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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       95,884
COMMITMENTS
   6,432      766    3,971   85,430   91,093   95,833   95,830       51       54

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.8      4.1     89.1     95.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        3        9       13       14       17
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,477
COMMITMENTS
   1,297      546      596   44,105   45,163   45,998   46,305      479      172

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,756)
     108      -24       14    1,705    1,622    1,827    1,612      -71      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.2      1.3     94.9     97.2     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        4        2       41       44       43       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,771
COMMITMENTS
       0      330        0   12,531   12,353   12,531   12,683      240       88

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        337)
       0      330        0      357       32      357      362      -20      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      0.0     98.1     96.7     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       25       29       25       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,291
COMMITMENTS
     259      363      833   13,895   13,904   14,987   15,100    1,304    1,191

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        465)
      88       67       51      205      182      344      300      121      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.2      5.1     85.3     85.3     92.0     92.7      8.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        4       38       41       42       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,775
COMMITMENTS
     671       65      275    6,047    6,652    6,993    6,992      782      783

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        482)
       8       -5       72      289      283      369      350      113      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.8      3.5     77.8     85.6     89.9     89.9     10.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        2        6       45       47       52       54
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,168
COMMITMENTS
       0      150        0    6,668    6,307    6,668    6,457      500      711

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        217)
       0        5        0      202      234      202      239       15      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      0.0     93.0     88.0     93.0     90.1      7.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       21       22       21       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,851
COMMITMENTS
       0      738      395    5,573    5,401    5,968    6,534      883      317

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        757)
       0       70       25      665      600      690      695       67       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.8      5.8     81.3     78.8     87.1     95.4     12.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        4        1       21       25       22       29
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,613
COMMITMENTS
      40       79       79    2,196    1,930    2,315    2,088      298      525

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        308)
      20      -15        5      293      293      318      283      -10       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      3.0      3.0     84.0     73.9     88.6     79.9     11.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       21       18       25       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,956
COMMITMENTS
     215        0       61    2,151    2,259    2,427    2,320      529      636

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        160)
      72        0        4      102       72      178       76      -18       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      2.1     72.8     76.4     82.1     78.5     17.9     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       25       23       27       24
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,708
COMMITMENTS
       0        0        0   11,639   11,678   11,639   11,678       69       30

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        127)
       0        0        0      127      127      127      127        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4     99.7     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       18       22       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,728
COMMITMENTS
       0      377      150    8,119    8,160    8,269    8,687      459       41

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        168)
       0        0        0      136      158      136      158       32       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      1.7     93.0     93.5     94.7     99.5      5.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       19       18       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,820
COMMITMENTS
       0    1,825       75   22,595   20,920   22,670   22,820      150        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,629)
       0      -10        0    1,579    1,639    1,579    1,629       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.0      0.3     99.0     91.7     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       30       26       31       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      360,230
COMMITMENTS
  51,372   34,481   63,966  195,972  234,241  311,310  332,688   48,920   27,542

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     15,256)
   4,394    1,669    2,158    6,895   10,416   13,447   14,243    1,809    1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      9.6     17.8     54.4     65.0     86.4     92.4     13.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      46       28       37       68       73      139      115
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,870
COMMITMENTS
     134    6,033      279   15,346    9,465   15,759   15,777      111       93

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,589)
       0    1,178        0    1,600      402    1,600    1,580      -11        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     38.0      1.8     96.7     59.6     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       1        7        4       42       39       46       49
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,180
COMMITMENTS
     505    1,860      180   16,495   15,110   17,180   17,150        0       30

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -430)
     -65      360      -20     -345     -770     -430     -430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     10.8      1.0     96.0     88.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        1       22       26       25       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,975
COMMITMENTS
      50      705    1,475   10,450    9,795   11,975   11,975        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,305)
    -925      100     -100   -1,280   -2,305   -2,305   -2,305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.9     12.3     87.3     81.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       14       15       16
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        3,352
COMMITMENTS
     420      824       85    2,381    2,024    2,886    2,933      466      419

