"WHEAT - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,001602 ,CBT ,00 ,001 , 550005, 92761, 129613, 137562, 281574, 220571, 511896, 487746, 38109, 62259, 333270, 77834, 99183, 70590, 159948, 129012, 308372, 298784, 24899, 34486, 216735, 39878, 55382, 42020, 121626, 91560, 203524, 188962, 13211, 27774, 2779, 8552, -12575, -5649, 3160, 22269, 6063, 4045, -3284, -1266, 100.0, 16.9, 23.6, 25.0, 51.2, 40.1, 93.1, 88.7, 6.9, 11.3, 100.0, 23.4, 29.8, 21.2, 48.0, 38.7, 92.5, 89.7, 7.5, 10.3, 100.0, 18.4, 25.6, 19.4, 56.1, 42.2, 93.9, 87.2, 6.1, 12.8, 394, 122, 140, 173, 90, 110, 308, 343, 370, 119, 134, 126, 82, 98, 269, 295, 263, 68, 87, 86, 59, 89, 176, 220, 20.9, 13.2, 33.5, 19.0, 18.7, 9.6, 29.0, 14.3, 20.9, 15.6, 31.6, 23.3, 19.8, 12.5, 27.9, 19.1, 27.5, 12.6, 45.9, 21.9, 25.2, 10.9, 43.2, 18.5,"(CONTRACTS OF 5,000 BUSHELS)" ,"001602" ,"CBT" ,"001" "WHEAT - KANSAS CITY BOARD OF TRADE" ,120131 ,2012-01-31,001612 ,KCBT ,00 ,001 , 152133, 35899, 17351, 25167, 71344, 83842, 132410, 126360, 19723, 25773, 82108, 24931, 17107, 7060, 37023, 40803, 69014, 64970, 13094, 17138, 70025, 22932, 12208, 6144, 34321, 43039, 63397, 61391, 6629, 8634, 840, -126, -5421, -2386, 2703, 7429, 190, -379, 649, 1219, 100.0, 23.6, 11.4, 16.5, 46.9, 55.1, 87.0, 83.1, 13.0, 16.9, 100.0, 30.4, 20.8, 8.6, 45.1, 49.7, 84.1, 79.1, 15.9, 20.9, 100.0, 32.7, 17.4, 8.8, 49.0, 61.5, 90.5, 87.7, 9.5, 12.3, 158, 44, 32, 40, 63, 61, 123, 121, 145, 35, 35, 27, 55, 50, 104, 99, 114, 27, 17, 22, 48, 52, 86, 80, 16.1, 31.5, 26.7, 40.4, 11.0, 26.0, 19.2, 33.0, 18.4, 25.9, 30.9, 37.7, 18.3, 24.9, 29.1, 35.6, 25.2, 45.5, 40.1, 56.5, 18.1, 35.7, 30.1, 45.1,"(CONTRACTS OF 5,000 BUSHELS)" ,"001612" ,"KCBT" ,"001" "WHEAT - MINNEAPOLIS GRAIN EXCHANGE" ,120131 ,2012-01-31,001626 ,MGE ,00 ,001 , 42042, 14060, 2604, 3295, 14971, 25957, 32326, 31855, 9716, 10186, 32065, 11902, 1697, 2531, 10297, 20120, 24730, 24347, 7335, 7717, 9977, 2705, 1454, 217, 4674, 5837, 7596, 7508, 2381, 2469, -1032, -472, -539, -287, -355, -660, -1114, -1486, 83, 454, 100.0, 33.4, 6.2, 7.8, 35.6, 61.7, 76.9, 75.8, 23.1, 24.2, 100.0, 37.1, 5.3, 7.9, 32.1, 62.7, 77.1, 75.9, 22.9, 24.1, 100.0, 27.1, 14.6, 2.2, 46.8, 58.5, 76.1, 75.3, 23.9, 24.7, 52, 13, 9, 13, 28, 22, 48, 39, 51, 13, 10, 12, 27, 19, 47, 35, 38, 8, 5, 5, 15, 15, 24, 25, 29.3, 40.6, 43.1, 51.3, 25.4, 35.3, 35.0, 43.6, 32.3, 44.0, 44.5, 54.7, 30.8, 39.3, 39.4, 44.7, 37.7, 48.3, 60.6, 60.4, 37.7, 48.2, 59.4, 59.2,"(CONTRACTS OF 5,000 BUSHELS)" ,"001626" ,"MGE" ,"001" "CORN - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,002602 ,CBT ,00 ,002 , 1676757, 342043, 126725, 482759, 694286, 791155, 1519088, 1400639, 157669, 276118, 1300511, 305875, 129706, 350881, 519868, 615462, 1176624, 1096050, 123887, 204461, 376246, 106875, 67726, 61170, 174418, 175693, 342464, 304589, 33782, 71657, -13144, 17419, -16051, -16577, 6198, 32337, 7040, -292, -20184, -12852, 100.0, 20.4, 7.6, 28.8, 41.4, 47.2, 90.6, 83.5, 9.4, 16.5, 100.0, 23.5, 10.0, 27.0, 40.0, 47.3, 90.5, 84.3, 9.5, 15.7, 100.0, 28.4, 18.0, 16.3, 46.4, 46.7, 91.0, 81.0, 9.0, 19.0, 721, 170, 180, 254, 262, 323, 563, 641, 709, 164, 182, 226, 251, 314, 530, 616, 509, 102, 108, 95, 123, 257, 273, 418, 10.3, 9.3, 17.6, 14.2, 9.1, 5.8, 14.2, 9.4, 11.2, 9.2, 19.1, 14.6, 10.4, 6.9, 16.7, 10.8, 19.7, 14.6, 30.7, 22.0, 14.1, 9.6, 21.7, 15.6,"(CONTRACTS OF 5,000 BUSHELS)" ,"002602" ,"CBT" ,"002" "OATS - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,004603 ,CBT ,00 ,004 , 15028, 1863, 3015, 1072, 9691, 8596, 12625, 12683, 2403, 2345, 13351, 1867, 3011, 842, 8443, 7325, 11153, 11178, 2198, 2173, 1677, 5, 14, 219, 1248, 1272, 1472, 1505, 205, 172, -60, -51, 163, 54, -187, -243, -184, -26, 124, -34, 100.0, 12.4, 20.1, 7.1, 64.5, 57.2, 84.0, 84.4, 16.0, 15.6, 100.0, 14.0, 22.5, 6.3, 63.2, 54.9, 83.5, 83.7, 16.5, 16.3, 100.0, 0.3, 0.9, 13.1, 74.4, 75.8, 87.8, 89.8, 12.2, 10.2, 42, 10, 15, 6, 16, 10, 28, 29, 42, 11, 14, 6, 16, 8, 28, 27, 19, 2, 4, 6, 11, 9, 17, 15, 35.4, 60.5, 53.2, 71.2, 34.2, 56.5, 49.4, 62.9, 36.2, 60.1, 54.4, 71.2, 35.2, 57.1, 50.2, 64.3, 56.7, 74.0, 79.0, 84.6, 55.0, 66.6, 64.3, 66.9,"(CONTRACTS OF 5,000 BUSHELS)" ,"004603" ,"CBT" ,"004" "SOYBEANS - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,005602 ,CBT ,00 ,005 , 684586, 118548, 61996, 222084, 296621, 314703, 637253, 598783, 47333, 85803, 561393, 94771, 68015, 180989, 246928, 247504, 522688, 496508, 38704, 64885, 123193, 39940, 10145, 24931, 49693, 67199, 114564, 102275, 8628, 20918, -334, 2155, 7265, -19571, 17632, 9799, 217, -2506, -551, 2173, 100.0, 17.3, 9.1, 32.4, 43.3, 46.0, 93.1, 87.5, 6.9, 12.5, 100.0, 16.9, 12.1, 32.2, 44.0, 44.1, 93.1, 88.4, 6.9, 11.6, 100.0, 32.4, 8.2, 20.2, 40.3, 54.5, 93.0, 83.0, 7.0, 17.0, 470, 130, 150, 211, 133, 156, 388, 417, 461, 125, 151, 196, 128, 149, 367, 404, 273, 79, 59, 68, 67, 114, 182, 208, 12.6, 14.3, 21.3, 21.9, 10.4, 10.2, 16.9, 15.4, 14.5, 14.0, 23.6, 21.3, 12.1, 11.3, 19.1, 16.6, 23.9, 23.9, 35.8, 36.0, 18.8, 20.3, 28.6, 28.0,"(CONTRACTS OF 5,000 BUSHELS)" ,"005602" ,"CBT" ,"005" "MINI SOYBEANS - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,005603 ,CBT ,00 ,005 , 12983, 9294, 1775, 329, 346, 2068, 9969, 4172, 3014, 8811, 7654, 4895, 1862, 217, 346, 1189, 5458, 3268, 2196, 4386, 5329, 4511, 25, 0, 0, 879, 4511, 904, 818, 4425, 131, 95, 465, -78, -3, -369, 14, 18, 117, 113, 100.0, 71.6, 13.7, 2.5, 2.7, 15.9, 76.8, 32.1, 23.2, 67.9, 100.0, 64.0, 24.3, 2.8, 4.5, 15.5, 71.3, 42.7, 28.7, 57.3, 100.0, 84.7, 0.5, 0.0, 0.0, 16.5, 84.7, 17.0, 15.3, 83.0, 22, 13, 5, 7, 1, 4, 14, 16, 22, 12, 6, 6, 1, 4, 13, 16, 12, 7, 1, 0, 0, 4, 7, 5, 44.3, 20.5, 65.5, 28.5, 44.0, 20.5, 63.3, 28.5, 45.7, 26.9, 62.0, 37.7, 45.3, 26.9, 59.6, 37.7, 73.3, 16.5, 84.7, 17.0, 73.3, 16.5, 84.7, 17.0,"(Contracts of 1,000 Bushels)" ,"005603" ,"CBT" ,"005" "SOYBEAN OIL - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,007601 ,CBT ,00 ,007 , 376334, 66734, 77710, 76916, 205324, 188655, 348974, 343281, 27360, 33053, 333710, 66514, 80918, 64125, 180292, 157735, 310931, 302778, 22779, 30932, 42624, 7943, 4515, 5068, 25032, 30920, 38043, 40503, 4581, 2121, 9342, 1421, 5124, 3224, 6309, -264, 10955, 8084, -1613, 1257, 100.0, 17.7, 20.6, 20.4, 54.6, 50.1, 92.7, 91.2, 7.3, 8.8, 100.0, 19.9, 24.2, 19.2, 54.0, 47.3, 93.2, 90.7, 6.8, 9.3, 100.0, 18.6, 10.6, 11.9, 58.7, 72.5, 89.3, 95.0, 10.7, 5.0, 268, 64, 90, 96, 73, 72, 202, 219, 265, 65, 97, 88, 69, 71, 189, 217, 92, 26, 16, 24, 37, 32, 74, 61, 17.0, 20.7, 27.4, 31.9, 11.9, 15.1, 19.4, 23.2, 18.5, 20.1, 29.7, 29.4, 14.3, 15.1, 22.8, 23.3, 32.3, 47.6, 48.9, 64.6, 30.9, 47.0, 42.8, 59.3,"(CONTRACTS OF 60,000 POUNDS)" ,"007601" ,"CBT" ,"007" "U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,020601 ,CBT ,00 ,020 , 725914, 73341, 90126, 44913, 453044, 429619, 571299, 564658, 154615, 161255, 725914, 73341, 90126, 44913, 453044, 429619, 571299, 564658, 154615, 161255, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -15956, -669, -18456, -11232, -7070, -2336, -18970, -32024, 3014, 16068, 100.0, 10.1, 12.4, 6.2, 62.4, 59.2, 78.7, 77.8, 21.3, 22.2, 100.0, 10.1, 12.4, 6.2, 62.4, 59.2, 78.7, 77.8, 21.3, 22.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 162, 29, 35, 37, 82, 77, 135, 125, 162, 29, 35, 37, 82, 77, 135, 125, 0, 0, 0, 0, 0, 0, 0, 0, 19.6, 22.6, 30.1, 33.5, 18.7, 19.4, 24.1, 28.3, 19.6, 22.6, 30.1, 33.5, 18.7, 19.4, 24.1, 28.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000 FACE VALUE)" ,"020601" ,"CBT" ,"020" "LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,020604 ,CBT ,00 ,020 , 379724, 45786, 31231, 1044, 269917, 294736, 316748, 327011, 62976, 52713, 379724, 45786, 31231, 1044, 269917, 294736, 316748, 327011, 62976, 52713, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 6615, -12234, -1994, 528, 16221, 3517, 4515, 2050, 2100, 4564, 100.0, 12.1, 8.2, 0.3, 71.1, 77.6, 83.4, 86.1, 16.6, 13.9, 100.0, 12.1, 8.2, 0.3, 71.1, 77.6, 83.4, 86.1, 16.6, 13.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 66, 5, 7, 4, 40, 36, 48, 44, 66, 5, 7, 4, 40, 36, 48, 44, 0, 0, 0, 0, 0, 0, 0, 0, 26.4, 49.4, 45.7, 64.1, 23.5, 49.4, 40.8, 64.0, 26.4, 49.4, 45.7, 64.1, 23.5, 49.4, 40.8, 64.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000 FACE VALUE)" ,"020604" ,"CBT" ,"020" "GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,02165A ,NYME ,01 ,021 , 52455, 486, 0, 347, 51149, 51857, 51982, 52204, 473, 251, 52455, 486, 0, 347, 51149, 51857, 51982, 52204, 473, 251, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3587, 121, 0, -205, 3675, 3849, 3591, 3644, -4, -57, 100.0, 0.9, 0.0, 0.7, 97.5, 98.9, 99.1, 99.5, 0.9, 0.5, 100.0, 0.9, 0.0, 0.7, 97.5, 98.9, 99.1, 99.5, 0.9, 0.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 53, 2, 0, 1, 39, 44, 41, 45, 53, 2, 0, 1, 39, 44, 41, 45, 0, 0, 0, 0, 0, 0, 0, 0, 38.2, 37.3, 62.1, 59.0, 13.4, 13.8, 22.1, 20.2, 38.2, 37.3, 62.1, 59.0, 13.4, 13.8, 22.1, 20.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"02165A" ,"NYME" ,"021" "NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,02165B ,NYME ,01 ,021 , 18701, 0, 0, 0, 18534, 18661, 18534, 18661, 167, 40, 18701, 0, 0, 0, 18534, 18661, 18534, 18661, 167, 40, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1921, 0, 0, 0, 1921, 1921, 1921, 1921, 0, 0, 100.0, 0.0, 0.0, 0.0, 99.1, 99.8, 99.1, 99.8, 0.9, 0.2, 100.0, 0.0, 0.0, 0.0, 99.1, 99.8, 99.1, 99.8, 0.9, 0.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 33, 0, 0, 0, 21, 32, 21, 32, 33, 0, 0, 0, 21, 32, 21, 32, 0, 0, 0, 0, 0, 0, 0, 0, 49.8, 46.0, 75.3, 70.4, 10.1, 11.8, 17.1, 16.9, 49.8, 46.0, 75.3, 70.4, 10.1, 11.8, 17.1, 16.