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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,162
COMMITMENTS
     356        0      495   44,896   45,341   45,747   45,836      415      326

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,148)
     137        0       50      947    1,084    1,134    1,134       14       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      1.1     97.3     98.2     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        0        2       37       45       39       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,580
COMMITMENTS
       0        0        0   15,413   15,540   15,413   15,540      167       40

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        -34)
       0        0        0      -34      -34      -34      -34        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9     99.7     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       21       31       21       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,032
COMMITMENTS
       0      405      255    8,858    8,478    9,113    9,138      919      894

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        114)
       0       48       57       70      -20      127       85      -13       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      2.5     88.3     84.5     90.8     91.1      9.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        3       33       37       36       40
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,353
COMMITMENTS
     761       64      158    4,897    5,495    5,816    5,717      537      636

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        493)
      69       30        6      438      526      513      562      -20      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      1.0      2.5     77.1     86.5     91.5     90.0      8.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        2        6       40       42       47       49
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,730
COMMITMENTS
     105        0       62    3,254    2,782    3,421    2,844      309      886

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -107)
       0        0        0     -125      142     -125      142       18     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      1.7     87.2     74.6     91.7     76.2      8.3     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       19       22       21       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,821
COMMITMENTS
      90      533       10    2,032    1,950    2,132    2,493      689      328

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:         66)
       0       40      -40      107       27       67       27       -1       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     18.9      0.4     72.0     69.1     75.6     88.4     24.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       22       21       24       24
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,949
COMMITMENTS
      23        5       48    1,485    1,621    1,556    1,674      393      275

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:         95)
     -17        3      -28      316      119      271       94     -176        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.3      2.5     76.2     83.2     79.8     85.9     20.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       15       14       17       16
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,511
COMMITMENTS
       0        0        0    7,325    7,385    7,325    7,385      186      126

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        574)
       0        0        0      574      574      574      574        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.5     98.3     97.5     98.3      2.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       15       15       15
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,808
COMMITMENTS
       0      493       51   27,517   27,264   27,568   27,808      240        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,778)
       0      150        0    2,778    2,628    2,778    2,778        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.2     99.0     98.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       28       26       29       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      309,105
COMMITMENTS
  53,731   33,244   53,004  153,384  196,550  260,119  282,798   48,986   26,307

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      3,397)
   2,733     -122    5,414   -4,330   -2,012    3,817    3,280     -420      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     10.8     17.1     49.6     63.6     84.2     91.5     15.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      50       19       37       71       85      137      129
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       46,778
COMMITMENTS
       0    9,316   13,911   31,165   22,087   45,075   45,314    1,702    1,464

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -887)
       0      148     -490     -294     -478     -784     -820     -103      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.9     29.7     66.6     47.2     96.4     96.9      3.6      3.1

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 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,096
COMMITMENTS
     195    2,441      250   13,633   10,905   14,078   13,596       18      500

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        123)
      45        0      100      -22       23      123      123        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     17.3      1.8     96.7     77.4     99.9     96.5      0.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        1        2       40       37       43       40
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,825
COMMITMENTS
     770        0        0    9,016    9,825    9,786    9,825       39        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,091)
     100        0        0      991    1,091    1,091    1,091        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      0.0     91.8    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        0        0       22       23       26       23
 
 
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE               Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,605
COMMITMENTS
       0        0        0    3,580    3,605    3,580    3,605       25        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        190)
       0        0        0      190      190      190      190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       13       13       13
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,184,319
COMMITMENTS
 221,155  379,645  447,968  429,479  302,574  1098603  1130188   85,716   54,131

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     56,088)
   3,514    3,414   29,924   11,882   18,154   45,320   51,493   10,768    4,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     32.1     37.8     36.3     25.5     92.8     95.4      7.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     109      135      157       82       75      288      284
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,320,621
COMMITMENTS
  98,567  154,782  940,556  1275584  1215543  2314707  2310881    5,914    9,740

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    303,128)
  20,114   17,987  152,337  129,198  130,582  301,650  300,906    1,479    2,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      6.7     40.5     55.0     52.4     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      43       30       55       64       60      128      124
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       43,154
COMMITMENTS
  16,788   11,401   12,718   11,076   16,825   40,582   40,944    2,571    2,209

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     26.4     29.5     25.7     39.0     94.0     94.9      6.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        3       11        8       10       19       22
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      106,509
COMMITMENTS
  53,111   42,976   38,613   13,503   24,370  105,228  105,959    1,281      549