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:         -6)
       0        0        0        0      -27        0      -27       -6       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     24.6      2.5     71.0     60.4     86.1     87.5     13.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       10       11       14       15
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,461
COMMITMENTS
     525      150        0   14,785   16,133   15,310   16,283    1,151      178

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        988)
       0        0        0    1,112    1,112    1,112    1,112     -124     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.9      0.0     89.8     98.0     93.0     98.9      7.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       23       20       25       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,135,582
COMMITMENTS
 251,312  342,623  402,874  402,764  339,256  1056949  1084753   78,632   50,829

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     21,862)
  -6,897    3,251   23,660    3,104  -13,135   19,866   13,776    1,996    8,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     30.2     35.5     35.5     29.9     93.1     95.5      6.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     116      111      161       73       67      281      259
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       28,336
COMMITMENTS
     297    3,660      898   24,209   17,684   25,404   22,242    2,932    6,094

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0     -240        0     -240        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     12.9      3.2     85.4     62.4     89.7     78.5     10.3     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       11       13       12       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,795,272
COMMITMENTS
  82,474   62,530  648,233  1060716  1082176  1791424  1792940    3,848    2,332

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -37,753)
 -18,149  -16,953   -5,270  -14,522  -15,566  -37,941  -37,789      188       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      3.5     36.1     59.1     60.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      38       42       60       64       65      135      134
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       93,807
COMMITMENTS
  15,809   43,855   20,868   53,566   26,727   90,243   91,450    3,564    2,357

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -10,101)
     135   -6,893      491  -10,289   -3,365   -9,663   -9,767     -438     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     46.8     22.2     57.1     28.5     96.2     97.5      3.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        9       12       20       21       35       35
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       67,654
COMMITMENTS
  17,909   18,890   32,881   16,549   15,281   67,339   67,051      315      603

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,475)
  -1,193    1,697   -3,555    1,330   -1,698   -3,417   -3,555      -57       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     27.9     48.6     24.5     22.6     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       15       16       15       22       32       43
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,755
COMMITMENTS
       0      355    2,036   46,629   42,910   48,665   45,301    4,090    7,454

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -4,892)
       0       -2     -146   -4,200   -3,948   -4,346   -4,096     -546     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      3.9     88.4     81.3     92.2     85.9      7.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15       17       16       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,567,405
COMMITMENTS
 508,884   90,366  714,259  1315936  1742324  2539079  2546949   28,326   20,456

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:   -114,970)
   6,016  -21,085  -38,449  -81,206  -54,372 -113,639 -113,906   -1,331   -1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      3.5     27.8     51.3     67.9     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      37       13       41       93       82      141      126
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,155,943
COMMITMENTS
 118,728  102,264  312,830  720,561  738,423  1152119  1153517    3,824    2,426

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:   -157,765)
 -92,806     -197  -30,914  -33,625 -126,795 -157,345 -157,906     -420      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      8.8     27.1     62.3     63.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       21       31       41       39       83       71
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        6,470
COMMITMENTS
     495        0        0    5,210    5,495    5,705    5,495      765      975

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -610)
    -510     -165      -60      -40     -625     -610     -850       -0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.0      0.0     80.5     84.9     88.2     84.9     11.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       13       15       15       15
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,884
COMMITMENTS
   4,998    7,558    3,401    5,830    3,121   14,229   14,080      655      804

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        509)
     200      185      -71      435      300      564      414      -55       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     50.8     22.9     39.2     21.0     95.6     94.6      4.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5       16       17        7        6       25       26
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,585
COMMITMENTS
   2,990    2,055    1,595    1,625    2,320    6,210    5,970      375      615

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        225)
       0     -180      155       70      105      225       80        0      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4     31.2     24.2     24.7     35.2     94.3     90.7      5.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5       10       12        6        6       19       20
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,047
COMMITMENTS
   1,462    2,031      369   17,889   17,174   19,720   19,574      327      474