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"02165B" ,"NYME" ,"021" "EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,02165E ,NYME ,01 ,021 , 10826, 0, 532, 249, 9533, 9068, 9782, 9849, 1044, 977, 10826, 0, 532, 249, 9533, 9068, 9782, 9849, 1044, 977, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 435, 0, 73, -3, 351, 328, 348, 398, 87, 37, 100.0, 0.0, 4.9, 2.3, 88.1, 83.8, 90.4, 91.0, 9.6, 9.0, 100.0, 0.0, 4.9, 2.3, 88.1, 83.8, 90.4, 91.0, 9.6, 9.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 42, 0, 2, 2, 34, 39, 36, 42, 42, 0, 2, 2, 34, 39, 36, 42, 0, 0, 0, 0, 0, 0, 0, 0, 30.4, 22.4, 50.1, 38.8, 16.6, 13.9, 20.2, 18.0, 30.4, 22.4, 50.1, 38.8, 16.6, 13.9, 20.2, 18.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"02165E" ,"NYME" ,"021" "SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,02165G ,NYME ,01 ,021 , 6898, 771, 38, 192, 5217, 5904, 6180, 6134, 718, 764, 6898, 771, 38, 192, 5217, 5904, 6180, 6134, 718, 764, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 137, 8, -31, -25, 100, 228, 83, 172, 54, -35, 100.0, 11.2, 0.6, 2.8, 75.6, 85.6, 89.6, 88.9, 10.4, 11.1, 100.0, 11.2, 0.6, 2.8, 75.6, 85.6, 89.6, 88.9, 10.4, 11.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 54, 4, 1, 5, 43, 46, 48, 52, 54, 4, 1, 5, 43, 46, 48, 52, 0, 0, 0, 0, 0, 0, 0, 0, 25.9, 30.9, 42.3, 44.4, 22.3, 26.8, 33.4, 35.4, 25.9, 30.9, 42.3, 44.4, 22.3, 26.8, 33.4, 35.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"02165G" ,"NYME" ,"021" "FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,02165H ,NYME ,01 ,021 , 4051, 85, 0, 62, 3574, 3089, 3721, 3151, 330, 900, 4051, 85, 0, 62, 3574, 3089, 3721, 3151, 330, 900, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 64, 0, 0, 0, 45, 93, 45, 93, 19, -29, 100.0, 2.1, 0.0, 1.5, 88.2, 76.3, 91.9, 77.8, 8.1, 22.2, 100.0, 2.1, 0.0, 1.5, 88.2, 76.3, 91.9, 77.8, 8.1, 22.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 1, 0, 1, 19, 23, 21, 24, 26, 1, 0, 1, 19, 23, 21, 24, 0, 0, 0, 0, 0, 0, 0, 0, 52.7, 31.2, 68.8, 48.5, 46.7, 23.0, 53.1, 33.4, 52.7, 31.2, 68.8, 48.5, 46.7, 23.0, 53.1, 33.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"02165H" ,"NYME" ,"021" "EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,02165I ,NYME ,01 ,021 , 2984, 124, 512, 6, 2172, 2181, 2302, 2699, 682, 285, 2984, 124, 512, 6, 2172, 2181, 2302, 2699, 682, 285, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 62, 34, 20, -4, 36, 86, 66, 102, -4, -40, 100.0, 4.2, 17.2, 0.2, 72.8, 73.1, 77.1, 90.4, 22.9, 9.6, 100.0, 4.2, 17.2, 0.2, 72.8, 73.1, 77.1, 90.4, 22.9, 9.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 30, 2, 3, 1, 21, 21, 23, 25, 30, 2, 3, 1, 21, 21, 23, 25, 0, 0, 0, 0, 0, 0, 0, 0, 26.3, 43.2, 43.9, 65.7, 22.9, 35.5, 33.4, 46.3, 26.3, 43.2, 43.9, 65.7, 22.9, 35.5, 33.4, 46.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"02165I" ,"NYME" ,"021" "SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,02165K ,NYME ,01 ,021 , 2036, 13, 0, 13, 1571, 1728, 1597, 1741, 439, 295, 2036, 13, 0, 13, 1571, 1728, 1597, 1741, 439, 295, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2, -10, -5, -35, 31, 39, -14, -1, 16, 3, 100.0, 0.6, 0.0, 0.6, 77.2, 84.9, 78.4, 85.5, 21.6, 14.5, 100.0, 0.6, 0.0, 0.6, 77.2, 84.9, 78.4, 85.5, 21.6, 14.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 1, 0, 1, 16, 15, 17, 16, 20, 1, 0, 1, 16, 15, 17, 16, 0, 0, 0, 0, 0, 0, 0, 0, 55.1, 58.8, 66.2, 76.1, 53.8, 55.7, 59.1, 66.9, 55.1, 58.8, 66.2, 76.1, 53.8, 55.7, 59.1, 66.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"02165K" ,"NYME" ,"021" "NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,02165T ,NYME ,01 ,021 , 9447, 0, 0, 0, 9261, 9321, 9261, 9321, 186, 126, 9447, 0, 0, 0, 9261, 9321, 9261, 9321, 186, 126, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 673, 0, 0, 0, 673, 673, 673, 673, 0, 0, 100.0, 0.0, 0.0, 0.0, 98.0, 98.7, 98.0, 98.7, 2.0, 1.3, 100.0, 0.0, 0.0, 0.0, 98.0, 98.7, 98.0, 98.7, 2.0, 1.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 0, 0, 0, 16, 16, 16, 16, 25, 0, 0, 0, 16, 16, 16, 16, 0, 0, 0, 0, 0, 0, 0, 0, 52.4, 75.3, 82.8, 89.8, 42.3, 67.5, 65.0, 75.6, 52.4, 75.3, 82.8, 89.8, 42.3, 67.5, 65.0, 75.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 GALLONS)" ,"02165T" ,"NYME" ,"021" "GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,021A28 ,NYME ,01 ,021 , 29665, 0, 938, 35, 29390, 28692, 29425, 29665, 240, 0, 29665, 0, 938, 35, 29390, 28692, 29425, 29665, 240, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 463, 0, 195, -12, 475, 280, 463, 463, 0, 0, 100.0, 0.0, 3.2, 0.1, 99.1, 96.7, 99.2, 100.0, 0.8, 0.0, 100.0, 0.0, 3.2, 0.1, 99.1, 96.7, 99.2, 100.0, 0.8, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 36, 0, 1, 1, 29, 26, 30, 27, 36, 0, 1, 1, 29, 26, 30, 27, 0, 0, 0, 0, 0, 0, 0, 0, 43.2, 49.5, 65.8, 71.1, 22.1, 22.9, 31.8, 33.3, 43.2, 49.5, 65.8, 71.1, 22.1, 22.9, 31.8, 33.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"021A28" ,"NYME" ,"021" "NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,022651 ,NYME ,01 ,022 , 303896, 49197, 28664, 47330, 162260, 205228, 258787, 281222, 45108, 22674, 303896, 49197, 28664, 47330, 162260, 205228, 258787, 281222, 45108, 22674, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -9502, -1152, -1537, -2981, -1770, -1584, -5902, -6102, -3600, -3400, 100.0, 16.2, 9.4, 15.6, 53.4, 67.5, 85.2, 92.5, 14.8, 7.5, 100.0, 16.2, 9.4, 15.6, 53.4, 67.5, 85.2, 92.5, 14.8, 7.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 160, 44, 24, 38, 71, 85, 134, 130, 160, 44, 24, 38, 71, 85, 134, 130, 0, 0, 0, 0, 0, 0, 0, 0, 16.7, 23.2, 25.7, 33.9, 8.5, 12.0, 15.4, 17.9, 16.7, 23.2, 25.7, 33.9, 8.5, 12.0, 15.4, 17.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 U.S. GALLONS)" ,"022651" ,"NYME" ,"022" "HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,022653 ,NYME ,01 ,022 , 44277, 0, 8975, 13386, 29331, 20666, 42717, 43027, 1560, 1250, 44277, 0, 8975, 13386, 29331, 20666, 42717, 43027, 1560, 1250, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2562, 0, -1363, -249, -2309, -831, -2559, -2443, -4, -119, 100.0, 0.0, 20.3, 30.2, 66.2, 46.7, 96.5, 97.2, 3.5, 2.8, 100.0, 0.0, 20.3, 30.2, 66.2, 46.7, 96.5, 97.2, 3.5, 2.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 0, 5, 5, 15, 15, 20, 20, 20, 0, 5, 5, 15, 15, 20, 20, 0, 0, 0, 0, 0, 0, 0, 0, 45.7, 54.3, 70.4, 75.2, 18.2, 20.7, 21.6, 22.8, 45.7, 54.3, 70.4, 75.2, 18.2, 20.7, 21.6, 22.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 U.S. GALLONS)" ,"022653" ,"NYME" ,"022" "SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,02265J ,NYME ,01 ,022 , 16158, 259, 3341, 200, 15681, 12617, 16140, 16158, 18, 0, 16158, 259, 3341, 200, 15681, 12617, 16140, 16158, 18, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1858, 0, 900, -50, 1908, 1549, 1858, 2399, 0, -541, 100.0, 1.6, 20.7, 1.2, 97.0, 78.1, 99.9, 100.0, 0.1, 0.0, 100.0, 1.6, 20.7, 1.2, 97.0, 78.1, 99.9, 100.0, 0.1, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 62, 2, 4, 2, 43, 42, 46, 48, 62, 2, 4, 2, 43, 42, 46, 48, 0, 0, 0, 0, 0, 0, 0, 0, 34.7, 33.1, 52.5, 49.8, 21.1, 28.1, 33.0, 36.1, 34.7, 33.1, 52.5, 49.8, 21.1, 28.1, 33.0, 36.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1000 BARRELS)" ,"02265J" ,"NYME" ,"022" "SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,02265T ,NYME ,01 ,022 , 10203, 758, 50, 50, 9341, 10103, 10149, 10203, 54, 0, 10203, 758, 50, 50, 9341, 10103, 10149, 10203, 54, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 258, -12, 50, 50, 250, 158, 288, 258, -30, 0, 100.0, 7.4, 0.5, 0.5, 91.6, 99.0, 99.5, 100.0, 0.5, 0.0, 100.0, 7.4, 0.5, 0.5, 91.6, 99.0, 99.5, 100.0, 0.5, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 34, 4, 1, 1, 22, 23, 27, 24, 34, 4, 1, 1, 22, 23, 27, 24, 0, 0, 0, 0, 0, 0, 0, 0, 42.4, 38.8, 63.0, 59.6, 34.0, 32.6, 48.1, 48.2, 42.4, 38.8, 63.0, 59.6, 34.0, 32.6, 48.1, 48.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"02265T" ,"NYME" ,"022" "UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,022A13 ,NYME ,01 ,863 , 53359, 650, 0, 0, 51585, 53066, 52235, 53066, 1124, 293, 53359, 650, 0, 0, 51585, 53066, 52235, 53066, 1124, 293, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4813, 275, 0, 0, 4337, 4799, 4612, 4799, 201, 14, 100.0, 1.2, 0.0, 0.0, 96.7, 99.5, 97.9, 99.5, 2.1, 0.5, 100.0, 1.2, 0.0, 0.0, 96.7, 99.5, 97.9, 99.5, 2.1, 0.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 56, 3, 0, 0, 42, 37, 45, 37, 56, 3, 0, 0, 42, 37, 45, 37, 0, 0, 0, 0, 0, 0, 0, 0, 53.9, 54.9, 67.7, 70.9, 53.0, 52.9, 65.0, 67.3, 53.9, 54.9, 67.7, 70.9, 53.0, 52.9, 65.0, 67.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"022A13" ,"NYME" ,"863" "ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,022A62 ,NYME ,01 ,022 , 3620, 0, 0, 0, 3580, 3620, 3580, 3620, 40, 0, 3620, 0, 0, 0, 3580, 3620, 3580, 3620, 40, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 100.0, 0.0, 0.0, 0.0, 98.9, 100.0, 98.9, 100.0, 1.1, 0.0, 100.0, 0.0, 0.0, 0.0, 98.9, 100.0, 98.9, 100.0, 1.1, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 0, 0, 0, 13, 14, 13, 14, 21, 0, 0, 0, 13, 14, 13, 14, 0, 0, 0, 0, 0, 0, 0, 0, 70.2, 76.1, 90.6, 94.1, 55.0, 76.1, 75.4, 82.3, 70.2, 76.1, 90.6, 94.1, 55.0, 76.1, 75.4, 82.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"022A62" ,"NYME" ,"022" "NATURAL GAS ICE HENRY HUB - ICE OTC" ,120131 ,2012-01-31,023391 ,ICE ,01 ,023 , 5046920, 540877, 379141, 1661578, 2828098, 2988428, 5030553, 5029147, 16367, 17773, 5046920, 540877, 379141, 1661578, 2828098, 2988428, 5030553, 5029147, 16367, 17773, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -49709, 67075, -12978, 1815, -110040, -24202, -41150, -35365, -8559, -14344, 100.0, 10.7, 7.5, 32.9, 56.0, 59.2, 99.7, 99.6, 0.3, 0.4, 100.0, 10.7, 7.5, 32.9, 56.0, 59.2, 99.7, 99.6, 0.3, 0.