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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,455
COMMITMENTS
     486        0      347   51,149   51,857   51,982   52,204      473      251

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      3,587)
     121        0     -205    3,675    3,849    3,591    3,644       -4      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.7     97.5     98.9     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        0        1       39       44       41       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,701
COMMITMENTS
       0        0        0   18,534   18,661   18,534   18,661      167       40

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,921)
       0        0        0    1,921    1,921    1,921    1,921        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     99.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       21       32       21       32
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,826
COMMITMENTS
       0      532      249    9,533    9,068    9,782    9,849    1,044      977

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        435)
       0       73       -3      351      328      348      398       87       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      2.3     88.1     83.8     90.4     91.0      9.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        2       34       39       36       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,898
COMMITMENTS
     771       38      192    5,217    5,904    6,180    6,134      718      764

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        137)
       8      -31      -25      100      228       83      172       54      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      0.6      2.8     75.6     85.6     89.6     88.9     10.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        1        5       43       46       48       52
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,051
COMMITMENTS
      85        0       62    3,574    3,089    3,721    3,151      330      900

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         64)
       0        0        0       45       93       45       93       19      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      1.5     88.2     76.3     91.9     77.8      8.1     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       19       23       21       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,984
COMMITMENTS
     124      512        6    2,172    2,181    2,302    2,699      682      285

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         62)
      34       20       -4       36       86       66      102       -4      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     17.2      0.2     72.8     73.1     77.1     90.4     22.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       21       21       23       25
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,036
COMMITMENTS
      13        0       13    1,571    1,728    1,597    1,741      439      295

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          2)
     -10       -5      -35       31       39      -14       -1       16        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.6     77.2     84.9     78.4     85.5     21.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       15       17       16
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,447
COMMITMENTS
       0        0        0    9,261    9,321    9,261    9,321      186      126

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        673)
       0        0        0      673      673      673      673        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     98.7     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       16       16       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,665
COMMITMENTS
       0      938       35   29,390   28,692   29,425   29,665      240        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        463)
       0      195      -12      475      280      463      463        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.1     99.1     96.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       29       26       30       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      303,896
COMMITMENTS
  49,197   28,664   47,330  162,260  205,228  258,787  281,222   45,108   22,674

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -9,502)
  -1,152   -1,537   -2,981   -1,770   -1,584   -5,902   -6,102   -3,600   -3,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      9.4     15.6     53.4     67.5     85.2     92.5     14.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      44       24       38       71       85      134      130
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       44,277
COMMITMENTS
       0    8,975   13,386   29,331   20,666   42,717   43,027    1,560    1,250

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -2,562)
       0   -1,363     -249   -2,309     -831   -2,559   -2,443       -4     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.3     30.2     66.2     46.7     96.5     97.2      3.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        5        5       15       15       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,158
COMMITMENTS
     259    3,341      200   15,681   12,617   16,140   16,158       18        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,858)
       0      900      -50    1,908    1,549    1,858    2,399        0     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     20.7      1.2     97.0     78.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        4        2       43       42       46       48
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,203
COMMITMENTS
     758       50       50    9,341   10,103   10,149   10,203       54        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        258)
     -12       50       50      250      158      288      258      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.5      0.5     91.6     99.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        1       22       23       27       24
 
 
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE               Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,620
COMMITMENTS
       0        0        0    3,580    3,620    3,580    3,620       40        0

CHANGES FROM 01/24/12 (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     98.9    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       14       13       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,245,201
COMMITMENTS
 270,285  398,264  447,825  453,307  350,319  1171417  1196408   73,785   48,793

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     39,073)
  22,788    7,771    4,776   18,248   31,746   45,812   44,292   -6,739   -5,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     32.0     36.0     36.4     28.1     94.1     96.1      5.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     115      140      150       78       75      286      280
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,321,706
COMMITMENTS
  99,584  163,333  936,755  1279609  1212762  2315948  2312849    5,759    8,857