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -4,338)
       0     -326       44   -4,303   -4,015   -4,259   -4,297      -79      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     10.1      1.8     89.2     85.7     98.4     97.6      1.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        5        6       34       43       44       50
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,022
COMMITMENTS
     222        0      165    1,812    2,122    2,199    2,287      823      734

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        179)
      41        0       39      131       98      211      137      -32       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      5.5     60.0     70.2     72.8     75.7     27.2     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       19       20       20       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,110
COMMITMENTS
      86      415       97    1,395    1,263    1,578    1,775      532      335

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        210)
      14      107      -29      292      258      277      336      -67     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     19.7      4.6     66.1     59.9     74.8     84.1     25.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       25       25       27       28
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      149,754
COMMITMENTS
   3,342      927   19,842  124,972  127,391  148,156  148,159    1,598    1,595

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -19,235)
  -3,987      848   -4,107  -10,960  -15,975  -19,054  -19,234     -181       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.6     13.2     83.5     85.1     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        4       35       33       41       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,537
COMMITMENTS
   3,330      222    2,616   18,370   22,164   24,316   25,001    1,221      536

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,996)
     -65     -450     -710   -2,129   -1,799   -2,904   -2,958      -92      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      0.9     10.2     71.9     86.8     95.2     97.9      4.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       20       18       23       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,008
COMMITMENTS
       0    1,278       18    6,257    5,433    6,275    6,729    1,733    1,279

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -603)
    -264      -22      -18     -431     -473     -713     -513      110      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.0      0.2     78.1     67.8     78.4     84.0     21.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       16       15       17       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,841
COMMITMENTS
   3,652      322      549    7,779   11,501   11,980   12,372      861      469

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -631)
      44       80     -266     -459     -647     -681     -833       50      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      2.5      4.3     60.6     89.6     93.3     96.3      6.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       20       20       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,565
COMMITMENTS
     406    1,680      658   18,220   18,317   19,284   20,655    2,281      910

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,451)
     -26     -200        0   -1,410   -1,261   -1,436   -1,461      -15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      7.8      3.1     84.5     84.9     89.4     95.8     10.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       26       25       29       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,543
COMMITMENTS
   1,364        0       66    5,598    6,961    7,028    7,027    1,515    1,516

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -456)
      50        0      -50     -481     -323     -481     -373       25      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      0.0      0.8     65.5     81.5     82.3     82.3     17.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       16       16       17       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,435
COMMITMENTS
   3,120    2,422      128    6,945    8,165   10,193   10,715    1,242      720

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -704)
    -110     -104      -26     -410     -504     -546     -634     -158      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     21.2      1.1     60.7     71.4     89.1     93.7     10.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,006
COMMITMENTS
     218    2,154      840    9,664    8,646   10,722   11,640    1,284      366

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -570)
     -80     -472        0     -885     -176     -965     -648      395       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     17.9      7.0     80.5     72.0     89.3     97.0     10.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       17       15       19       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,238
COMMITMENTS
       0        0        0   52,900   53,238   52,900   53,238      338        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,583)
       0        0        0   -3,921   -3,583   -3,921   -3,583      338        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       16       20       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      893,481
COMMITMENTS
       0        0        0  893,481  893,481  893,481  893,481        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -42,065)
       0        0        0  -42,065  -42,065  -42,065  -42,065        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       16       17       16       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       85,368
COMMITMENTS
       0        0        0   85,113   85,178   85,113   85,178      255      190