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 224, 28, 38, 54, 145, 138, 202, 202, 224, 28, 38, 54, 145, 138, 202, 202, 0, 0, 0, 0, 0, 0, 0, 0, 24.2, 21.4, 40.2, 35.9, 16.8, 14.3, 21.9, 21.0, 24.2, 21.4, 40.2, 35.9, 16.8, 14.3, 21.9, 21.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"023391" ,"ICE" ,"023" "SOCAL BORDER FIN BASIS - ICE OTC" ,120131 ,2012-01-31,023393 ,ICE ,01 ,023 , 386325, 7636, 52210, 14546, 347951, 312619, 370133, 379375, 16192, 6950, 386325, 7636, 52210, 14546, 347951, 312619, 370133, 379375, 16192, 6950, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 20049, 2844, -3969, 583, 16620, 20724, 20047, 17338, 2, 2711, 100.0, 2.0, 13.5, 3.8, 90.1, 80.9, 95.8, 98.2, 4.2, 1.8, 100.0, 2.0, 13.5, 3.8, 90.1, 80.9, 95.8, 98.2, 4.2, 1.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 54, 5, 4, 8, 41, 35, 49, 44, 54, 5, 4, 8, 41, 35, 49, 44, 0, 0, 0, 0, 0, 0, 0, 0, 34.1, 45.2, 54.4, 70.7, 24.9, 39.5, 41.9, 55.5, 34.1, 45.2, 54.4, 70.7, 24.9, 39.5, 41.9, 55.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"023393" ,"ICE" ,"023" "PG&E CITYGATE FIN BASIS - ICE OTC" ,120131 ,2012-01-31,023394 ,ICE ,01 ,023 , 169427, 2019, 0, 5646, 156472, 160109, 164137, 165755, 5290, 3672, 169427, 2019, 0, 5646, 156472, 160109, 164137, 165755, 5290, 3672, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 7221, 1694, -317, 264, 5884, 7064, 7842, 7011, -621, 210, 100.0, 1.2, 0.0, 3.3, 92.4, 94.5, 96.9, 97.8, 3.1, 2.2, 100.0, 1.2, 0.0, 3.3, 92.4, 94.5, 96.9, 97.8, 3.1, 2.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 43, 3, 0, 3, 35, 36, 38, 39, 43, 3, 0, 3, 35, 36, 38, 39, 0, 0, 0, 0, 0, 0, 0, 0, 56.7, 43.1, 70.0, 60.5, 53.3, 39.3, 59.9, 51.7, 56.7, 43.1, 70.0, 60.5, 53.3, 39.3, 59.9, 51.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"023394" ,"ICE" ,"023" "NWP ROCKIES FIN BASIS - ICE OTC" ,120131 ,2012-01-31,023395 ,ICE ,01 ,023 , 319934, 6910, 19717, 3930, 303814, 287060, 314654, 310707, 5280, 9227, 319934, 6910, 19717, 3930, 303814, 287060, 314654, 310707, 5280, 9227, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3502, 281, 2888, -159, 4775, -669, 4897, 2060, -1395, 1442, 100.0, 2.2, 6.2, 1.2, 95.0, 89.7, 98.3, 97.1, 1.7, 2.9, 100.0, 2.2, 6.2, 1.2, 95.0, 89.7, 98.3, 97.1, 1.7, 2.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 47, 2, 2, 4, 37, 37, 41, 41, 47, 2, 2, 4, 37, 37, 41, 41, 0, 0, 0, 0, 0, 0, 0, 0, 52.2, 44.6, 74.5, 68.1, 51.7, 41.4, 73.5, 62.9, 52.2, 44.6, 74.5, 68.1, 51.7, 41.4, 73.5, 62.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"023395" ,"ICE" ,"023" "AECO FIN BASIS - ICE OTC" ,120131 ,2012-01-31,023396 ,ICE ,01 ,023 , 781979, 533, 36347, 15267, 763364, 726844, 779164, 778458, 2815, 3521, 781979, 533, 36347, 15267, 763364, 726844, 779164, 778458, 2815, 3521, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3685, -150, 1717, -4880, 8439, 5996, 3409, 2833, 276, 852, 100.0, 0.1, 4.6, 2.0, 97.6, 92.9, 99.6, 99.5, 0.4, 0.5, 100.0, 0.1, 4.6, 2.0, 97.6, 92.9, 99.6, 99.5, 0.4, 0.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 70, 1, 6, 6, 59, 47, 65, 54, 70, 1, 6, 6, 59, 47, 65, 54, 0, 0, 0, 0, 0, 0, 0, 0, 39.8, 37.5, 57.4, 56.8, 33.1, 30.4, 46.5, 42.5, 39.8, 37.5, 57.4, 56.8, 33.1, 30.4, 46.5, 42.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"023396" ,"ICE" ,"023" "CHICAGO FIN BASIS - ICE OTC" ,120131 ,2012-01-31,023397 ,ICE ,01 ,023 , 242022, 12418, 18835, 3190, 221905, 217288, 237513, 239313, 4509, 2709, 242022, 12418, 18835, 3190, 221905, 217288, 237513, 239313, 4509, 2709, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 11725, 1642, 4751, -229, 9512, 6611, 10925, 11133, 800, 592, 100.0, 5.1, 7.8, 1.3, 91.7, 89.8, 98.1, 98.9, 1.9, 1.1, 100.0, 5.1, 7.8, 1.3, 91.7, 89.8, 98.1, 98.9, 1.9, 1.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 51, 2, 2, 2, 41, 37, 43, 41, 51, 2, 2, 2, 41, 37, 43, 41, 0, 0, 0, 0, 0, 0, 0, 0, 43.7, 58.7, 65.0, 73.1, 38.5, 58.5, 56.4, 71.2, 43.7, 58.7, 65.0, 73.1, 38.5, 58.5, 56.4, 71.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"023397" ,"ICE" ,"023" "HSC FIN BASIS - ICE OTC" ,120131 ,2012-01-31,023398 ,ICE ,01 ,023 , 398256, 7827, 5393, 21558, 358380, 363429, 387765, 390380, 10491, 7876, 398256, 7827, 5393, 21558, 358380, 363429, 387765, 390380, 10491, 7876, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32982, 197, -908, 2907, 26763, 31197, 29867, 33196, 3115, -214, 100.0, 2.0, 1.4, 5.4, 90.0, 91.3, 97.4, 98.0, 2.6, 2.0, 100.0, 2.0, 1.4, 5.4, 90.0, 91.3, 97.4, 98.0, 2.6, 2.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 55, 3, 3, 5, 41, 40, 47, 45, 55, 3, 3, 5, 41, 40, 47, 45, 0, 0, 0, 0, 0, 0, 0, 0, 35.5, 61.4, 51.8, 72.7, 33.4, 59.4, 48.0, 67.3, 35.5, 61.4, 51.8, 72.7, 33.4, 59.4, 48.0, 67.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"023398" ,"ICE" ,"023" "WAHA FIN BASIS - ICE OTC" ,120131 ,2012-01-31,023399 ,ICE ,01 ,023 , 240427, 5086, 25254, 9447, 221236, 198666, 235769, 233367, 4658, 7060, 240427, 5086, 25254, 9447, 221236, 198666, 235769, 233367, 4658, 7060, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 12693, -1026, 10341, 1365, 11502, -355, 11841, 11351, 852, 1342, 100.0, 2.1, 10.5, 3.9, 92.0, 82.6, 98.1, 97.1, 1.9, 2.9, 100.0, 2.1, 10.5, 3.9, 92.0, 82.6, 98.1, 97.1, 1.9, 2.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 44, 3, 3, 4, 29, 32, 33, 38, 44, 3, 3, 4, 29, 32, 33, 38, 0, 0, 0, 0, 0, 0, 0, 0, 72.2, 42.8, 82.1, 58.9, 67.8, 39.8, 71.7, 53.8, 72.2, 42.8, 82.1, 58.9, 67.8, 39.8, 71.7, 53.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"023399" ,"ICE" ,"023" "NATURAL GAS - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,023651 ,NYME ,01 ,023 , 1245201, 270285, 398264, 447825, 453307, 350319, 1171417, 1196408, 73785, 48793, 1245201, 270285, 398264, 447825, 453307, 350319, 1171417, 1196408, 73785, 48793, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 39073, 22788, 7771, 4776, 18248, 31746, 45812, 44292, -6739, -5219, 100.0, 21.7, 32.0, 36.0, 36.4, 28.1, 94.1, 96.1, 5.9, 3.9, 100.0, 21.7, 32.0, 36.0, 36.4, 28.1, 94.1, 96.1, 5.9, 3.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 348, 115, 140, 150, 78, 75, 286, 280, 348, 115, 140, 150, 78, 75, 286, 280, 0, 0, 0, 0, 0, 0, 0, 0, 19.1, 23.9, 31.6, 36.5, 12.3, 16.7, 20.5, 22.4, 19.1, 23.9, 31.6, 36.5, 12.3, 16.7, 20.5, 22.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 10,000 MMBTU'S)" ,"023651" ,"NYME" ,"023" "EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,02365U ,NYME ,01 ,023 , 2321706, 99584, 163333, 936755, 1279609, 1212762, 2315948, 2312849, 5759, 8857, 2321706, 99584, 163333, 936755, 1279609, 1212762, 2315948, 2312849, 5759, 8857, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -37788, 5035, 11651, -31979, -11699, -17921, -38643, -38248, 855, 460, 100.0, 4.3, 7.0, 40.3, 55.1, 52.2, 99.8, 99.6, 0.2, 0.4, 100.0, 4.3, 7.0, 40.3, 55.1, 52.2, 99.8, 99.6, 0.2, 0.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 145, 42, 37, 56, 63, 57, 129, 126, 145, 42, 37, 56, 63, 57, 129, 126, 0, 0, 0, 0, 0, 0, 0, 0, 33.6, 33.8, 53.5, 56.4, 5.5, 5.5, 7.9, 7.3, 33.6, 33.8, 53.5, 56.4, 5.5, 5.5, 7.9, 7.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 10,000 MMBTU'S)" ,"02365U" ,"NYME" ,"023" "HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,023A55 ,NYME ,01 ,023 , 92611, 15951, 11580, 22091, 51984, 57149, 90026, 90820, 2585, 1791, 92611, 15951, 11580, 22091, 51984, 57149, 90026, 90820, 2585, 1791, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 29257, -1210, -421, 3846, 26702, 26254, 29338, 29679, -81, -422, 100.0, 17.2, 12.5, 23.9, 56.1, 61.7, 97.2, 98.1, 2.8, 1.9, 100.0, 17.2, 12.5, 23.9, 56.1, 61.7, 97.2, 98.1, 2.8, 1.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 7, 6, 12, 10, 10, 22, 23, 24, 7, 6, 12, 10, 10, 22, 23, 0, 0, 0, 0, 0, 0, 0, 0, 71.8, 73.7, 86.9, 88.9, 16.3, 14.4, 17.8, 17.8, 71.8, 73.7, 86.9, 88.9, 16.3, 14.4, 17.8, 17.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 10,000 MMBTU'S)" ,"023A55" ,"NYME" ,"023" "NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,023A84 ,NYME ,01 ,023 , 119552, 60508, 49919, 44000, 13983, 25052, 118491, 118971, 1060, 580, 119552, 60508, 49919, 44000, 13983, 25052, 118491, 118971, 1060, 580, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1303, 3011, 3125, -1569, -65, -338, 1377, 1218, -74, 85, 100.0, 50.6, 41.8, 36.8, 11.7, 21.0, 99.1, 99.5, 0.9, 0.5, 100.0, 50.6, 41.8, 36.8, 11.7, 21.0, 99.1, 99.5, 0.9, 0.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 44, 9, 17, 18, 11, 16, 31, 40, 44, 9, 17, 18, 11, 16, 31, 40, 0, 0, 0, 0, 0, 0, 0, 0, 79.4, 53.3, 89.4, 78.5, 48.1, 32.3, 53.3, 45.8, 79.4, 53.3, 89.4, 78.5, 48.1, 32.3, 53.3, 45.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 10,000 MMBTU'S)" ,"023A84" ,"NYME" ,"023" "CBT ETHANOL - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,025601 ,CBT ,00 ,025 , 10608, 1200, 182, 1383, 7323, 8566, 9906, 10131, 702, 477, 10608, 1200, 182, 1383, 7323, 8566, 9906, 10131, 702, 477, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 376, 158, -30, -87, 246, 536, 317, 419, 59, -43, 100.0, 11.3, 1.7, 13.0, 69.0, 80.8, 93.4, 95.5, 6.6, 4.5, 100.0, 11.3, 1.7, 13.0, 69.0, 80.8, 93.4, 95.5, 6.6, 4.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 37, 10, 1, 6, 19, 23, 31, 29, 37, 10, 1, 6, 19, 23, 31, 29, 0, 0, 0, 0, 0, 0, 0, 0, 53.2, 47.4, 70.9, 70.8, 18.1, 17.7, 23.4, 25.2, 53.2, 47.4, 70.9, 70.8, 18.1, 17.7, 23.4, 25.