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    -37,788)
   5,035   11,651  -31,979  -11,699  -17,921  -38,643  -38,248      855      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      7.0     40.3     55.1     52.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      42       37       56       63       57      129      126
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       92,611
COMMITMENTS
  15,951   11,580   22,091   51,984   57,149   90,026   90,820    2,585    1,791

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     29,257)
  -1,210     -421    3,846   26,702   26,254   29,338   29,679      -81     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     12.5     23.9     56.1     61.7     97.2     98.1      2.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        6       12       10       10       22       23
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      119,552
COMMITMENTS
  60,508   49,919   44,000   13,983   25,052  118,491  118,971    1,060      580

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,303)
   3,011    3,125   -1,569      -65     -338    1,377    1,218      -74       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.6     41.8     36.8     11.7     21.0     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       17       18       11       16       31       40
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,789
COMMITMENTS
       0    7,806    2,438   46,580   34,534   49,018   44,778    3,771    8,011

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0       62        0        0        0        0       62        0      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.8      4.6     88.2     65.4     92.9     84.8      7.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        3       12       14       15       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       85,964
COMMITMENTS
     173      705    3,270   73,364   71,952   76,807   75,927    9,157   10,037

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -522)
     -60      -73       -3     -459     -446     -522     -522        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.8      3.8     85.3     83.7     89.3     88.3     10.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       17       17       20       20
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,809,751
COMMITMENTS
 543,537  328,124  764,162  1466385  1695481  2774084  2787767   35,667   21,984

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     23,154)
  40,050   51,436  -17,598   -3,752  -10,052   18,700   23,786    4,454     -632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     11.7     27.2     52.2     60.3     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      34       23       48       92       86      149      137
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,268,111
COMMITMENTS
 284,454  117,525  261,652  717,386  886,903  1263492  1266080    4,619    2,031

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    -33,654)
   5,157  -15,171  -25,254  -13,714    7,024  -33,811  -33,401      157     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      9.3     20.6     56.6     69.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      19       20       31       40       41       74       77
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,071
COMMITMENTS
     357      601      325   12,065   11,920   12,747   12,846      324      225

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        635)
      56       94       -1      645      488      700      581      -65       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      4.6      2.5     92.3     91.2     97.5     98.3      2.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        4        5       36       38       43       44
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,132
COMMITMENTS
     131        0       29    1,176    1,407    1,336    1,436      796      696

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          2)
       0        0        0       16      -64       16      -64      -14       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0      1.4     55.2     66.0     62.7     67.4     37.3     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       16       17       18       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,894
COMMITMENTS
      25      432       46    1,547    1,134    1,618    1,612      276      282

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        215)
     -24        3       22      189      224      187      249       28      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     22.8      2.4     81.7     59.9     85.4     85.1     14.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        2       23       20       25       24
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      233,211
COMMITMENTS
  16,059    2,110   37,058  177,420  192,522  230,536  231,689    2,674    1,521

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    -13,519)
    -956      -58   -2,679   -9,528  -10,490  -13,162  -13,227     -357     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.9     15.9     76.1     82.6     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        6       32       32       39       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       37,695
COMMITMENTS
   4,510      448    4,313   27,730   32,348   36,553   37,109    1,142      586

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -708)
     139      -30     -219     -626     -477     -706     -726       -2       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      1.2     11.4     73.6     85.8     97.0     98.4      3.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       24       23       27       27
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,349
COMMITMENTS
   3,638    1,054      553    8,310   11,404   12,501   13,011      848      338

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -361)
      76        0      -17     -577     -435     -518     -452      157       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      7.9      4.1     62.3     85.4     93.6     97.5      6.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       17       17       20       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,632
COMMITMENTS
   1,540    2,690      274   24,427   23,992   26,241   26,956    2,391    1,676

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -110)
    -120        0     -180      292       60       -8     -120     -102       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      9.4      1.0     85.3     83.8     91.6     94.1      8.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       25       22       28       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,220
COMMITMENTS
   2,382        0      380    6,121    7,896    8,883    8,276    1,337    1,944