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -8,349)
       0        0        0   -8,349   -8,326   -8,349   -8,326        0      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       28       16       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,173,458
COMMITMENTS
       0        0        0  1173458  1173458  1173458  1173458        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:   -113,176)
  -1,880        0        0 -111,296 -113,176 -113,176 -113,176        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       17       23       17       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,709
COMMITMENTS
   1,975      580    7,685   51,794   53,444   61,454   61,709      255        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -4,334)
  -1,134      445   -1,605   -1,850   -3,174   -4,589   -4,334      255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.9     12.5     83.9     86.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       27       21       30       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,227,214
COMMITMENTS
  38,805  107,530   15,387  1173022  1104297  1227214  1227214        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -62,416)
  -1,504   -3,760   -2,256  -58,656  -56,400  -62,416  -62,416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      8.8      1.3     95.6     90.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        1       28       26       32       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,232
COMMITMENTS
       0    3,750        0   48,149   43,972   48,149   47,722       83      510

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,228)
       0     -184        0   -3,205   -3,044   -3,205   -3,228      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.8      0.0     99.8     91.2     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       14       18       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,968
COMMITMENTS
     830    5,515        0   37,609   33,453   38,439   38,968      529        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,315)
    -230     -115        0   -2,062   -2,200   -2,292   -2,315      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     14.2      0.0     96.5     85.8     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       16       20       17       21
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       25,641
COMMITMENTS
  11,193        0      530   13,918   24,856   25,641   25,386        0      255

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,657)
  -2,116        0        0   -1,541   -3,912   -3,657   -3,912        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.7      0.0      2.1     54.3     96.9    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       10       14       12       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,822
COMMITMENTS
     249    1,577       19   13,683   13,060   13,951   14,656      871      166

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,219)
     -69     -115        0   -1,127   -1,058   -1,196   -1,173      -23      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     10.6      0.1     92.3     88.1     94.1     98.9      5.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       17       14       19       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      791,220
COMMITMENTS
       0   46,785   23,400  767,820  721,035  791,220  791,220        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -50,680)
       0   -6,392        0  -50,680  -44,288  -50,680  -50,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      3.0     97.0     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       20       13       21       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      935,820
COMMITMENTS
  16,010  122,810    4,160  915,650  808,850  935,820  935,820        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -43,048)
  -3,760    3,760   -3,760  -35,528  -43,048  -43,048  -43,048        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     13.1      0.4     97.8     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       15       16       17       17
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      500,805
COMMITMENTS
 101,666        0   87,571  311,568  413,234  500,805  500,805        0        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -47,376)
 -25,192        0        0  -22,184  -47,376  -47,376  -47,376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      0.0     17.5     62.2     82.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       13       18       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,410
COMMITMENTS
     274      112      206    8,910    9,090    9,390    9,408       20        2

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -214)
      41       -1      -40     -214     -174     -214     -214        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.2      2.2     94.7     96.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       16       19       19       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,654
COMMITMENTS
   1,856        0        0   30,295   32,232   32,151   32,232      503      422

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,185)
    -176        0        0    1,361    1,185    1,185    1,185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      0.0     92.8     98.7     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       36       35       38       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,125
COMMITMENTS
     660        0        0    4,262    4,889    4,922    4,889      203      236

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -936)
       0        0        0     -969     -882     -969     -882       33      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      0.0      0.0     83.2     95.4     96.0     95.4      4.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       14       15       14
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,080
COMMITMENTS
     293    1,275       46    8,466    7,359    8,805    8,680      275      400

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -473)
      10        0      -10     -503     -380     -503     -390       30      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     14.0      0.5     93.2     81.0     97.0     95.6      3.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       25       21       27       24
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,281
COMMITMENTS
     755        0        0    9,240    9,839    9,995    9,839      286      442

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -598)
     -65        0        0     -519     -556     -584     -556      -14      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      0.0     89.9     95.7     97.2     95.7      2.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       19       21       20       21
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,204
COMMITMENTS
     132       25        0    4,740    5,055    4,872    5,080      332      124

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -482)
       0       25        0     -435     -507     -435     -482      -47        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.5      0.0     91.1     97.1     93.6     97.6      6.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       17       18       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,500,081
COMMITMENTS
 379,727   89,202  834,604  1199956  1499717  2414287  2423522   85,794   76,559