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 29,000 U.S. GALLONS)" ,"025601" ,"CBT" ,"025" "CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,025651 ,NYME ,01 ,025 , 13071, 357, 601, 325, 12065, 11920, 12747, 12846, 324, 225, 13071, 357, 601, 325, 12065, 11920, 12747, 12846, 324, 225, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 635, 56, 94, -1, 645, 488, 700, 581, -65, 54, 100.0, 2.7, 4.6, 2.5, 92.3, 91.2, 97.5, 98.3, 2.5, 1.7, 100.0, 2.7, 4.6, 2.5, 92.3, 91.2, 97.5, 98.3, 2.5, 1.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 55, 4, 4, 5, 36, 38, 43, 44, 55, 4, 4, 5, 36, 38, 43, 44, 0, 0, 0, 0, 0, 0, 0, 0, 35.3, 32.5, 52.8, 53.6, 20.3, 26.3, 32.2, 38.0, 35.3, 32.5, 52.8, 53.6, 20.3, 26.3, 32.2, 38.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 U.S. GALLONS)" ,"025651" ,"NYME" ,"025" "SOYBEAN MEAL - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,026603 ,CBT ,00 ,026 , 228493, 33077, 41970, 43439, 121824, 116454, 198340, 201863, 30153, 26630, 187636, 28955, 43536, 28326, 105457, 92085, 162738, 163947, 24898, 23689, 40857, 7173, 1485, 12061, 16367, 24370, 35602, 37916, 5255, 2941, 1086, 680, -1475, 4055, -1646, -1144, 3089, 1436, -2004, -351, 100.0, 14.5, 18.4, 19.0, 53.3, 51.0, 86.8, 88.3, 13.2, 11.7, 100.0, 15.4, 23.2, 15.1, 56.2, 49.1, 86.7, 87.4, 13.3, 12.6, 100.0, 17.6, 3.6, 29.5, 40.1, 59.6, 87.1, 92.8, 12.9, 7.2, 194, 43, 48, 57, 75, 69, 152, 157, 192, 42, 57, 53, 74, 68, 148, 153, 91, 19, 19, 25, 40, 28, 71, 60, 20.4, 25.7, 30.9, 34.8, 13.1, 15.9, 18.7, 22.3, 21.6, 24.6, 30.7, 33.1, 15.8, 15.6, 21.4, 22.8, 33.4, 42.8, 49.8, 58.1, 24.8, 32.6, 34.5, 41.9,"(CONTRACTS OF 100 TONS)" ,"026603" ,"CBT" ,"026" "EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,03265A ,NYME ,01 ,032 , 2132, 131, 0, 29, 1176, 1407, 1336, 1436, 796, 696, 2132, 131, 0, 29, 1176, 1407, 1336, 1436, 796, 696, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2, 0, 0, 0, 16, -64, 16, -64, -14, 66, 100.0, 6.1, 0.0, 1.4, 55.2, 66.0, 62.7, 67.4, 37.3, 32.6, 100.0, 6.1, 0.0, 1.4, 55.2, 66.0, 62.7, 67.4, 37.3, 32.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 2, 0, 1, 16, 17, 18, 18, 20, 2, 0, 1, 16, 17, 18, 18, 0, 0, 0, 0, 0, 0, 0, 0, 27.2, 32.1, 45.3, 48.0, 17.3, 20.2, 23.6, 29.2, 27.2, 32.1, 45.3, 48.0, 17.3, 20.2, 23.6, 29.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"03265A" ,"NYME" ,"032" "JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,03265C ,NYME ,01 ,032 , 1894, 25, 432, 46, 1547, 1134, 1618, 1612, 276, 282, 1894, 25, 432, 46, 1547, 1134, 1618, 1612, 276, 282, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 215, -24, 3, 22, 189, 224, 187, 249, 28, -34, 100.0, 1.3, 22.8, 2.4, 81.7, 59.9, 85.4, 85.1, 14.6, 14.9, 100.0, 1.3, 22.8, 2.4, 81.7, 59.9, 85.4, 85.1, 14.6, 14.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 31, 1, 3, 2, 23, 20, 25, 24, 31, 1, 3, 2, 23, 20, 25, 24, 0, 0, 0, 0, 0, 0, 0, 0, 29.9, 40.4, 47.5, 56.5, 29.4, 38.5, 44.4, 51.4, 29.9, 40.4, 47.5, 56.5, 29.4, 38.5, 44.4, 51.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"03265C" ,"NYME" ,"032" "COTTON NO. 2 - ICE FUTURES U.S." ,120131 ,2012-01-31,033661 ,ICUS ,01 ,033 , 236798, 47495, 18206, 56807, 117288, 147313, 221591, 222326, 15207, 14471, 214215, 42318, 18875, 52655, 106526, 129421, 201499, 200952, 12715, 13263, 22583, 7010, 1164, 2319, 10762, 17892, 20092, 21375, 2491, 1208, 7385, -2324, 2783, -2044, 12334, 6003, 7966, 6742, -580, 643, 100.0, 20.1, 7.7, 24.0, 49.5, 62.2, 93.6, 93.9, 6.4, 6.1, 100.0, 19.8, 8.8, 24.6, 49.7, 60.4, 94.1, 93.8, 5.9, 6.2, 100.0, 31.0, 5.2, 10.3, 47.7, 79.2, 89.0, 94.6, 11.0, 5.4, 262, 96, 79, 99, 62, 74, 209, 206, 261, 96, 78, 93, 61, 71, 205, 199, 109, 33, 20, 23, 30, 42, 74, 74, 19.4, 23.1, 31.8, 33.8, 12.2, 12.5, 19.4, 18.6, 20.2, 23.4, 33.5, 33.6, 13.0, 11.4, 20.2, 17.9, 31.4, 47.1, 53.2, 60.9, 30.8, 46.7, 52.6, 59.8,"(CONTRACTS OF 50,000 POUNDS)" ,"033661" ,"ICUS" ,"033" "HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,035653 ,NYME ,01 ,023 , 52789, 0, 7806, 2438, 46580, 34534, 49018, 44778, 3771, 8011, 52789, 0, 7806, 2438, 46580, 34534, 49018, 44778, 3771, 8011, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 62, 0, 0, 0, 0, 62, 0, -62, 100.0, 0.0, 14.8, 4.6, 88.2, 65.4, 92.9, 84.8, 7.1, 15.2, 100.0, 0.0, 14.8, 4.6, 88.2, 65.4, 92.9, 84.8, 7.1, 15.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 0, 3, 3, 12, 14, 15, 17, 20, 0, 3, 3, 12, 14, 15, 17, 0, 0, 0, 0, 0, 0, 0, 0, 51.8, 54.8, 77.8, 71.6, 49.3, 48.9, 70.0, 62.4, 51.8, 54.8, 77.8, 71.6, 49.3, 48.9, 70.0, 62.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"035653" ,"NYME" ,"023" "PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,035655 ,NYME ,01 ,023 , 85964, 173, 705, 3270, 73364, 71952, 76807, 75927, 9157, 10037, 85964, 173, 705, 3270, 73364, 71952, 76807, 75927, 9157, 10037, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -522, -60, -73, -3, -459, -446, -522, -522, 0, 0, 100.0, 0.2, 0.8, 3.8, 85.3, 83.7, 89.3, 88.3, 10.7, 11.7, 100.0, 0.2, 0.8, 3.8, 85.3, 83.7, 89.3, 88.3, 10.7, 11.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 1, 2, 3, 17, 17, 20, 20, 25, 1, 2, 3, 17, 17, 20, 20, 0, 0, 0, 0, 0, 0, 0, 0, 45.1, 39.6, 67.6, 63.6, 33.5, 34.9, 53.5, 55.2, 45.1, 39.6, 67.6, 63.6, 33.5, 34.9, 53.5, 55.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"035655" ,"NYME" ,"023" "HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,03565B ,NYME ,01 ,023 , 2809751, 543537, 328124, 764162, 1466385, 1695481, 2774084, 2787767, 35667, 21984, 2809751, 543537, 328124, 764162, 1466385, 1695481, 2774084, 2787767, 35667, 21984, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 23154, 40050, 51436, -17598, -3752, -10052, 18700, 23786, 4454, -632, 100.0, 19.3, 11.7, 27.2, 52.2, 60.3, 98.7, 99.2, 1.3, 0.8, 100.0, 19.3, 11.7, 27.2, 52.2, 60.3, 98.7, 99.2, 1.3, 0.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 156, 34, 23, 48, 92, 86, 149, 137, 156, 34, 23, 48, 92, 86, 149, 137, 0, 0, 0, 0, 0, 0, 0, 0, 30.0, 27.9, 43.6, 44.1, 21.2, 18.1, 27.5, 27.8, 30.0, 27.9, 43.6, 44.1, 21.2, 18.1, 27.5, 27.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"03565B" ,"NYME" ,"023" "HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,03565C ,NYME ,01 ,023 , 1268111, 284454, 117525, 261652, 717386, 886903, 1263492, 1266080, 4619, 2031, 1268111, 284454, 117525, 261652, 717386, 886903, 1263492, 1266080, 4619, 2031, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -33654, 5157, -15171, -25254, -13714, 7024, -33811, -33401, 157, -253, 100.0, 22.4, 9.3, 20.6, 56.6, 69.9, 99.6, 99.8, 0.4, 0.2, 100.0, 22.4, 9.3, 20.6, 56.6, 69.9, 99.6, 99.8, 0.4, 0.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 87, 19, 20, 31, 40, 41, 74, 77, 87, 19, 20, 31, 40, 41, 74, 77, 0, 0, 0, 0, 0, 0, 0, 0, 34.1, 42.4, 57.0, 61.2, 20.9, 32.3, 32.9, 43.4, 34.1, 42.4, 57.0, 61.2, 20.9, 32.3, 32.9, 43.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 2,500 MMBTU'S)" ,"03565C" ,"NYME" ,"023" "ROUGH RICE - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,039601 ,CBT ,00 ,039 , 15641, 2677, 6180, 1507, 8795, 5936, 12979, 13623, 2661, 2018, 15305, 2711, 6201, 1443, 8648, 5658, 12802, 13302, 2502, 2003, 336, 27, 40, 3, 147, 278, 177, 321, 159, 15, 729, -63, 527, 379, 483, -267, 799, 639, -70, 90, 100.0, 17.1, 39.5, 9.6, 56.2, 38.0, 83.0, 87.1, 17.0, 12.9, 100.0, 17.7, 40.5, 9.4, 56.5, 37.0, 83.7, 86.9, 16.3, 13.1, 100.0, 8.0, 11.9, 0.9, 43.8, 82.7, 52.7, 95.5, 47.3, 4.5, 82, 19, 30, 14, 23, 16, 53, 53, 82, 19, 31, 14, 22, 15, 52, 52, 15, 3, 2, 2, 3, 7, 7, 10, 33.5, 25.4, 47.2, 40.5, 33.5, 20.9, 47.1, 34.6, 34.2, 24.5, 48.2, 39.9, 34.2, 20.0, 48.2, 34.5, 49.4, 86.6, 52.7, 94.9, 49.4, 86.6, 51.8, 94.3,"(CONTRACTS OF 200,000 POUNDS)" ,"039601" ,"CBT" ,"039" "FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S." ,120131 ,2012-01-31,040701 ,ICUS ,01 ,040 , 38250, 13270, 752, 8036, 13134, 27811, 34440, 36599, 3811, 1651, 38241, 13270, 752, 8036, 13131, 27802, 34437, 36590, 3805, 1651, 9, 0, 0, 0, 3, 9, 3, 9, 6, -0, 97, 34, -0, 345, -419, 162, -40, 507, 137, -410, 100.0, 34.7, 2.0, 21.0, 34.3, 72.7, 90.0, 95.7, 10.0, 4.3, 100.0, 34.7, 2.0, 21.0, 34.3, 72.7, 90.1, 95.7, 9.9, 4.3, 100.0, 0.0, 0.0, 0.0, 33.3, 100.0, 33.3, 100.0, 66.7, -0.0, 105, 56, 16, 21, 26, 24, 90, 53, 105, 56, 16, 21, 26, 24, 90, 53, 2, 0, 0, 0, 1, 1, 1, 1, 25.2, 54.3, 38.3, 67.8, 16.0, 39.1, 22.5, 47.5, 25.2, 54.3, 38.3, 67.8, 16.0, 39.1, 22.5, 47.5, 33.3, 100.0, 33.3, 100.0, 33.3, 100.0, 33.3, 100.0,"(CONTRACTS OF 15,000 POUNDS)" ,"040701" ,"ICUS" ,"040" "2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,042601 ,CBT ,00 ,042 , 953559, 323542, 121757, 21860, 482832, 711093, 828234, 854711, 125325, 98848, 953559, 323542, 121757, 21860, 482832, 711093, 828234, 854711, 125325, 98848, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 86612, 30135, -12533, -504, 56149, 104669, 85781, 91632, 831, -5021, 100.0, 33.9, 12.8, 2.3, 50.6, 74.6, 86.9, 89.6, 13.1, 10.4, 100.0, 33.9, 12.8, 2.3, 50.6, 74.6, 86.9, 89.6, 13.1, 10.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 226, 56, 36, 27, 93, 104, 162, 154, 226, 56, 36, 27, 93, 104, 162, 154, 0, 0, 0, 0, 0, 0, 0, 0, 19.9, 31.0, 33.3, 39.1, 18.6, 29.4, 31.5, 36.2, 19.9, 31.0, 33.3, 39.1, 18.6, 29.4, 31.5, 36.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $200,000 FACE VALUE)" ,"042601" ,"CBT" ,"042" "10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,043602 ,CBT ,00 ,043 , 2018791, 227546, 238704, 131634, 1361375, 1289469, 1720555, 1659807, 298236, 358983, 2018791, 227546, 238704, 131634, 1361375, 1289469, 1720555, 1659807, 298236, 358983, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 29216, -1654, -22464, -11746, 19351, 80832, 5952, 46622, 23264, -17406, 100.0, 11.3, 11.8, 6.5, 67.4, 63.9, 85.2, 82.2, 14.8, 17.8, 100.0, 11.3, 11.8, 6.5, 67.4, 63.9, 85.2, 82.2, 14.8, 17.