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          9)
    -320        0        0      329        9        9        9        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      0.0      3.7     59.9     77.3     86.9     81.0     13.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       18       18       20
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,821
COMMITMENTS
   3,540    3,044      158    9,725   10,545   13,423   13,747    1,398    1,074

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     20.5      1.1     65.6     71.1     90.6     92.8      9.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       16       15       18       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,742
COMMITMENTS
       0    2,236      416   10,994    9,234   11,410   11,886    1,332      856

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        160)
       0      -60        0       76      220       76      160       84        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.5      3.3     86.3     72.5     89.5     93.3     10.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       16       14       18       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       70,379
COMMITMENTS
       0        0        0   70,379   70,379   70,379   70,379        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20       20       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       15       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,097,933
COMMITMENTS
       0        0        0  1097933  1097933  1097933  1097933        0        0

CHANGES FROM 01/24/12 (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:       25)
       0        0        0       17       16       17       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,740
COMMITMENTS
       0        0        0   34,740   34,740   34,740   34,740        0        0

CHANGES FROM 01/24/12 (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:       24)
       0        0        0       15       13       15       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      634,065
COMMITMENTS
       0        0        0  634,065  634,065  634,065  634,065        0        0

CHANGES FROM 01/24/12 (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:       22)
       0        0        0       14       11       14       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      133,348
COMMITMENTS
       0        0        0  133,348  133,348  133,348  133,348        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     15,715)
       0        0        0   15,715   15,715   15,715   15,715        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:       38)
       0        0        0       17       29       17       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    1,976,783
COMMITMENTS
       0        0        0  1976783  1976783  1976783  1976783        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    101,475)
       0        0        0  101,475  101,475  101,475  101,475        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:       37)
       0        0        0       16       27       16       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       73,381
COMMITMENTS
   2,550    4,283   10,737   60,094   58,106   73,381   73,126        0      255

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      4,845)
       0        0        0    4,845    4,845    4,845    4,845        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      5.8     14.6     81.9     79.2    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        3       25       20       29       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,219,024
COMMITMENTS
  37,512   76,435   23,325  1158187  1119264  1219024  1219024        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     35,613)
       0        0        0   35,613   35,613   35,613   35,613        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      6.3      1.9     95.0     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        1       28       23       31       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,514
COMMITMENTS
       0      773        0   50,259   49,486   50,259   50,259      255      255

CHANGES FROM 01/24/12 (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      1.5      0.0     99.5     98.0     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       17       14       17       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,508
COMMITMENTS
   2,550    2,550        0   51,364   51,364   53,914   53,914      594      594

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      4.7      0.0     94.2     94.2     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       16       14       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,027
COMMITMENTS
  17,455        0    3,830   25,742   43,197   47,027   47,027        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      0.0      8.1     54.7     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       13       12       15       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,368
COMMITMENTS
     765       63        0   14,581   16,050   15,346   16,113    1,022      255

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        -11)
       0        0        0      -11      -11      -11      -11       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.4      0.0     89.1     98.1     93.8     98.4      6.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       15       16       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      886,986
COMMITMENTS
  23,400   46,159        0  863,586  840,827  886,986  886,986        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      5.2      0.0     97.4     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       16       19       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      963,303
COMMITMENTS
  99,610        0        0  863,693  963,303  963,303  963,303        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      0.0      0.0     89.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       15       14       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,007
COMMITMENTS
     458        0      151    6,368    6,848    6,978    6,999       29        8

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        231)
      10        0      -20      233      251      224      232        7       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      2.2     90.9     97.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       14       17       17       20
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,981
COMMITMENTS
     240        0        0   18,473   18,506   18,713   18,506      268      475

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        372)
      20        0        0      357      372      377      372       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     97.3     97.5     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        0        0       35       36       37       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,832
COMMITMENTS
     150       60        0    8,050    8,167    8,200    8,227      632      605

