30.4     35.6     36.1     30.0     93.2     95.9      6.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     125      117      165       76       72      303      265
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       22,328
COMMITMENTS
     241    1,860      818   18,805   14,482   19,864   17,160    2,464    5,168

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -6,008)
     -56   -1,800      -80   -5,404   -3,202   -5,540   -5,082     -468     -926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      8.3      3.7     84.2     64.9     89.0     76.9     11.0     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       11       14       12       17
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,809,893
COMMITMENTS
  78,205   59,668  659,362  1068217  1088694  1805784  1807724    4,109    2,169

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     14,621)
  -4,269   -2,862   11,129    7,501    6,518   14,360   14,784      261     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      3.3     36.4     59.0     60.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      42       41       63       64       65      138      137
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       96,120
COMMITMENTS
  16,940   40,905   24,963   51,498   28,950   93,401   94,818    2,719    1,302

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      2,313)
   1,132   -2,950    4,095   -2,068    2,223    3,158    3,368     -845   -1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     42.6     26.0     53.6     30.1     97.2     98.6      2.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       10       13       22       22       39       37
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       71,672
COMMITMENTS
  17,199   23,221   32,563   21,652   15,172   71,413   70,956      258      716

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      4,018)
    -710    4,331     -318    5,103     -109    4,075    3,905      -57      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     32.4     45.4     30.2     21.2     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       16       16       15       21       32       42
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,546
COMMITMENTS
       0      403    2,036   46,424   42,625   48,460   45,064    4,086    7,482

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -209)
       0       48        0     -205     -285     -205     -237       -4       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      3.9     88.3     81.1     92.2     85.8      7.8     14.2

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 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,573,138
COMMITMENTS
 506,848  101,730  710,942  1329327  1740960  2547117  2553632   26,021   19,506

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      5,733)
  -2,036   11,364   -3,317   13,391   -1,364    8,038    6,683   -2,305     -950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      4.0     27.6     51.7     67.7     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      36       14       42       93       83      142      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,170,828
COMMITMENTS
 115,274  101,624  326,343  726,003  740,056  1167620  1168023    3,208    2,805

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     14,885)
  -3,454     -640   13,513    5,442    1,633   15,501   14,506     -616      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      8.7     27.9     62.0     63.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      23       22       31       44       41       88       73
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,636
COMMITMENTS
     570        0        0    5,180    5,855    5,750    5,855      885      781

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        165)
      75        0        0      -30      360       45      360      120     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.0      0.0     78.1     88.2     86.7     88.2     13.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       15       17       17       17
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,145
COMMITMENTS
   5,032    7,938    2,974    6,144    3,204   14,150   14,116      995    1,029

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        261)
      34      380     -427      314       83      -79       36      340      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     52.4     19.6     40.6     21.2     93.4     93.2      6.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5       17       17        9        8       27       29
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,710
COMMITMENTS
   3,260    2,930    1,015    2,100    2,315    6,375    6,260      335      450

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        125)
     270      875     -580      475       -5      165      290      -40     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.6     43.7     15.1     31.3     34.5     95.0     93.3      5.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       10       13        7        6       21       21
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,275
COMMITMENTS
   1,512    1,994      483   17,924   17,329   19,919   19,806      356      470

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        228)
      50      -37      114       34      155      198      232       29       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      9.8      2.4     88.4     85.5     98.2     97.7      1.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        5        5       33       43       44       49
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,770
COMMITMENTS
     166        0      162    1,608    1,973    1,936    2,135      834      634

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -252)
     -56        0       -3     -204     -149     -263     -152       11     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.0      5.8     58.1     71.3     69.9     77.1     30.1     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       17       17       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,704
COMMITMENTS
       0      496       20    1,218      769    1,238    1,285      466      419

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -406)
     -86       81      -77     -177     -494     -340     -490      -66       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     29.1      1.2     71.5     45.1     72.7     75.4     27.3     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       22       18       23       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      153,562
COMMITMENTS
   3,130    1,426   20,920  127,295  129,506  151,345  151,852    2,217    1,709

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      3,807)
    -212      499    1,078    2,323    2,115    3,188    3,693      619      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.9     13.6     82.9     84.3     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        4       33       31       39       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,266
COMMITMENTS
   3,020      222    2,638   18,384   21,870   24,042   24,730    1,224      536