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 266, 48, 50, 56, 133, 143, 206, 224, 266, 48, 50, 56, 133, 143, 206, 224, 0, 0, 0, 0, 0, 0, 0, 0, 27.2, 22.3, 35.4, 30.9, 26.4, 18.2, 33.0, 25.8, 27.2, 22.3, 35.4, 30.9, 26.4, 18.2, 33.0, 25.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000 FACE VALUE)" ,"043602" ,"CBT" ,"043" "5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,044601 ,CBT ,00 ,044 , 1623286, 438376, 148260, 98667, 838969, 1148493, 1376013, 1395421, 247273, 227865, 1623286, 438376, 148260, 98667, 838969, 1148493, 1376013, 1395421, 247273, 227865, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 51829, 42387, -65, 13099, -19310, 49253, 36176, 62288, 15653, -10459, 100.0, 27.0, 9.1, 6.1, 51.7, 70.8, 84.8, 86.0, 15.2, 14.0, 100.0, 27.0, 9.1, 6.1, 51.7, 70.8, 84.8, 86.0, 15.2, 14.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 205, 41, 35, 37, 87, 111, 149, 162, 205, 41, 35, 37, 87, 111, 149, 162, 0, 0, 0, 0, 0, 0, 0, 0, 37.1, 23.4, 44.8, 32.4, 34.8, 22.4, 40.9, 29.6, 37.1, 23.4, 44.8, 32.4, 34.8, 22.4, 40.9, 29.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000 FACE VALUE)" ,"044601" ,"CBT" ,"044" "30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,045601 ,CBT ,00 ,045 , 637855, 85734, 67787, 148511, 363207, 381067, 597451, 597365, 40404, 40490, 637855, 85734, 67787, 148511, 363207, 381067, 597451, 597365, 40404, 40490, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 22464, 3718, 7712, 1893, 20181, 13736, 25793, 23341, -3328, -877, 100.0, 13.4, 10.6, 23.3, 56.9, 59.7, 93.7, 93.7, 6.3, 6.3, 100.0, 13.4, 10.6, 23.3, 56.9, 59.7, 93.7, 93.7, 6.3, 6.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 94, 24, 14, 30, 47, 49, 79, 87, 94, 24, 14, 30, 47, 49, 79, 87, 0, 0, 0, 0, 0, 0, 0, 0, 38.9, 33.5, 52.6, 50.1, 27.4, 23.8, 32.1, 33.8, 38.9, 33.5, 52.6, 50.1, 27.4, 23.8, 32.1, 33.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $5,000,000)" ,"045601" ,"CBT" ,"045" "BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,050642 ,CME ,00 ,050 , 5729, 478, 148, 95, 4286, 4850, 4858, 5093, 871, 637, 5729, 478, 148, 95, 4286, 4850, 4858, 5093, 871, 637, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 661, 157, 37, -4, 312, 564, 465, 598, 196, 63, 100.0, 8.3, 2.6, 1.7, 74.8, 84.7, 84.8, 88.9, 15.2, 11.1, 100.0, 8.3, 2.6, 1.7, 74.8, 84.7, 84.8, 88.9, 15.2, 11.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 3, 3, 3, 16, 12, 22, 15, 26, 3, 3, 3, 16, 12, 22, 15, 0, 0, 0, 0, 0, 0, 0, 0, 54.7, 70.0, 69.9, 81.6, 54.7, 66.8, 68.5, 77.1, 54.7, 70.0, 69.9, 81.6, 54.7, 66.8, 68.5, 77.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 20,000 POUNDS)" ,"050642" ,"CME" ,"050" "MILK, Class III - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,052641 ,CME ,00 ,052 , 53933, 6931, 4038, 11773, 29232, 26273, 47936, 42084, 5996, 11849, 53933, 6931, 4038, 11773, 29232, 26273, 47936, 42084, 5996, 11849, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1993, 203, 674, 393, 1226, 786, 1822, 1853, 171, 140, 100.0, 12.9, 7.5, 21.8, 54.2, 48.7, 88.9, 78.0, 11.1, 22.0, 100.0, 12.9, 7.5, 21.8, 54.2, 48.7, 88.9, 78.0, 11.1, 22.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 82, 13, 22, 20, 37, 33, 63, 62, 82, 13, 22, 20, 37, 33, 63, 62, 0, 0, 0, 0, 0, 0, 0, 0, 42.1, 26.7, 55.2, 40.1, 40.4, 26.0, 49.9, 34.4, 42.1, 26.7, 55.2, 40.1, 40.4, 26.0, 49.9, 34.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 200,000 POUNDS)" ,"052641" ,"CME" ,"052" "LEAN HOGS - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,054642 ,CME ,00 ,054 , 296067, 74262, 42807, 81640, 111376, 131965, 267278, 256412, 28789, 39655, 276342, 71301, 46105, 72520, 107185, 121454, 251005, 240079, 25337, 36263, 19725, 6732, 473, 5350, 4191, 10510, 16273, 16333, 3452, 3392, -609, -983, -704, 2997, -785, -3144, 1229, -851, -1838, 242, 100.0, 25.1, 14.5, 27.6, 37.6, 44.6, 90.3, 86.6, 9.7, 13.4, 100.0, 25.8, 16.7, 26.2, 38.8, 44.0, 90.8, 86.9, 9.2, 13.1, 100.0, 34.1, 2.4, 27.1, 21.2, 53.3, 82.5, 82.8, 17.5, 17.2, 281, 87, 88, 113, 61, 74, 222, 221, 280, 80, 103, 111, 60, 74, 219, 220, 95, 39, 6, 23, 28, 38, 72, 63, 17.4, 18.5, 29.4, 25.6, 16.2, 17.2, 26.3, 22.8, 17.4, 18.6, 30.1, 25.9, 17.0, 17.4, 27.8, 23.3, 26.6, 30.3, 43.0, 46.2, 21.6, 22.6, 30.1, 31.8,"(CONTRACTS OF 40,000 POUNDS)" ,"054642" ,"CME" ,"054" "LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,057642 ,CME ,00 ,057 , 433009, 123272, 37629, 118866, 159542, 202820, 401680, 359315, 31329, 73694, 433009, 123272, 37629, 118866, 159542, 202820, 401680, 359315, 31329, 73694, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3646, 5346, -1876, -2727, 1794, 7111, 4412, 2508, -766, 1138, 100.0, 28.5, 8.7, 27.5, 36.8, 46.8, 92.8, 83.0, 7.2, 17.0, 100.0, 28.5, 8.7, 27.5, 36.8, 46.8, 92.8, 83.0, 7.2, 17.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 440, 137, 103, 138, 111, 173, 328, 347, 440, 137, 103, 138, 111, 173, 328, 347, 0, 0, 0, 0, 0, 0, 0, 0, 17.8, 14.0, 28.5, 20.5, 16.6, 10.9, 26.3, 16.1, 17.8, 14.0, 28.5, 20.5, 16.6, 10.9, 26.3, 16.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 40,000 POUNDS)" ,"057642" ,"CME" ,"057" "RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,058643 ,CME ,00 ,058 , 10241, 3757, 5007, 1689, 2780, 1986, 8227, 8682, 2014, 1560, 10241, 3757, 5007, 1689, 2780, 1986, 8227, 8682, 2014, 1560, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 449, -153, 222, 381, 140, 59, 367, 662, 82, -213, 100.0, 36.7, 48.9, 16.5, 27.1, 19.4, 80.3, 84.8, 19.7, 15.2, 100.0, 36.7, 48.9, 16.5, 27.1, 19.4, 80.3, 84.8, 19.7, 15.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 87, 29, 27, 22, 18, 17, 61, 61, 87, 29, 27, 22, 18, 17, 61, 61, 0, 0, 0, 0, 0, 0, 0, 0, 33.3, 27.0, 47.1, 41.6, 33.3, 25.9, 42.8, 39.1, 33.3, 27.0, 47.1, 41.6, 33.3, 25.9, 42.8, 39.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 110,000 BOARD FEET)" ,"058643" ,"CME" ,"058" "FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,061641 ,CME ,00 ,061 , 49598, 21370, 4223, 11518, 9055, 11391, 41943, 27132, 7655, 22466, 49598, 21370, 4223, 11518, 9055, 11391, 41943, 27132, 7655, 22466, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -154, 660, 293, -577, -34, 516, 49, 231, -203, -386, 100.0, 43.1, 8.5, 23.2, 18.3, 23.0, 84.6, 54.7, 15.4, 45.3, 100.0, 43.1, 8.5, 23.2, 18.3, 23.0, 84.6, 54.7, 15.4, 45.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 205, 74, 36, 53, 43, 70, 146, 141, 205, 74, 36, 53, 43, 70, 146, 141, 0, 0, 0, 0, 0, 0, 0, 0, 12.2, 8.5, 22.3, 14.9, 11.8, 6.4, 20.2, 11.2, 12.2, 8.5, 22.3, 14.9, 11.8, 6.4, 20.2, 11.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 50,000 POUNDS)" ,"061641" ,"CME" ,"061" "CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,063642 ,CME ,00 ,063 , 7988, 0, 4891, 3, 7255, 2098, 7258, 6992, 730, 996, 7695, 0, 4852, 3, 6985, 1940, 6988, 6795, 706, 899, 294, 0, 39, 0, 270, 158, 270, 197, 24, 97, 214, 0, 27, -1, 233, 99, 232, 125, -19, 89, 100.0, 0.0, 61.2, 0.0, 90.8, 26.3, 90.9, 87.5, 9.1, 12.5, 100.0, 0.0, 63.1, 0.0, 90.8, 25.2, 90.8, 88.3, 9.2, 11.7, 100.0, 0.0, 13.3, 0.0, 91.9, 53.8, 91.9, 67.1, 8.1, 32.9, 22, 0, 4, 1, 13, 10, 14, 14, 22, 0, 4, 1, 13, 10, 14, 14, 12, 0, 2, 0, 8, 3, 8, 5, 78.3, 65.8, 88.4, 83.0, 77.8, 65.8, 87.1, 82.6, 78.1, 66.4, 88.3, 83.6, 77.6, 66.2, 87.0, 83.3, 84.0, 66.0, 91.9, 67.1, 84.0, 66.0, 91.2, 66.4,"(CONTRACTS OF 20,000 POUNDS)" ,"063642" ,"CME" ,"063" "PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064657 ,NYME ,01 ,064 , 233211, 16059, 2110, 37058, 177420, 192522, 230536, 231689, 2674, 1521, 233211, 16059, 2110, 37058, 177420, 192522, 230536, 231689, 2674, 1521, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -13519, -956, -58, -2679, -9528, -10490, -13162, -13227, -357, -292, 100.0, 6.9, 0.9, 15.9, 76.1, 82.6, 98.9, 99.3, 1.1, 0.7, 100.0, 6.9, 0.9, 15.9, 76.1, 82.6, 98.9, 99.3, 1.1, 0.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 41, 5, 2, 6, 32, 32, 39, 38, 41, 5, 2, 6, 32, 32, 39, 38, 0, 0, 0, 0, 0, 0, 0, 0, 39.8, 40.0, 69.9, 72.3, 11.7, 14.0, 16.0, 18.1, 39.8, 40.0, 69.9, 72.3, 11.7, 14.0, 16.0, 18.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(40 MEGAWATT HOURS PER PEAK DAY)" ,"064657" ,"NYME" ,"064" "ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06465H ,NYME ,01 ,064 , 37695, 4510, 448, 4313, 27730, 32348, 36553, 37109, 1142, 586, 37695, 4510, 448, 4313, 27730, 32348, 36553, 37109, 1142, 586, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -708, 139, -30, -219, -626, -477, -706, -726, -2, 18, 100.0, 12.0, 1.2, 11.4, 73.6, 85.8, 97.0, 98.4, 3.0, 1.6, 100.0, 12.0, 1.2, 11.4, 73.6, 85.8, 97.0, 98.4, 3.0, 1.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 32, 2, 2, 3, 24, 23, 27, 27, 32, 2, 2, 3, 24, 23, 27, 27, 0, 0, 0, 0, 0, 0, 0, 0, 52.4, 56.2, 74.4, 76.7, 30.0, 27.5, 35.3, 34.1, 52.4, 56.2, 74.4, 76.7, 30.0, 27.5, 35.3, 34.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(40 MEGAWATT HOURS PER PEAK DAY)" ,"06465H" ,"NYME" ,"064" "AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06465K ,NYME ,01 ,064 , 13349, 3638, 1054, 553, 8310, 11404, 12501, 13011, 848, 338, 13349, 3638, 1054, 553, 8310, 11404, 12501, 13011, 848, 338, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -361, 76, 0, -17, -577, -435, -518, -452, 157, 91, 100.0, 27.3, 7.9, 4.1, 62.3, 85.4, 93.6, 97.5, 6.4, 2.5, 100.0, 27.3, 7.9, 4.1, 62.3, 85.4, 93.6, 97.5, 6.4, 2.