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         29)
       0      -30        0      -15      239      -15      209       44     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.7      0.0     91.1     92.5     92.8     93.1      7.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       15       18       16       19
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,350
COMMITMENTS
       0       95        0    6,205    5,800    6,205    5,895      145      455

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         59)
       0        0        0       38       28       38       28       21       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.0     97.7     91.3     97.7     92.8      2.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       20       15       20       17
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,208
COMMITMENTS
      30        0       15    8,553    8,611    8,598    8,626      610      582

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         89)
     -15        0       15       99       14       99       29      -10       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.2     92.9     93.5     93.4     93.7      6.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       16       15       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,320,615
COMMITMENTS
 342,299   98,650  802,051  1080291  1356816  2224641  2257517   95,974   63,097

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     75,378)
  -2,163    2,994   49,264   28,167   26,590   75,267   78,848      111   -3,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      4.3     34.6     46.6     58.5     95.9     97.3      4.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     162       81      195       94       96      333      307
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      208,646
COMMITMENTS
  66,211   31,802   50,179   91,181  122,476  207,571  204,457    1,075    4,189

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     15,591)
  -6,189      806   11,150   10,549    3,289   15,510   15,245       82      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     15.2     24.0     43.7     58.7     99.5     98.0      0.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        8       11       19       21       31       36
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      198,113
COMMITMENTS
  52,399    9,402    1,173   92,402  120,969  145,974  131,544   52,139   66,569

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,775)
   7,487      -90      135     -365     -215    7,257     -170   -5,482    1,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      4.7      0.6     46.6     61.1     73.7     66.4     26.3     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        3        5       13       17       19       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,456
COMMITMENTS
  12,860    1,159   16,767   54,323   66,930   83,950   84,856    4,506    3,600

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -1,300)
    -581      -89      -50     -620   -1,288   -1,251   -1,426      -50      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      1.3     19.0     61.4     75.7     94.9     95.9      5.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15        7       20       22       24       46       45
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      453,618
COMMITMENTS
  27,017    1,246   74,861  339,128  363,118  441,006  439,225   12,611   14,393

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    -24,339)
    -358      666   -6,026  -17,131  -18,191  -23,515  -23,551     -823     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.3     16.5     74.8     80.0     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        2       11       32       32       43       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,190
COMMITMENTS
       0      842      575   19,606   18,773   20,181   20,190        9        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      2,911)
       0        0        0    2,911    2,911    2,911    2,911        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      2.8     97.1     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        3       30       27       33       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,759
COMMITMENTS
   4,790   13,793    9,970   55,832   43,475   70,592   67,238    3,167    6,521

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      9,321)
     -23     -388    5,424    4,120    4,685    9,521    9,721     -200     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     18.7     13.5     75.7     58.9     95.7     91.2      4.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        6       10       23       18       35       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,055
COMMITMENTS
   5,070    1,647    8,484   28,636   30,763   42,190   40,894    1,865    3,161

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     11,324)
    -124     -213    6,153    5,272    5,112   11,301   11,052       23      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      3.7     19.3     65.0     69.8     95.8     92.8      4.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        6       13       15       20       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,460
COMMITMENTS
   3,075        0      282    5,055    8,160    8,412    8,442       48       18

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        270)
     300     -181        0      -30      500      270      319        0      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      0.0      3.3     59.8     96.5     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       11       13       15       14
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,991
COMMITMENTS
   5,861    3,381    6,913    9,067   10,652   21,840   20,945    3,151    4,046

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -110)
     287      507      -87     -106     -145       94      275     -204     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     13.5     27.7     36.3     42.6     87.4     83.8     12.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      10        8        9       11       11       27       22
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,262
COMMITMENTS
   1,490    1,315      970    9,749   10,287   12,209   12,572    1,053      690

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -885)
    -180     -236      -82     -650     -581     -912     -899       28       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      9.9      7.3     73.5     77.6     92.1     94.8      7.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        6        8       14       14       24       26
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,227
COMMITMENTS
   2,974      302   12,219   69,879   69,961   85,072   82,482    8,156   10,746