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -271)
    -310        0       23       13     -294     -275     -271        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      0.9     10.4     72.8     86.6     95.2     97.9      4.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       20       18       23       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,128
COMMITMENTS
       0    1,278       18    6,257    5,433    6,275    6,729    1,853    1,399

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        120)
       0        0        0        0        0        0        0      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.7      0.2     77.0     66.8     77.2     82.8     22.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       16       15       17       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,721
COMMITMENTS
   3,542      322      429    7,889   11,501   11,860   12,252      861      469

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -120)
    -110        0     -120      110       -0     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      2.5      3.4     62.0     90.4     93.2     96.3      6.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       20       20       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,853
COMMITMENTS
     406    1,680      658   18,502   18,437   19,566   20,775    2,287    1,078

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        288)
       0        0        0      282      120      282      120        6      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      7.7      3.0     84.7     84.4     89.5     95.1     10.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       26       25       29       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,565
COMMITMENTS
   1,364        0       66    5,650    6,989    7,080    7,055    1,485    1,510

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         22)
       0        0        0       52       28       52       28      -30       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.0      0.8     66.0     81.6     82.7     82.4     17.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       17       18       18
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,437
COMMITMENTS
   2,890    2,302      200    7,105    8,175   10,195   10,677    1,242      760

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:          2)
    -230     -120       72      160       10        2      -38        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     20.1      1.7     62.1     71.5     89.1     93.4     10.9      6.6

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 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,063
COMMITMENTS
     218    2,202      840    9,721    8,655   10,779   11,697    1,284      366

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         57)
       0       48        0       57        9       57       57        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     18.3      7.0     80.6     71.7     89.4     97.0     10.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       17       15       19       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,301
COMMITMENTS
       0        0        0   52,963   53,301   52,963   53,301      338        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         63)
       0        0        0       63       63       63       63        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       16       20       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      896,513
COMMITMENTS
       0        0        0  896,513  896,513  896,513  896,513        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      3,032)
       0        0        0    3,032    3,032    3,032    3,032        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       17       18       17       18
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       85,368
COMMITMENTS
       0        0        0   85,113   85,178   85,113   85,178      255      190

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       28       16       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,173,458
COMMITMENTS
       0        0        0  1173458  1173458  1173458  1173458        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       17       23       17       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,984
COMMITMENTS
   3,945        0    6,990   51,794   55,994   62,729   62,984      255        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,275)
   1,970     -580     -695        0    2,550    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0     11.1     82.2     88.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       27       21       30       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,227,214
COMMITMENTS
  38,805  107,530   15,387  1173022  1104297  1227214  1227214        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      8.8      1.3     95.6     90.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        1       28       26       32       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,002
COMMITMENTS
       0    3,520        0   47,919   43,972   47,919   47,492       83      510

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -230)
       0     -230        0     -230        0     -230     -230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.3      0.0     99.8     91.6     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       14       18       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,478
COMMITMENTS
     830    5,515        0   38,119   33,963   38,949   39,478      529        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     14.0      0.0     96.6     86.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       16       20       17       21
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,916
COMMITMENTS
   8,643        0    1,805   16,468   24,856   26,916   26,661        0      255

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,275)
  -2,550        0    1,275    2,550        0    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      0.0      6.7     61.2     92.3    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       10       14       12       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,822
COMMITMENTS
     249    1,577       19   13,683   13,060   13,951   14,656      871      166

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         -0)
       0        0        0       -0       -0       -0       -0       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     10.6      0.1     92.3     88.1     94.1     98.9      5.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       17       14       19       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      791,220
COMMITMENTS
       0   46,785   23,400  767,820  721,035  791,220  791,220        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      3.0     97.0     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       20       13       21       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      945,180
COMMITMENTS
  16,010  122,810    4,160  925,010  818,210  945,180  945,180        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     13.0      0.4     97.9     86.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       15       16       17       17
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      503,773
COMMITMENTS
 101,666        0   87,571  314,536  416,202  503,773  503,773        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      2,968)
       0        0        0    2,968    2,968    2,968    2,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      0.0     17.4     62.4     82.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       13       18       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,479
COMMITMENTS
     315      111      233    8,912    9,134    9,459    9,478       20        2

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         69)
      41       -1       26        3       44       69       69       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.2      2.5     94.0     96.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       17       19       20       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,909
COMMITMENTS
   1,800        0        0   28,670   30,624   30,470   30,624      439      285