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 2, 1, 2, 17, 17, 20, 19, 25, 2, 1, 2, 17, 17, 20, 19, 0, 0, 0, 0, 0, 0, 0, 0, 53.9, 41.3, 74.1, 66.1, 50.4, 29.9, 56.5, 48.6, 53.9, 41.3, 74.1, 66.1, 50.4, 29.9, 56.5, 48.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(40 MEGAWATT HOURS PER PEAK DAY)" ,"06465K" ,"NYME" ,"064" "PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06465M ,NYME ,01 ,064 , 28632, 1540, 2690, 274, 24427, 23992, 26241, 26956, 2391, 1676, 28632, 1540, 2690, 274, 24427, 23992, 26241, 26956, 2391, 1676, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -110, -120, 0, -180, 292, 60, -8, -120, -102, 10, 100.0, 5.4, 9.4, 1.0, 85.3, 83.8, 91.6, 94.1, 8.4, 5.9, 100.0, 5.4, 9.4, 1.0, 85.3, 83.8, 91.6, 94.1, 8.4, 5.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 29, 2, 1, 3, 25, 22, 28, 25, 29, 2, 1, 3, 25, 22, 28, 25, 0, 0, 0, 0, 0, 0, 0, 0, 39.2, 51.6, 58.6, 74.1, 22.2, 45.4, 35.7, 54.6, 39.2, 51.6, 58.6, 74.1, 22.2, 45.4, 35.7, 54.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2.5 MEGAWATTS PER OFF PEAK HRS)" ,"06465M" ,"NYME" ,"064" "NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06465N ,NYME ,01 ,064 , 10220, 2382, 0, 380, 6121, 7896, 8883, 8276, 1337, 1944, 10220, 2382, 0, 380, 6121, 7896, 8883, 8276, 1337, 1944, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 9, -320, 0, 0, 329, 9, 9, 9, 0, 0, 100.0, 23.3, 0.0, 3.7, 59.9, 77.3, 86.9, 81.0, 13.1, 19.0, 100.0, 23.3, 0.0, 3.7, 59.9, 77.3, 86.9, 81.0, 13.1, 19.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 22, 2, 0, 2, 16, 18, 18, 20, 22, 2, 0, 2, 16, 18, 18, 20, 0, 0, 0, 0, 0, 0, 0, 0, 47.3, 37.7, 68.7, 59.5, 42.4, 30.4, 61.8, 47.3, 47.3, 37.7, 68.7, 59.5, 42.4, 30.4, 61.8, 47.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2.5 MEGAWATTS PER OFF PEAK HRS)" ,"06465N" ,"NYME" ,"064" "AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06465O ,NYME ,01 ,064 , 14821, 3540, 3044, 158, 9725, 10545, 13423, 13747, 1398, 1074, 14821, 3540, 3044, 158, 9725, 10545, 13423, 13747, 1398, 1074, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, ., ., ., ., ., ., ., ., ., ., 100.0, 23.9, 20.5, 1.1, 65.6, 71.1, 90.6, 92.8, 9.4, 7.2, 100.0, 23.9, 20.5, 1.1, 65.6, 71.1, 90.6, 92.8, 9.4, 7.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 1, 2, 2, 16, 15, 18, 18, 20, 1, 2, 2, 16, 15, 18, 18, 0, 0, 0, 0, 0, 0, 0, 0, 56.2, 55.5, 76.3, 79.9, 51.7, 46.9, 60.8, 62.3, 56.2, 55.5, 76.3, 79.9, 51.7, 46.9, 60.8, 62.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2.5 MEGAWATTS PER OFF PEAK HRS)" ,"06465O" ,"NYME" ,"064" "ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06465S ,NYME ,01 ,064 , 12742, 0, 2236, 416, 10994, 9234, 11410, 11886, 1332, 856, 12742, 0, 2236, 416, 10994, 9234, 11410, 11886, 1332, 856, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 160, 0, -60, 0, 76, 220, 76, 160, 84, 0, 100.0, 0.0, 17.5, 3.3, 86.3, 72.5, 89.5, 93.3, 10.5, 6.7, 100.0, 0.0, 17.5, 3.3, 86.3, 72.5, 89.5, 93.3, 10.5, 6.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 0, 3, 2, 16, 14, 18, 17, 24, 0, 3, 2, 16, 14, 18, 17, 0, 0, 0, 0, 0, 0, 0, 0, 50.1, 41.0, 72.9, 66.6, 45.6, 28.8, 58.3, 49.1, 50.1, 41.0, 72.9, 66.6, 45.6, 28.8, 58.3, 49.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2.5 MEGAWATTS PER OFF PEAK HRS)" ,"06465S" ,"NYME" ,"064" "PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A34 ,NYME ,01 ,064 , 70379, 0, 0, 0, 70379, 70379, 70379, 70379, 0, 0, 70379, 0, 0, 0, 70379, 70379, 70379, 70379, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 20, 0, 0, 0, 20, 20, 20, 20, 0, 0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 0, 0, 0, 18, 15, 18, 15, 26, 0, 0, 0, 18, 15, 18, 15, 0, 0, 0, 0, 0, 0, 0, 0, 69.1, 82.2, 83.6, 97.2, 69.1, 78.6, 83.6, 92.3, 69.1, 82.2, 83.6, 97.2, 69.1, 78.6, 83.6, 92.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 80 Megawatt Hours)" ,"064A34" ,"NYME" ,"064" "PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A35 ,NYME ,01 ,064 , 1097933, 0, 0, 0, 1097933, 1097933, 1097933, 1097933, 0, 0, 1097933, 0, 0, 0, 1097933, 1097933, 1097933, 1097933, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 0, 0, 0, 17, 16, 17, 16, 25, 0, 0, 0, 17, 16, 17, 16, 0, 0, 0, 0, 0, 0, 0, 0, 71.5, 83.3, 89.8, 93.7, 69.5, 79.0, 85.7, 87.1, 71.5, 83.3, 89.8, 93.7, 69.5, 79.0, 85.7, 87.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 5 Megawatt Hours)" ,"064A35" ,"NYME" ,"064" "PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A54 ,NYME ,01 ,064 , 34740, 0, 0, 0, 34740, 34740, 34740, 34740, 0, 0, 34740, 0, 0, 0, 34740, 34740, 34740, 34740, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 0, 0, 0, 15, 13, 15, 13, 24, 0, 0, 0, 15, 13, 15, 13, 0, 0, 0, 0, 0, 0, 0, 0, 56.1, 77.6, 84.7, 95.3, 56.1, 72.1, 78.9, 87.7, 56.1, 77.6, 84.7, 95.3, 56.1, 72.1, 78.9, 87.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 80 Megawatt Hours)" ,"064A54" ,"NYME" ,"064" "PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A55 ,NYME ,01 ,064 , 634065, 0, 0, 0, 634065, 634065, 634065, 634065, 0, 0, 634065, 0, 0, 0, 634065, 634065, 634065, 634065, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 22, 0, 0, 0, 14, 11, 14, 11, 22, 0, 0, 0, 14, 11, 14, 11, 0, 0, 0, 0, 0, 0, 0, 0, 54.9, 77.6, 86.4, 98.2, 54.9, 73.4, 80.3, 88.3, 54.9, 77.6, 86.4, 98.2, 54.9, 73.4, 80.3, 88.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 5 Megawatt Hours)" ,"064A55" ,"NYME" ,"064" "PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A56 ,NYME ,01 ,064 , 133348, 0, 0, 0, 133348, 133348, 133348, 133348, 0, 0, 133348, 0, 0, 0, 133348, 133348, 133348, 133348, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 15715, 0, 0, 0, 15715, 15715, 15715, 15715, 0, 0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 38, 0, 0, 0, 17, 29, 17, 29, 38, 0, 0, 0, 17, 29, 17, 29, 0, 0, 0, 0, 0, 0, 0, 0, 64.6, 38.1, 86.1, 57.2, 63.9, 38.1, 82.2, 57.2, 64.6, 38.1, 86.1, 57.2, 63.9, 38.1, 82.2, 57.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 80 Megawatt Hours)" ,"064A56" ,"NYME" ,"064" "PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A57 ,NYME ,01 ,064 , 1976783, 0, 0, 0, 1976783, 1976783, 1976783, 1976783, 0, 0, 1976783, 0, 0, 0, 1976783, 1976783, 1976783, 1976783, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 101475, 0, 0, 0, 101475, 101475, 101475, 101475, 0, 0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 37, 0, 0, 0, 16, 27, 16, 27, 37, 0, 0, 0, 16, 27, 16, 27, 0, 0, 0, 0, 0, 0, 0, 0, 63.8, 43.9, 87.0, 66.9, 61.7, 43.5, 84.0, 66.5, 63.8, 43.9, 87.0, 66.9, 61.7, 43.5, 84.0, 66.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 50 MEGAWATT HOURS)" ,"064A57" ,"NYME" ,"064" "PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A58 ,NYME ,01 ,064 , 73381, 2550, 4283, 10737, 60094, 58106, 73381, 73126, 0, 255, 73381, 2550, 4283, 10737, 60094, 58106, 73381, 73126, 0, 255, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4845, 0, 0, 0, 4845, 4845, 4845, 4845, 0, 0, 100.0, 3.5, 5.8, 14.6, 81.9, 79.2, 100.0, 99.7, 0.0, 0.3, 100.0, 3.5, 5.8, 14.6, 81.9, 79.2, 100.0, 99.7, 0.0, 0.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 36, 2, 3, 3, 25, 20, 29, 24, 36, 2, 3, 3, 25, 20, 29, 24, 0, 0, 0, 0, 0, 0, 0, 0, 35.4, 47.6, 57.6, 78.7, 27.8, 41.1, 44.6, 59.9, 35.4, 47.6, 57.6, 78.7, 27.8, 41.1, 44.6, 59.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 80 Megawatt Hours)" ,"064A58" ,"NYME" ,"064" "PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A59 ,NYME ,01 ,064 , 1219024, 37512, 76435, 23325, 1158187, 1119264, 1219024, 1219024, 0, 0, 1219024, 37512, 76435, 23325, 1158187, 1119264, 1219024, 1219024, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 35613, 0, 0, 0, 35613, 35613, 35613, 35613, 0, 0, 100.0, 3.1, 6.3, 1.9, 95.0, 91.8, 100.0, 100.0, 0.0, 0.0, 100.0, 3.1, 6.3, 1.9, 95.0, 91.8, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 39, 2, 3, 1, 28, 23, 31, 26, 39, 2, 3, 1, 28, 23, 31, 26, 0, 0, 0, 0, 0, 0, 0, 0, 38.5, 52.3, 59.0, 71.9, 36.8, 45.7, 55.5, 60.3, 38.5, 52.3, 59.0, 71.9, 36.8, 45.7, 55.5, 60.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 5 Megawatt Hours)" ,"064A59" ,"NYME" ,"064" "ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A60 ,NYME ,01 ,064 , 50514, 0, 773, 0, 50259, 49486, 50259, 50259, 255, 255, 50514, 0, 773, 0, 50259, 49486, 50259, 50259, 255, 255, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 100.0, 0.0, 1.5, 0.0, 99.5, 98.0, 99.5, 99.5, 0.5, 0.5, 100.0, 0.0, 1.5, 0.0, 99.5, 98.0, 99.5, 99.5, 0.5, 0.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 0, 2, 0, 17, 14, 17, 16, 26, 0, 2, 0, 17, 14, 17, 16, 0, 0, 0, 0, 0, 0, 0, 0, 60.2, 71.2, 80.9, 88.2, 57.2, 63.9, 74.6, 80.9, 60.2, 71.2, 80.9, 88.2, 57.2, 63.9, 74.6, 80.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 80 Megawatt Hours)" ,"064A60" ,"NYME" ,"064" "PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A63 ,NYME ,01 ,064 , 54508, 2550, 2550, 0, 51364, 51364, 53914, 53914, 594, 594, 54508, 2550, 2550, 0, 51364, 51364, 53914, 53914, 594, 594, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 100.0, 4.7, 4.7, 0.0, 94.2, 94.2, 98.9, 98.9, 1.1, 1.1, 100.0, 4.7, 4.7, 0.0, 94.2, 94.2, 98.9, 98.9, 1.1, 1.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 1, 1, 0, 13, 16, 14, 17, 26, 1, 1, 0, 13, 16, 14, 17, 0, 0, 0, 0, 0, 0, 0, 0, 75.3, 54.7, 92.6, 73.4, 55.2, 40.1, 66.4, 58.8, 75.3, 54.7, 92.6, 73.4, 55.2, 40.1, 66.4, 58.