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     12,837)
   7,242    4,577    4,201    1,221    3,916   12,664   12,694      173      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.9     40.3     36.3     12.7     22.9     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       17       18       11       16       31       41
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,427
COMMITMENTS
       0    7,848    2,396   46,642   34,168   49,038   44,412    3,389    8,015

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        914)
       0     -920      856        0      920      856      856       58       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.0      4.6     89.0     65.2     93.5     84.7      6.5     15.3

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 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       85,835
COMMITMENTS
   1,164      606    2,874   73,496   72,318   77,534   75,798    8,301   10,037

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        790)
    -133      153       74      849       36      790      262       -0      528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.7      3.3     85.6     84.3     90.3     88.3      9.7     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 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,646,864
COMMITMENTS
 488,627  259,586  732,033  1391758  1631080  2612418  2622699   34,446   24,165

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    115,437)
   2,736   -8,192   39,130   73,616   83,203  115,482  114,141      -45    1,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      9.8     27.7     52.6     61.6     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      34       25       48       94       83      151      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,225,960
COMMITMENTS
 280,568  132,195  232,452  707,650  858,867  1220670  1223514    5,290    2,446

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     95,942)
  42,636   57,118   -4,841   57,632   43,799   95,427   96,076      515     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     10.8     19.0     57.7     70.1     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      16       22       30       39       41       74       74
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,143
COMMITMENTS
     201      657      181   10,316   10,048   10,698   10,886      446      258

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,612)
    -178      275      -56    1,628    1,277    1,394    1,496      219      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      5.9      1.6     92.6     90.2     96.0     97.7      4.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        3       32       36       37       41
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,650
COMMITMENTS
       3      425       28    1,339      970    1,370    1,423      280      227

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        128)
    -107       -2        2      148      174       43      174       85      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     25.8      1.7     81.2     58.8     83.0     86.2     17.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       23       22       24       25
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      248,106
COMMITMENTS
  17,412    2,163   40,712  186,979  203,192  245,104  246,068    3,002    2,038

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     10,161)
    -158       -6    2,689    7,389    7,237    9,919    9,920      242      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.9     16.4     75.4     81.9     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        5       31       30       37       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       38,542
COMMITMENTS
   5,125      650    4,150   28,051   33,124   37,326   37,924    1,216      618

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      3,078)
   1,118       20      273    1,687    2,775    3,078    3,068        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      1.7     10.8     72.8     85.9     96.8     98.4      3.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       22       23       25       27
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,328
COMMITMENTS
   3,243    1,054      560    8,800   11,486   12,602   13,100      726      228

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -149)
       4        0      -22       50     -106       32     -128     -181      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      7.9      4.2     66.0     86.2     94.6     98.3      5.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       16       15       19       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,160
COMMITMENTS
   1,850    2,690      174   23,833   23,552   25,857   26,416    2,303    1,744

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        136)
     114        0     -116      114      264      112      148       24      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      9.6      0.6     84.6     83.6     91.8     93.8      8.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       25       22       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,733
COMMITMENTS
   5,190        0      400    4,806    9,741   10,396   10,141    1,337    1,592

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        404)
     420        0     -150      134      554      404      404        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.2      0.0      3.4     41.0     83.0     88.6     86.4     11.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       15       18       17       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,352
COMMITMENTS
       0    2,236      416   10,726    8,956   11,142   11,608    1,210      744

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          0)
       0      -20        0        0       20        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.1      3.4     86.8     72.5     90.2     94.0      9.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       17       15       19       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       69,919
COMMITMENTS
       0        0        0   69,919   69,919   69,919   69,919        0        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        148)
       0        0        0      148      148      148      148        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 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,083,035
COMMITMENTS
       0        0        0  1083035  1083035  1083035  1083035        0        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      5,500)
       0        0        0    5,500    5,500    5,500    5,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       15       17       15
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,190
COMMITMENTS
       0        0        0   32,190   32,190   32,190   32,190        0        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       13       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      587,265
COMMITMENTS
       0        0        0  587,265  587,265  587,265  587,265        0        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       11       13       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      114,957
COMMITMENTS
       0        0        0  114,702  114,957  114,702  114,957      255        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       27       16       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    1,826,708
COMMITMENTS
       0        0        0  1826708  1826708  1826708  1826708        0        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      3,129)
       0        0        0    3,129    3,129    3,129    3,129        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       25       16       25
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,886
COMMITMENTS
   5,100    4,283    8,187   47,599   48,161   60,886   60,631        0      255