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -1,745)
     -56        0        0   -1,625   -1,608   -1,681   -1,608      -64     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.0      0.0     92.8     99.1     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        0        0       36       35       37       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,155
COMMITMENTS
     660        0        0    4,247    4,919    4,907    4,919      248      236

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         30)
       0        0        0      -15       30      -15       30       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      0.0      0.0     82.4     95.4     95.2     95.4      4.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       14       15       14
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,510
COMMITMENTS
     293    1,155       46    8,941    7,909    9,280    9,110      230      400

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        430)
       0     -120        0      475      550      475      430      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     12.1      0.5     94.0     83.2     97.6     95.8      2.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       25       21       27       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,272
COMMITMENTS
     755        0        0    9,215    9,815    9,970    9,815      302      457

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         -9)
       0        0        0      -25      -24      -25      -24       16       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.0      0.0     89.7     95.6     97.1     95.6      2.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       19       21       20       21
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,154
COMMITMENTS
     132       25        0    4,690    5,005    4,822    5,030      332      124

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.5      0.0     91.0     97.1     93.6     97.6      6.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       17       18       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,584,886
COMMITMENTS
 392,999   87,376  882,257  1228953  1542535  2504210  2512169   80,676   72,717

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     84,804)
  13,272   -1,826   47,653   28,997   42,819   89,922   88,646   -5,118   -3,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      3.4     34.1     47.5     59.7     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
     181      105      220       95      100      369      343
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      193,969
COMMITMENTS
  71,584   19,218   35,355   85,998  136,697  192,937  191,269    1,032    2,700

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -8,706)
  -1,092   -1,783   -2,567   -4,795   -3,913   -8,454   -8,264     -252     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      9.9     18.2     44.3     70.5     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        7       13       23       24       36       39
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      181,412
COMMITMENTS
  58,621   18,124    1,471   79,953  109,613  140,045  129,208   41,367   52,204

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        768)
   1,378       -9     -194   -1,666    1,253     -482    1,050    1,250     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3     10.0      0.8     44.1     60.4     77.2     71.2     22.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        5        5       17       19       25       27
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       70,656
COMMITMENTS
   9,593    1,437   17,887   40,581   49,455   68,061   68,779    2,594    1,876

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,081)
    -226     -119    1,009      537      472    1,320    1,362     -238     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      2.0     25.3     57.4     70.0     96.3     97.3      3.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        7       18       22       24       44       43
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      376,344
COMMITMENTS
  31,882    1,333   72,582  265,991  291,192  370,454  365,106    5,890   11,238

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     11,525)
     795     -486      599   10,098   11,247   11,492   11,360       33      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.4     19.3     70.7     77.4     98.4     97.0      1.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        2       15       32       31       47       46
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,661
COMMITMENTS
   1,726      445      200   18,710   19,991   20,636   20,636       25       25

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,983)
       0        0        0    1,983    1,983    1,983    1,983        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      2.2      1.0     90.6     96.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        2       22       24       27       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,802
COMMITMENTS
   6,501    9,914    6,910   76,839   72,112   90,250   88,936    3,552    4,866

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        -95)
     209     -800     -679       87    1,728     -383      249      288     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     10.6      7.4     81.9     76.9     96.2     94.8      3.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        9       22       20       33       30
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,450
COMMITMENTS
   3,667    4,348    8,012   35,506   34,618   47,185   46,978    2,265    2,472

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      2,873)
  -1,211    2,150    1,135    2,712     -897    2,636    2,388      237      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      8.8     16.2     71.8     70.0     95.4     95.0      4.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        6       15       15       23       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,798
COMMITMENTS
   1,034      417      150    2,503    3,165    3,687    3,732      111       66

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        150)
     300        0        0     -150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     11.0      3.9     65.9     83.3     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        1       12       11       15       14
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,626
COMMITMENTS
   3,024    6,018   10,377   15,437   12,779   28,838   29,174    4,788    4,452

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        788)
    -204      260      455      790      462    1,041    1,177     -253     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     17.9     30.9     45.9     38.0     85.8     86.8     14.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        9       13       13       13       28       31
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,322
COMMITMENTS
   4,595    1,022      487    4,570    8,342    9,652    9,851      670      471