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -1,512)
    -727     -304      576   -2,308   -2,312   -2,459   -2,040      947      528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.3     13.1     75.0     75.0     91.3     88.5      8.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        6       21       22       27       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,511
COMMITMENTS
  11,608    3,029      577    6,457   15,905   18,642   19,511    1,869    1,000

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,260)
     787     -214      189      188    1,489    1,165    1,465       95     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.6     14.8      2.8     31.5     77.5     90.9     95.1      9.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      58       26       13       27       37       94       72
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       47,153
COMMITMENTS
  31,453    6,006      519    8,335   38,314   40,307   44,838    6,847    2,315

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,033)
     683   -2,298        0     -203    3,649      481    1,351      552     -318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.7     12.7      1.1     17.7     81.3     85.5     95.1     14.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      83       25       13       22       38      108       73
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      339,777
COMMITMENTS
 100,392   17,749   43,339  169,852  265,013  313,583  326,101   26,195   13,676

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    -12,075)
   6,047    1,265   -2,682  -14,473   -9,199  -11,108  -10,616     -967   -1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      5.2     12.8     50.0     78.0     92.3     96.0      7.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
     100       19       52       80       91      194      150
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,714
COMMITMENTS
   9,747      690      588    8,775   17,177   19,110   18,455    4,604    5,259

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        669)
      -9      690     -156      178      580       13    1,114      656     -445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1      2.9      2.5     37.0     72.4     80.6     77.8     19.4     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        2        3        9       19       15       24
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,013
COMMITMENTS
       0        0        0    8,434    8,022    8,434    8,022      579      991

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        533)
       0        0        0      733      608      733      608     -200      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.6     89.0     93.6     89.0      6.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       15       16       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,827
COMMITMENTS
     396    1,636      204    7,171    5,937    7,771    7,777       56       50

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        468)
     100      468        0      368        0      468      468        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     20.9      2.6     91.6     75.9     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        1       27       28       30       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,359
COMMITMENTS
     650        0        0   51,585   53,066   52,235   53,066    1,124      293

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      4,813)
     275        0        0    4,337    4,799    4,612    4,799      201       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     96.7     99.5     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        0        0       42       37       45       37
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,625
COMMITMENTS
       0        0        0   18,263   18,475   18,263   18,475      362      150

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      2,586)
       0        0        0    2,586    2,586    2,586    2,586        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     99.2     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       15       21       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,275
COMMITMENTS
     325    3,425      350    7,600    4,480    8,275    8,255        0       20

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        475)
    -100      300        0      575      175      475      475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     41.4      4.2     91.8     54.1    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       27       15       30       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,648
COMMITMENTS
     492      115       21    2,966    3,465    3,479    3,601      169       47

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        142)
      15      115       -3      130       30      142      142        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      3.2      0.6     81.3     95.0     95.4     98.7      4.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       13       12       15       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,545
COMMITMENTS
     724    4,725    1,197   24,567   20,514   26,488   26,436       57      109

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        632)
    -553      -42      120    1,128      486      695      564      -63       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     17.8      4.5     92.5     77.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        4        4       38       43       43       49
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,276
COMMITMENTS
   1,307    1,340      459   11,376   11,475   13,142   13,274      134        2

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -382)
  -1,135      384        0      753     -766     -382     -382        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     10.1      3.5     85.7     86.4     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        1       26       30       29       35
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,786
COMMITMENTS
   9,969    3,084      596   19,801   26,242   30,366   29,922      420      864

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        115)
     -46      261        0      161     -230      115       31        0       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     10.0      1.9     64.3     85.2     98.6     97.2      1.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        6        5       23       30       28       41
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,896
COMMITMENTS
   3,232        0    1,374   19,118   19,558   23,724   20,932    3,172    5,964

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,443)
     118        0      250    1,874      204    2,242      454     -799      989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      0.0      5.1     71.1     72.7     88.2     77.8     11.8     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       17       18       19       20
```

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Updated February 3, 2012