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        768)
       0        0        0      768      768      768      768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      7.0     13.4     78.2     79.1    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        3       23       19       27       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,171,425
COMMITMENTS
  37,512   76,435   23,325  1110588  1071665  1171425  1171425        0        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      3,875)
       0        0        0    3,875    3,875    3,875    3,875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      6.5      2.0     94.8     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        1       28       21       31       24
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,239
COMMITMENTS
       0      685        0   48,984   48,299   48,984   48,984      255      255

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -255        0     -255        0      255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.0     99.5     98.1     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 01/17/12          |
--------------------------------------------------------------| 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 01/10/12 (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 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,565
COMMITMENTS
  18,725        0    2,560   24,025   43,005   45,310   45,565      255        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1      0.0      5.6     52.7     94.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       11       11       13       12
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,315
COMMITMENTS
     765       88        0   14,528   15,972   15,293   16,060    1,022      255

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        418)
       0        0        0      162      418      162      418      256        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.5      0.0     89.0     97.9     93.7     98.4      6.3      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 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      863,586
COMMITMENTS
  23,400   41,419        0  840,186  822,167  863,586  863,586        0        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          0)
       0      384        0        0     -384        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      4.8      0.0     97.3     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       16       19       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| 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 01/10/12 (CHANGE IN OPEN INTEREST:     15,635)
   3,875        0        0   11,760   15,635   15,635   15,635        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       11       15       13       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        6,555
COMMITMENTS
     410        0      165    5,951    6,379    6,525    6,544       30       11

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        623)
     -37        0      -21      675      646      616      624        7       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0      2.5     90.8     97.3     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        4       14       16       18       20
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,288
COMMITMENTS
     220        0        0   17,647   17,705   17,867   17,705      421      583

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        749)
      10        0        0      688      690      698      690       51       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     96.5     96.8     97.7     96.8      2.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        0       33       33       35       33
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,147
COMMITMENTS
       0       95        0    5,968    5,583    5,968    5,678      179      469

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        -23)
       0        0        0      -68      -68      -68      -68       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.0     97.1     90.8     97.1     92.4      2.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       19       16       19       18
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,647
COMMITMENTS
      45        0        0    8,379    8,445    8,424    8,445    1,223    1,202

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        491)
       0        0        0      472      489      472      489       19        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     86.9     87.5     87.3     87.5     12.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       16       15       17       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,270,314
COMMITMENTS
 346,652  103,718  750,366  1078403  1355267  2175420  2209350   94,893   60,964

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    -79,161)
   9,616      603  -58,900  -19,987  -12,231  -69,270  -70,527   -9,891   -8,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      4.6     33.1     47.5     59.7     95.8     97.3      4.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     153       84      185       93       96      326      296
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      180,671
COMMITMENTS
  64,879   14,923   36,605   78,189  126,212  179,673  177,739      998    2,932

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      9,723)
   1,804    2,024    4,038    3,296    3,228    9,137    9,289      586      433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9      8.3     20.3     43.3     69.9     99.4     98.4      0.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4       10       13       18       17       31       31
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      192,457
COMMITMENTS
  49,878    9,477      915   92,116  120,421  142,909  130,813   49,548   61,644

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      3,271)
     843    1,129      534    1,062    1,849    2,439    3,512      832     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      4.9      0.5     47.9     62.6     74.3     68.0     25.7     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        3        4       13       17       19       22
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,925
COMMITMENTS
  15,106    1,265   16,850   51,363   66,299   83,319   84,413    4,606    3,512

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -1,646)
    -668       32      223   -1,081   -1,815   -1,526   -1,560     -120      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      1.4     19.2     58.4     75.4     94.8     96.0      5.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      18        6       21       22       24       47       46
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      483,424
COMMITMENTS
  27,909      737   81,610  360,131  385,664  469,650  468,011   13,774   15,414

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -479)
  -1,413     -605    1,005     -105     -715     -512     -314       33     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.2     16.9     74.5     79.8     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        2       11       32       32       43       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,356
COMMITMENTS
       0      842      575   15,772   14,939   16,347   16,356        9        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -700)
       0      -25        0     -700     -675     -700     -700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      3.5     96.4     91.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        3       26       25       29       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       63,108
COMMITMENTS
   4,939   12,963    3,526   50,768   39,660   59,233   56,149    3,875    6,959

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,817)
      74      615    1,477      429     -127    1,980    1,965     -163     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     20.5      5.6     80.4     62.8     93.9     89.0      6.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        6        8       20       15       30       23
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,530
COMMITMENTS
   4,016    1,910    1,981   22,719   24,119   28,716   28,010    1,814    2,520