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -737)
      -8      350     -171     -653     -914     -832     -735       95       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.5      9.9      4.7     44.3     80.8     93.5     95.4      6.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        8        9       14       13       28       27
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      116,376
COMMITMENTS
   4,183      367   10,344   94,217   97,394  108,744  108,104    7,633    8,272

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      4,721)
      83       19     -109    4,601    4,579    4,576    4,489      145      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.3      8.9     81.0     83.7     93.4     92.9      6.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        7       23       23       30       30
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,161
COMMITMENTS
       0        0        0   19,161   19,152   19,161   19,152        0        9

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       11       15       11
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,499
COMMITMENTS
  13,637    3,776      787    7,003   18,186   21,427   22,749    2,072      750

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        202)
    -458   -1,188      130      225    1,346     -103      288      305      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.0     16.1      3.3     29.8     77.4     91.2     96.8      8.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      69       26        9       25       38       97       71
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       61,708
COMMITMENTS
  42,801    7,477    2,246    9,604   49,126   54,651   58,849    7,058    2,859

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      2,532)
     686   -2,635      731    1,068    4,498    2,486    2,594       46      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.4     12.1      3.6     15.6     79.6     88.6     95.4     11.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
     111       27       21       36       42      155       86
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      312,835
COMMITMENTS
 112,930   42,974   45,451  127,185  211,654  285,566  300,079   27,270   12,756

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     10,018)
   5,144    3,449    1,552    2,342    3,651    9,038    8,652      980    1,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1     13.7     14.5     40.7     67.7     91.3     95.9      8.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      88       26       53       71       89      180      150
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,353
COMMITMENTS
   7,409        0      223    6,601   12,981   14,233   13,204    3,120    4,149

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,538)
     246        0      176    1,657    1,495    2,079    1,671     -541     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.7      0.0      1.3     38.0     74.8     82.0     76.1     18.0     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        0        4       13       19       18       23
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,086
COMMITMENTS
   7,137    1,200    2,703   12,245   17,337   22,085   21,240    1,001    1,846

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        591)
     -74        0      300      440      291      666      591      -75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      5.2     11.7     53.0     75.1     95.7     92.0      4.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       14       18       16       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,630
COMMITMENTS
     156    5,910      289   12,065    6,290   12,510   12,489      120      141

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -1,358)
      94      395      -59   -1,393   -1,694   -1,358   -1,358        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     46.8      2.3     95.5     49.8     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        3       32       25       35       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       40,739
COMMITMENTS
   1,508        0       50   38,967   40,621   40,525   40,671      214       68

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -4,784)
    -310        0       50   -4,480   -4,819   -4,740   -4,769      -44      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      0.1     95.7     99.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        0        1       41       29       46       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,802
COMMITMENTS
     490        0        0   19,152   19,802   19,642   19,802      160        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -7,849)
    -100        0        0   -7,759   -7,849   -7,859   -7,849       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.0     96.7    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       22       19       24       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,225
COMMITMENTS
     450    5,280      150   11,445    6,795   12,045   12,225      180        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -2,780)
       0   -1,480        0   -2,780   -1,300   -2,780   -2,780        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     43.2      1.2     93.6     55.6     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        4        1       26       19       28       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,986
COMMITMENTS
   3,213    6,443    6,944   35,617   32,493   45,774   45,880      212      106

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      3,604)
     588     -457    1,453    1,511    2,588    3,552    3,584       52       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     14.0     15.1     77.5     70.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6        5        6       47       43       56       52
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,631
COMMITMENTS
     135    2,884       71    7,181    4,595    7,387    7,550      244       81

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     37.8      0.9     94.1     60.2     96.8     98.9      3.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       21       13       24       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,115
COMMITMENTS
   1,985    2,286      425   10,612   10,112   13,022   12,823       93      292

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,356)
     329      287       85      921      981    1,335    1,353       21        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     17.4      3.2     80.9     77.1     99.3     97.8      0.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        2       28       26       32       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,752
COMMITMENTS
   8,576    1,746      381   13,944   21,065   22,901   23,192      851      560

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        367)
       0      300       67      300        0      367      367        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      7.4      1.6     58.7     88.7     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        5        4       27       32       35       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,985
COMMITMENTS
   3,915      984      117   20,480   22,243   24,512   23,344    1,473    2,641

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        605)
     306      172     -127      191      397      370      442      235      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      3.8      0.5     78.8     85.6     94.3     89.8      5.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       17       23       21       25
```

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Updated September 14, 2012