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     31,144)
  -5,836    2,228   15,974   12,091   10,630   22,229   28,833    8,915    2,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      3.6     33.4     48.0     60.0     96.6     96.9      3.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     178       96      209       95      101      353      337
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      202,675
COMMITMENTS
  72,676   21,001   37,922   90,793  140,610  201,391  199,533    1,284    3,142

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,314)
  -1,893     -812   -1,303      879     -694   -2,317   -2,809        3      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     10.4     18.7     44.8     69.4     99.4     98.4      0.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        7       12       23       23       35       37
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      180,644
COMMITMENTS
  57,243   18,133    1,665   81,619  108,360  140,527  128,158   40,117   52,486

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -9,633)
  -1,474   -1,555      301   -8,303  -11,086   -9,476  -12,340     -157    2,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     10.0      0.9     45.2     60.0     77.8     70.9     22.2     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        5        5       17       19       25       27
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       69,574
COMMITMENTS
   9,820    1,556   16,878   40,044   48,983   66,742   67,417    2,832    2,157

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -537)
    -231      464      126     -605   -1,122     -710     -531      173       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      2.2     24.3     57.6     70.4     95.9     96.9      4.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15        6       17       22       24       43       42
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      364,819
COMMITMENTS
  31,087    1,819   71,982  255,893  279,945  358,963  353,746    5,857   11,073

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -16,756)
  -2,568     -532   -4,099   -9,469  -11,060  -16,136  -15,690     -620   -1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.5     19.7     70.1     76.7     98.4     97.0      1.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12        3       15       32       31       47       46
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,678
COMMITMENTS
   1,726      445      200   16,727   18,008   18,653   18,653       25       25

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -886)
       0     -895        0     -779       99     -779     -796     -107      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      2.4      1.1     89.6     96.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        2       21       23       26       26
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,897
COMMITMENTS
   6,292   10,714    7,589   76,752   70,384   90,633   88,687    3,264    5,210

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        563)
     106        0      901     -354     -273      653      628      -90      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     11.4      8.1     81.7     75.0     96.5     94.5      3.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6       10       21       19       33       30
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,577
COMMITMENTS
   4,878    2,198    6,877   32,794   35,515   44,549   44,590    2,028    1,987

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        196)
    -117       50      392     -136     -203      139      239       57      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      4.7     14.8     70.4     76.3     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        5       16       16       23       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| 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
     734      417      150    2,653    3,015    3,537    3,582      111       66

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        290)
     284        0      150     -210      140      224      290       66        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     11.4      4.1     72.7     82.6     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        1       12       11       15       14
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,838
COMMITMENTS
   3,228    5,758    9,922   14,647   12,318   27,797   27,997    5,041    4,841

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -319)
    -223   -1,364     -542      -76    1,319     -841     -586      522      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     17.5     30.2     44.6     37.5     84.6     85.3     15.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8       10       12       12       12       26       28
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,059
COMMITMENTS
   4,602      672      658    5,223    9,256   10,484   10,586      575      473

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        655)
     548        8      -70      185      770      662      707       -7      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.6      6.1      5.9     47.2     83.7     94.8     95.7      5.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        8       11       15       13       31       28
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,655
COMMITMENTS
   4,100      348   10,453   89,615   92,815  104,168  103,615    7,487    8,040

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -6,290)
    -725      -63   -1,321   -3,743   -4,894   -5,788   -6,277     -502      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.3      9.4     80.3     83.1     93.3     92.8      6.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        7       23       23       30       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,297
COMMITMENTS
  14,095    4,964      657    6,778   16,840   21,531   22,461    1,767      836

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,815)
      35     -560     -565   -1,324     -526   -1,855   -1,652       40     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.5     21.3      2.8     29.1     72.3     92.4     96.4      7.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      62       30       10       26       38       93       76
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       59,176
COMMITMENTS
  42,115   10,112    1,515    8,535   44,628   52,165   56,255    7,012    2,921