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -471)
     704     -100     -120     -923     -207     -339     -427     -132      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      6.3      6.5     74.4     79.0     94.1     91.7      5.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        5       13       15       20       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,290
COMMITMENTS
   2,373      181        0    4,785    7,060    7,158    7,241      132       49

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6      2.5      0.0     65.6     96.8     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       10       11       12       12
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,936
COMMITMENTS
   5,689    2,977    7,538    9,586   11,387   22,813   21,901    3,123    4,035

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        778)
     266      173      444      579      300    1,289      918     -511     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     11.5     29.1     37.0     43.9     88.0     84.4     12.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        7        9       11       11       27       21
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,822
COMMITMENTS
   1,808    1,607    1,103   10,902   11,297   13,814   14,008    1,008      814

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -946)
    -152      -16      -65     -685     -688     -902     -769      -44     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     10.8      7.4     73.6     76.2     93.2     94.5      6.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        7        9       14       13       25       27
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,779
COMMITMENTS
   4,345      710   10,290   71,537   72,077   86,172   83,078    7,607   10,701

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,488)
    -370      108    1,450    1,115      792    2,194    2,349     -706     -861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.8     11.0     76.3     76.9     91.9     88.6      8.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        5       20       21       26       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,527
COMMITMENTS
   9,941    4,731      361    6,542   12,078   16,843   17,170    1,683    1,357

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -342)
     422     -233       90   -1,080     -225     -568     -368      225       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.7     25.5      1.9     35.3     65.2     90.9     92.7      9.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      46       25       11       27       36       80       69
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       45,601
COMMITMENTS
  30,977    9,486      517    8,218   32,237   39,713   42,240    5,888    3,361

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        938)
     582     -509      251      442    1,586    1,275    1,328     -337     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.9     20.8      1.1     18.0     70.7     87.1     92.6     12.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      72       33       10       22       38       99       77
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      318,901
COMMITMENTS
  91,271   18,515   38,268  164,153  247,589  293,693  304,373   25,208   14,528

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      9,269)
   2,825      322      863    4,773    7,104    8,461    8,288      809      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      5.8     12.0     51.5     77.6     92.1     95.4      7.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      87       16       44       78       87      178      137
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,039
COMMITMENTS
   8,569        0    1,200    8,265   15,183   18,034   16,383    4,005    5,656

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,890)
     787        0      150    2,242    2,626    3,179    2,776     -289      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      0.0      5.4     37.5     68.9     81.8     74.3     18.2     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        0        3        7       16       14       19
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        8,351
COMMITMENTS
       0        0        0    7,605    7,327    7,605    7,327      746    1,024

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.1     87.7     91.1     87.7      8.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       13       16       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,313
COMMITMENTS
     296    1,168      204    6,757    5,891    7,257    7,263       56       50

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        796)
     -54        0      204      646      600      796      804        0       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     16.0      2.8     92.4     80.6     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        1       27       29       29       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,409
COMMITMENTS
     325        0        0   45,149   46,120   45,474   46,120      935      289

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,146)
       0        0        0    1,146    1,026    1,146    1,026        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     97.3     99.4     98.0     99.4      2.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        0        0       42       34       44       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,859
COMMITMENTS
       0        0        0   13,497   13,709   13,497   13,709      362      150

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,054)
       0        0        0    1,054    1,054    1,054    1,054        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.4     98.9     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       14       21       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,750
COMMITMENTS
     425    3,075      350    6,975    4,305    7,750    7,730        0       20

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        500)
     275      200       50      175      250      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     39.7      4.5     90.0     55.5    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        2       27       16       31       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,600
COMMITMENTS
   1,161    4,808      849   22,469   18,902   24,479   24,559      121       41

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        711)
     117       24      275      258      472      650      771       61      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     19.5      3.5     91.3     76.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        4        5       36       43       43       50
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,090
COMMITMENTS
   2,352      865      459   10,155   11,697   12,966   13,021      124       69

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,038)
     400       78      -12      650      905    1,038      971        0       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      6.6      3.5     77.6     89.4     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        1       25       26       30       31
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,477
COMMITMENTS
   9,978    2,680      596   19,483   26,415   30,057   29,691      420      786

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        285)
       0      400        0      285     -115      285      285        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7      8.8      2.0     63.9     86.7     98.6     97.4      1.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        4        5       23       31       28       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,286
COMMITMENTS
   3,562        0      376   15,793   18,458   19,731   18,834    4,555    5,452

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      0.0      1.5     65.0     76.0     81.2     77.6     18.8     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       15       15       17       17
```

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Updated January 20, 2012