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 80 Megawatt Hours)" ,"064A63" ,"NYME" ,"064" "PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A64 ,NYME ,01 ,064 , 47027, 17455, 0, 3830, 25742, 43197, 47027, 47027, 0, 0, 47027, 17455, 0, 3830, 25742, 43197, 47027, 47027, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 100.0, 37.1, 0.0, 8.1, 54.7, 91.9, 100.0, 100.0, 0.0, 0.0, 100.0, 37.1, 0.0, 8.1, 54.7, 91.9, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 22, 2, 0, 2, 13, 12, 15, 14, 22, 2, 0, 2, 13, 12, 15, 14, 0, 0, 0, 0, 0, 0, 0, 0, 72.9, 78.9, 93.5, 92.4, 69.8, 76.2, 82.3, 84.4, 72.9, 78.9, 93.5, 92.4, 69.8, 76.2, 82.3, 84.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 80 Megawatt Hours)" ,"064A64" ,"NYME" ,"064" "NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A68 ,NYME ,01 ,064 , 16368, 765, 63, 0, 14581, 16050, 15346, 16113, 1022, 255, 16368, 765, 63, 0, 14581, 16050, 15346, 16113, 1022, 255, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -11, 0, 0, 0, -11, -11, -11, -11, -0, -0, 100.0, 4.7, 0.4, 0.0, 89.1, 98.1, 93.8, 98.4, 6.2, 1.6, 100.0, 4.7, 0.4, 0.0, 89.1, 98.1, 93.8, 98.4, 6.2, 1.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 1, 1, 0, 15, 15, 16, 16, 23, 1, 1, 0, 15, 15, 16, 16, 0, 0, 0, 0, 0, 0, 0, 0, 54.6, 55.1, 74.7, 78.6, 42.6, 51.7, 62.2, 71.9, 54.6, 55.1, 74.7, 78.6, 42.6, 51.7, 62.2, 71.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 80 Megawatt Hours)" ,"064A68" ,"NYME" ,"064" "ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A78 ,NYME ,01 ,064 , 886986, 23400, 46159, 0, 863586, 840827, 886986, 886986, 0, 0, 886986, 23400, 46159, 0, 863586, 840827, 886986, 886986, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 100.0, 2.6, 5.2, 0.0, 97.4, 94.8, 100.0, 100.0, 0.0, 0.0, 100.0, 2.6, 5.2, 0.0, 97.4, 94.8, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 1, 1, 0, 18, 16, 19, 17, 26, 1, 1, 0, 18, 16, 19, 17, 0, 0, 0, 0, 0, 0, 0, 0, 60.5, 74.2, 80.5, 92.1, 48.4, 61.3, 63.4, 73.6, 60.5, 74.2, 80.5, 92.1, 48.4, 61.3, 63.4, 73.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 5 Megawatt Hours)" ,"064A78" ,"NYME" ,"064" "PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064A79 ,NYME ,01 ,064 , 963303, 99610, 0, 0, 863693, 963303, 963303, 963303, 0, 0, 963303, 99610, 0, 0, 863693, 963303, 963303, 963303, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 100.0, 10.3, 0.0, 0.0, 89.7, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 10.3, 0.0, 0.0, 89.7, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 2, 0, 0, 12, 15, 14, 15, 21, 2, 0, 0, 12, 15, 14, 15, 0, 0, 0, 0, 0, 0, 0, 0, 74.0, 77.7, 93.1, 93.2, 62.2, 61.3, 74.2, 73.0, 74.0, 77.7, 93.1, 93.2, 62.2, 61.3, 74.2, 73.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 5 Megawatt Hours)" ,"064A79" ,"NYME" ,"064" "PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064B47 ,NYME ,01 ,064 , 7007, 458, 0, 151, 6368, 6848, 6978, 6999, 29, 8, 7007, 458, 0, 151, 6368, 6848, 6978, 6999, 29, 8, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 231, 10, 0, -20, 233, 251, 224, 232, 7, -1, 100.0, 6.5, 0.0, 2.2, 90.9, 97.7, 99.6, 99.9, 0.4, 0.1, 100.0, 6.5, 0.0, 2.2, 90.9, 97.7, 99.6, 99.9, 0.4, 0.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 3, 0, 3, 14, 17, 17, 20, 20, 3, 0, 3, 14, 17, 17, 20, 0, 0, 0, 0, 0, 0, 0, 0, 46.4, 49.1, 76.1, 73.5, 17.8, 17.4, 24.1, 23.8, 46.4, 49.1, 76.1, 73.5, 17.8, 17.4, 24.1, 23.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(40 MEGAWATT HOURS PER PEAK DAY)" ,"064B47" ,"NYME" ,"064" "MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06665O ,NYME ,01 ,066 , 18981, 240, 0, 0, 18473, 18506, 18713, 18506, 268, 475, 18981, 240, 0, 0, 18473, 18506, 18713, 18506, 268, 475, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 372, 20, 0, 0, 357, 372, 377, 372, -5, 0, 100.0, 1.3, 0.0, 0.0, 97.3, 97.5, 98.6, 97.5, 1.4, 2.5, 100.0, 1.3, 0.0, 0.0, 97.3, 97.5, 98.6, 97.5, 1.4, 2.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 45, 2, 0, 0, 35, 36, 37, 36, 45, 2, 0, 0, 35, 36, 37, 36, 0, 0, 0, 0, 0, 0, 0, 0, 43.7, 39.1, 62.3, 58.2, 35.8, 37.5, 44.3, 48.0, 43.7, 39.1, 62.3, 58.2, 35.8, 37.5, 44.3, 48.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"06665O" ,"NYME" ,"066" "MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06665P ,NYME ,01 ,066 , 8832, 150, 60, 0, 8050, 8167, 8200, 8227, 632, 605, 8832, 150, 60, 0, 8050, 8167, 8200, 8227, 632, 605, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 29, 0, -30, 0, -15, 239, -15, 209, 44, -180, 100.0, 1.7, 0.7, 0.0, 91.1, 92.5, 92.8, 93.1, 7.2, 6.9, 100.0, 1.7, 0.7, 0.0, 91.1, 92.5, 92.8, 93.1, 7.2, 6.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 1, 1, 0, 15, 18, 16, 19, 21, 1, 1, 0, 15, 18, 16, 19, 0, 0, 0, 0, 0, 0, 0, 0, 56.8, 66.2, 75.6, 82.6, 47.8, 66.2, 64.5, 72.0, 56.8, 66.2, 75.6, 82.6, 47.8, 66.2, 64.5, 72.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"06665P" ,"NYME" ,"066" "MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06665Q ,NYME ,01 ,066 , 6350, 0, 95, 0, 6205, 5800, 6205, 5895, 145, 455, 6350, 0, 95, 0, 6205, 5800, 6205, 5895, 145, 455, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 59, 0, 0, 0, 38, 28, 38, 28, 21, 31, 100.0, 0.0, 1.5, 0.0, 97.7, 91.3, 97.7, 92.8, 2.3, 7.2, 100.0, 0.0, 1.5, 0.0, 97.7, 91.3, 97.7, 92.8, 2.3, 7.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 0, 2, 0, 20, 15, 20, 17, 24, 0, 2, 0, 20, 15, 20, 17, 0, 0, 0, 0, 0, 0, 0, 0, 61.0, 55.1, 80.9, 79.8, 58.4, 49.2, 67.7, 63.9, 61.0, 55.1, 80.9, 79.8, 58.4, 49.2, 67.7, 63.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"06665Q" ,"NYME" ,"066" "MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06665R ,NYME ,01 ,066 , 9208, 30, 0, 15, 8553, 8611, 8598, 8626, 610, 582, 9208, 30, 0, 15, 8553, 8611, 8598, 8626, 610, 582, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 89, -15, 0, 15, 99, 14, 99, 29, -10, 60, 100.0, 0.3, 0.0, 0.2, 92.9, 93.5, 93.4, 93.7, 6.6, 6.3, 100.0, 0.3, 0.0, 0.2, 92.9, 93.5, 93.4, 93.7, 6.6, 6.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 1, 0, 1, 16, 15, 17, 16, 24, 1, 0, 1, 16, 15, 17, 16, 0, 0, 0, 0, 0, 0, 0, 0, 67.5, 58.1, 84.5, 81.7, 65.5, 56.6, 81.2, 79.3, 67.5, 58.1, 84.5, 81.7, 65.5, 56.6, 81.2, 79.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"06665R" ,"NYME" ,"066" "CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE" ,120131 ,2012-01-31,067411 ,ICEU ,01 ,067 , 415022, 55277, 23978, 94084, 244873, 279431, 394234, 397493, 20788, 17529, 415022, 55277, 23978, 94084, 244873, 279431, 394234, 397493, 20788, 17529, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1342, -151, -1802, 3873, 1459, 3324, 5182, 5395, -6523, -6737, 100.0, 13.3, 5.8, 22.7, 59.0, 67.3, 95.0, 95.8, 5.0, 4.2, 100.0, 13.3, 5.8, 22.7, 59.0, 67.3, 95.0, 95.8, 5.0, 4.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 117, 35, 15, 40, 60, 58, 112, 99, 117, 35, 15, 40, 60, 58, 112, 99, 0, 0, 0, 0, 0, 0, 0, 0, 19.7, 23.1, 32.9, 37.6, 10.8, 13.2, 17.6, 18.7, 19.7, 23.1, 32.9, 37.6, 10.8, 13.2, 17.6, 18.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"067411" ,"ICEU" ,"067" "CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,067651 ,NYME ,01 ,067 , 2320615, 342299, 98650, 802051, 1080291, 1356816, 2224641, 2257517, 95974, 63097, 2320615, 342299, 98650, 802051, 1080291, 1356816, 2224641, 2257517, 95974, 63097, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 75378, -2163, 2994, 49264, 28167, 26590, 75267, 78848, 111, -3470, 100.0, 14.8, 4.3, 34.6, 46.6, 58.5, 95.9, 97.3, 4.1, 2.7, 100.0, 14.8, 4.3, 34.6, 46.6, 58.5, 95.9, 97.3, 4.1, 2.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 361, 162, 81, 195, 94, 96, 333, 307, 361, 162, 81, 195, 94, 96, 333, 307, 0, 0, 0, 0, 0, 0, 0, 0, 18.6, 14.0, 27.8, 26.8, 8.6, 7.3, 11.5, 11.6, 18.6, 14.0, 27.8, 26.8, 8.6, 7.3, 11.5, 11.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"067651" ,"NYME" ,"067" "CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,067657 ,NYME ,01 ,067 , 208646, 66211, 31802, 50179, 91181, 122476, 207571, 204457, 1075, 4189, 208646, 66211, 31802, 50179, 91181, 122476, 207571, 204457, 1075, 4189, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 15591, -6189, 806, 11150, 10549, 3289, 15510, 15245, 82, 347, 100.0, 31.7, 15.2, 24.0, 43.7, 58.7, 99.5, 98.0, 0.5, 2.0, 100.0, 31.7, 15.2, 24.0, 43.7, 58.7, 99.5, 98.0, 0.5, 2.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 38, 8, 8, 11, 19, 21, 31, 36, 38, 8, 8, 11, 19, 21, 31, 36, 0, 0, 0, 0, 0, 0, 0, 0, 63.6, 46.9, 82.8, 72.5, 44.4, 37.9, 53.3, 50.1, 63.6, 46.9, 82.8, 72.5, 44.4, 37.9, 53.3, 50.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"067657" ,"NYME" ,"067" "WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06765A ,NYME ,01 ,067 , 198113, 52399, 9402, 1173, 92402, 120969, 145974, 131544, 52139, 66569, 198113, 52399, 9402, 1173, 92402, 120969, 145974, 131544, 52139, 66569, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1775, 7487, -90, 135, -365, -215, 7257, -170, -5482, 1945, 100.0, 26.4, 4.7, 0.6, 46.6, 61.1, 73.7, 66.4, 26.3, 33.6, 100.0, 26.4, 4.7, 0.6, 46.6, 61.1, 73.7, 66.4, 26.3, 33.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 4, 3, 5, 13, 17, 19, 23, 25, 4, 3, 5, 13, 17, 19, 23, 0, 0, 0, 0, 0, 0, 0, 0, 43.5, 32.1, 60.5, 49.1, 43.2, 27.7, 53.8, 41.0, 43.5, 32.1, 60.5, 49.1, 43.2, 27.7, 53.8, 41.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765A" ,"NYME" ,"067" "EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06765B ,NYME ,01 ,067 , 88456, 12860, 1159, 16767, 54323, 66930, 83950, 84856, 4506, 3600, 88456, 12860, 1159, 16767, 54323, 66930, 83950, 84856, 4506, 3600, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1300, -581, -89, -50, -620, -1288, -1251, -1426, -50, 126, 100.0, 14.5, 1.3, 19.0, 61.4, 75.7, 94.9, 95.9, 5.1, 4.1, 100.0, 14.5, 1.3, 19.0, 61.4, 75.7, 94.9, 95.9, 5.1, 4.