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,163)
   1,247   -1,107     -313     -176    2,240      757      820      406      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.2     17.1      2.6     14.4     75.4     88.2     95.1     11.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      98       31       19       31       42      135       88
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      302,817
COMMITMENTS
 107,786   39,525   43,898  124,843  208,004  276,528  291,427   26,290   11,390

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     10,153)
   2,732    5,290    2,307    4,880    4,810    9,919   12,407      233   -2,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6     13.1     14.5     41.2     68.7     91.3     96.2      8.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      88       21       55       70       85      182      146
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,815
COMMITMENTS
   7,163        0       47    4,944   11,486   12,154   11,533    3,661    4,282

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,380)
  -1,368        0      -36     -532   -1,800   -1,936   -1,836     -444     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.3      0.0      0.3     31.3     72.6     76.9     72.9     23.1     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        2       10       17       15       19
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,623
COMMITMENTS
       0        0        0   22,959   21,855   22,959   21,855      664    1,768

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.2     92.5     97.2     92.5      2.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       14       13       14
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,495
COMMITMENTS
   7,211    1,200    2,403   11,805   17,046   21,419   20,649    1,076    1,846

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,140)
   1,791        0   -1,147   -2,527      441   -1,883     -706     -257   -1,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      5.3     10.7     52.5     75.8     95.2     91.8      4.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       12       17       14       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,988
COMMITMENTS
      62    5,515      348   13,458    7,984   13,868   13,847      120      141

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,293)
       0      972       35    1,258      286    1,293    1,293        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     39.4      2.5     96.2     57.1     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        5        4       36       30       40       37
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,523
COMMITMENTS
   1,818        0        0   43,447   45,440   45,265   45,440      258       83

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      2,208)
       0        0        0    2,303    2,208    2,303    2,208      -95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      0.0     95.4     99.8     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        0        0       41       30       45       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,651
COMMITMENTS
     590        0        0   26,911   27,651   27,501   27,651      150        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,848)
       0        0        0   -3,848   -3,848   -3,848   -3,848        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.0     97.3    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       24       20       26       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,005
COMMITMENTS
     450    6,760      150   14,225    8,095   14,825   15,005      180        0

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        575)
       0      400        0      575      275      575      675        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     45.1      1.0     94.8     53.9     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        1       28       20       30       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,382
COMMITMENTS
   2,625    6,900    5,491   34,106   29,905   42,222   42,296      160       86

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -4,112)
      82      827     -926   -3,266   -3,899   -4,110   -3,998       -2     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     16.3     13.0     80.5     70.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        5        6       46       43       55       52
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,631
COMMITMENTS
     135    2,884       71    7,181    4,595    7,387    7,550      244       81

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,407)
      39   -1,552      -50   -1,341      135   -1,352   -1,467      -55       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     37.8      0.9     94.1     60.2     96.8     98.9      3.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       21       13       24       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,759
COMMITMENTS
   1,656    1,999      340    9,691    9,131   11,687   11,470       72      289

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,924)
    -132     -974     -227   -1,460     -703   -1,819   -1,904     -105      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     17.0      2.9     82.4     77.7     99.4     97.5      0.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        3       27       24       31       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,385
COMMITMENTS
   8,576    1,446      314   13,644   21,065   22,534   22,825      851      560

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,044)
  -1,819      -35       19   -1,181   -2,866   -2,981   -2,882      -63     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7      6.2      1.3     58.3     90.1     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        5        4       27       32       35       40
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,769
COMMITMENTS
   2,710      286    3,775   16,068   18,683   22,553   22,744      216       25

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      270      270      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      1.3     16.6     70.6     82.1     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        5       13       13       18       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,380
COMMITMENTS
   3,609      812      244   20,289   21,846   24,142   22,902    1,238    2,478

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -575)
     188     -687        1     -245      243      -56     -443     -519     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      3.2      1.0     79.9     86.1     95.1     90.2      4.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        3       17       22       23       25
```

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Updated September 4, 2012