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 49, 15, 7, 20, 22, 24, 46, 45, 49, 15, 7, 20, 22, 24, 46, 45, 0, 0, 0, 0, 0, 0, 0, 0, 39.7, 46.6, 58.6, 70.6, 14.4, 17.6, 18.9, 21.4, 39.7, 46.6, 58.6, 70.6, 14.4, 17.6, 18.9, 21.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765B" ,"NYME" ,"067" "CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06765C ,NYME ,01 ,067 , 453618, 27017, 1246, 74861, 339128, 363118, 441006, 439225, 12611, 14393, 453618, 27017, 1246, 74861, 339128, 363118, 441006, 439225, 12611, 14393, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -24339, -358, 666, -6026, -17131, -18191, -23515, -23551, -823, -787, 100.0, 6.0, 0.3, 16.5, 74.8, 80.0, 97.2, 96.8, 2.8, 3.2, 100.0, 6.0, 0.3, 16.5, 74.8, 80.0, 97.2, 96.8, 2.8, 3.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 43, 9, 2, 11, 32, 32, 43, 43, 43, 9, 2, 11, 32, 32, 43, 43, 0, 0, 0, 0, 0, 0, 0, 0, 31.7, 26.0, 52.6, 43.5, 9.7, 6.3, 14.5, 11.3, 31.7, 26.0, 52.6, 43.5, 9.7, 6.3, 14.5, 11.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765C" ,"NYME" ,"067" "DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06765G ,NYME ,01 ,067 , 20190, 0, 842, 575, 19606, 18773, 20181, 20190, 9, 0, 20190, 0, 842, 575, 19606, 18773, 20181, 20190, 9, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2911, 0, 0, 0, 2911, 2911, 2911, 2911, 0, 0, 100.0, 0.0, 4.2, 2.8, 97.1, 93.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 4.2, 2.8, 97.1, 93.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 40, 0, 2, 3, 30, 27, 33, 31, 40, 0, 2, 3, 30, 27, 33, 31, 0, 0, 0, 0, 0, 0, 0, 0, 43.4, 44.0, 64.3, 68.7, 31.5, 40.5, 43.1, 51.8, 43.4, 44.0, 64.3, 68.7, 31.5, 40.5, 43.1, 51.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765G" ,"NYME" ,"067" "WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06765I ,NYME ,01 ,067 , 73759, 4790, 13793, 9970, 55832, 43475, 70592, 67238, 3167, 6521, 73759, 4790, 13793, 9970, 55832, 43475, 70592, 67238, 3167, 6521, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 9321, -23, -388, 5424, 4120, 4685, 9521, 9721, -200, -400, 100.0, 6.5, 18.7, 13.5, 75.7, 58.9, 95.7, 91.2, 4.3, 8.8, 100.0, 6.5, 18.7, 13.5, 75.7, 58.9, 95.7, 91.2, 4.3, 8.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 35, 3, 6, 10, 23, 18, 35, 28, 35, 3, 6, 10, 23, 18, 35, 28, 0, 0, 0, 0, 0, 0, 0, 0, 47.8, 39.1, 67.7, 62.1, 30.6, 28.8, 41.7, 38.5, 47.8, 39.1, 67.7, 62.1, 30.6, 28.8, 41.7, 38.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765I" ,"NYME" ,"067" "BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06765J ,NYME ,01 ,067 , 44055, 5070, 1647, 8484, 28636, 30763, 42190, 40894, 1865, 3161, 44055, 5070, 1647, 8484, 28636, 30763, 42190, 40894, 1865, 3161, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 11324, -124, -213, 6153, 5272, 5112, 11301, 11052, 23, 272, 100.0, 11.5, 3.7, 19.3, 65.0, 69.8, 95.8, 92.8, 4.2, 7.2, 100.0, 11.5, 3.7, 19.3, 65.0, 69.8, 95.8, 92.8, 4.2, 7.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 3, 3, 6, 13, 15, 20, 22, 23, 3, 3, 6, 13, 15, 20, 22, 0, 0, 0, 0, 0, 0, 0, 0, 63.3, 53.9, 77.5, 74.4, 31.9, 24.7, 39.1, 33.2, 63.3, 53.9, 77.5, 74.4, 31.9, 24.7, 39.1, 33.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765J" ,"NYME" ,"067" "BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06765O ,NYME ,01 ,067 , 8460, 3075, 0, 282, 5055, 8160, 8412, 8442, 48, 18, 8460, 3075, 0, 282, 5055, 8160, 8412, 8442, 48, 18, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 270, 300, -181, 0, -30, 500, 270, 319, 0, -49, 100.0, 36.3, 0.0, 3.3, 59.8, 96.5, 99.4, 99.8, 0.6, 0.2, 100.0, 36.3, 0.0, 3.3, 59.8, 96.5, 99.4, 99.8, 0.6, 0.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 22, 3, 0, 1, 11, 13, 15, 14, 22, 3, 0, 1, 11, 13, 15, 14, 0, 0, 0, 0, 0, 0, 0, 0, 62.9, 67.4, 84.4, 84.0, 62.9, 59.8, 76.1, 72.9, 62.9, 67.4, 84.4, 84.0, 62.9, 59.8, 76.1, 72.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765O" ,"NYME" ,"067" "BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06765T ,NYME ,01 ,067 , 24991, 5861, 3381, 6913, 9067, 10652, 21840, 20945, 3151, 4046, 24991, 5861, 3381, 6913, 9067, 10652, 21840, 20945, 3151, 4046, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -110, 287, 507, -87, -106, -145, 94, 275, -204, -384, 100.0, 23.5, 13.5, 27.7, 36.3, 42.6, 87.4, 83.8, 12.6, 16.2, 100.0, 23.5, 13.5, 27.7, 36.3, 42.6, 87.4, 83.8, 12.6, 16.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 29, 10, 8, 9, 11, 11, 27, 22, 29, 10, 8, 9, 11, 11, 27, 22, 0, 0, 0, 0, 0, 0, 0, 0, 51.4, 41.7, 68.3, 62.3, 26.4, 19.4, 28.6, 25.1, 51.4, 41.7, 68.3, 62.3, 26.4, 19.4, 28.6, 25.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765T" ,"NYME" ,"067" "EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06765X ,NYME ,01 ,067 , 13262, 1490, 1315, 970, 9749, 10287, 12209, 12572, 1053, 690, 13262, 1490, 1315, 970, 9749, 10287, 12209, 12572, 1053, 690, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -885, -180, -236, -82, -650, -581, -912, -899, 28, 14, 100.0, 11.2, 9.9, 7.3, 73.5, 77.6, 92.1, 94.8, 7.9, 5.2, 100.0, 11.2, 9.9, 7.3, 73.5, 77.6, 92.1, 94.8, 7.9, 5.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 30, 8, 6, 8, 14, 14, 24, 26, 30, 8, 6, 8, 14, 14, 24, 26, 0, 0, 0, 0, 0, 0, 0, 0, 44.6, 46.6, 69.3, 70.9, 15.5, 19.8, 20.0, 24.4, 44.6, 46.6, 69.3, 70.9, 15.5, 19.8, 20.0, 24.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765X" ,"NYME" ,"067" "BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,06765Y ,NYME ,01 ,067 , 93227, 2974, 302, 12219, 69879, 69961, 85072, 82482, 8156, 10746, 93227, 2974, 302, 12219, 69879, 69961, 85072, 82482, 8156, 10746, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1512, -727, -304, 576, -2308, -2312, -2459, -2040, 947, 528, 100.0, 3.2, 0.3, 13.1, 75.0, 75.0, 91.3, 88.5, 8.7, 11.5, 100.0, 3.2, 0.3, 13.1, 75.0, 75.0, 91.3, 88.5, 8.7, 11.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 28, 3, 3, 6, 21, 22, 27, 28, 28, 3, 3, 6, 21, 22, 27, 28, 0, 0, 0, 0, 0, 0, 0, 0, 40.2, 33.0, 56.5, 54.9, 18.7, 15.9, 23.2, 18.9, 40.2, 33.0, 56.5, 54.9, 18.7, 15.9, 23.2, 18.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765Y" ,"NYME" ,"067" "COCOA - ICE FUTURES U.S." ,120131 ,2012-01-31,073732 ,ICUS ,01 ,073 , 192710, 27496, 32792, 36308, 117945, 111634, 181749, 180735, 10961, 11976, 165533, 26562, 39480, 28405, 100638, 85906, 155604, 153791, 9929, 11743, 27177, 7662, 40, 1175, 17307, 25728, 26145, 26944, 1032, 233, -1580, -2401, -5849, 976, 390, 2151, -1036, -2722, -545, 1142, 100.0, 14.3, 17.0, 18.8, 61.2, 57.9, 94.3, 93.8, 5.7, 6.2, 100.0, 16.0, 23.9, 17.2, 60.8, 51.9, 94.0, 92.9, 6.0, 7.1, 100.0, 28.2, 0.1, 4.3, 63.7, 94.7, 96.2, 99.1, 3.8, 0.9, 164, 41, 56, 54, 53, 50, 126, 133, 164, 39, 58, 52, 52, 48, 123, 131, 59, 10, 7, 9, 32, 26, 48, 36, 26.1, 24.4, 39.4, 40.4, 21.9, 16.0, 29.0, 23.3, 27.2, 25.2, 41.4, 39.0, 25.0, 17.8, 33.9, 27.0, 42.8, 66.9, 59.2, 79.9, 37.1, 65.4, 52.0, 75.6,"(CONTRACTS OF 10 METRIC TONS)" ,"073732" ,"ICUS" ,"073" "PALLADIUM - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,075651 ,NYME ,01 ,075 , 20511, 11608, 3029, 577, 6457, 15905, 18642, 19511, 1869, 1000, 20511, 11608, 3029, 577, 6457, 15905, 18642, 19511, 1869, 1000, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1260, 787, -214, 189, 188, 1489, 1165, 1465, 95, -205, 100.0, 56.6, 14.8, 2.8, 31.5, 77.5, 90.9, 95.1, 9.1, 4.9, 100.0, 56.6, 14.8, 2.8, 31.5, 77.5, 90.9, 95.1, 9.1, 4.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 136, 58, 26, 13, 27, 37, 94, 72, 136, 58, 26, 13, 27, 37, 94, 72, 0, 0, 0, 0, 0, 0, 0, 0, 38.4, 38.7, 47.9, 54.9, 37.0, 37.8, 46.4, 54.0, 38.4, 38.7, 47.9, 54.9, 37.0, 37.8, 46.4, 54.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 100 TROY OUNCES)" ,"075651" ,"NYME" ,"075" "PLATINUM - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,076651 ,NYME ,01 ,076 , 47153, 31453, 6006, 519, 8335, 38314, 40307, 44838, 6847, 2315, 47153, 31453, 6006, 519, 8335, 38314, 40307, 44838, 6847, 2315, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1033, 683, -2298, 0, -203, 3649, 481, 1351, 552, -318, 100.0, 66.7, 12.7, 1.1, 17.7, 81.3, 85.5, 95.1, 14.5, 4.9, 100.0, 66.7, 12.7, 1.1, 17.7, 81.3, 85.5, 95.1, 14.5, 4.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 154, 83, 25, 13, 22, 38, 108, 73, 154, 83, 25, 13, 22, 38, 108, 73, 0, 0, 0, 0, 0, 0, 0, 0, 23.4, 37.5, 35.5, 51.5, 23.4, 36.7, 35.4, 50.6, 23.4, 37.5, 35.5, 51.5, 23.4, 36.7, 35.4, 50.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 50 TROY OUNCES)" ,"076651" ,"NYME" ,"076" "SUGAR NO. 11 - ICE FUTURES U.S." ,120131 ,2012-01-31,080732 ,ICUS ,01 ,080 , 844819, 144417, 42633, 192189, 435264, 526738, 771870, 761560, 72949, 83259, 844819, 144417, 42633, 192189, 435264, 526738, 771870, 761560, 72949, 83259, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 25256, 1530, 4191, 3247, 30000, 17164, 34777, 24603, -9520, 654, 100.0, 17.1, 5.0, 22.7, 51.5, 62.3, 91.4, 90.1, 8.6, 9.9, 100.0, 17.1, 5.0, 22.7, 51.5, 62.3, 91.4, 90.1, 8.6, 9.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 234, 76, 57, 93, 85, 94, 210, 198, 234, 76, 57, 93, 85, 94, 210, 198, 0, 0, 0, 0, 0, 0, 0, 0, 12.5, 13.9, 23.3, 22.6, 11.2, 9.7, 18.5, 16.0, 12.5, 13.9, 23.3, 22.6, 11.2, 9.7, 18.5, 16.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 112,000 POUNDS)" ,"080732" ,"ICUS" ,"080" "COFFEE C - ICE FUTURES U.S." ,120131 ,2012-01-31,083731 ,ICUS ,01 ,083 , 173674, 28542, 25036, 53509, 83442, 85633, 165492, 164178, 8182, 9497, 161491, 28025, 25200, 50502, 75314, 76629, 153842, 152331, 7649, 9160, 12184, 1293, 613, 2230, 8127, 9004, 11650, 11847, 533, 337, 10553, 793, 3220, 5451, 3325, 840, 9569, 9511, 983, 1042, 100.0, 16.4, 14.4, 30.8, 48.0, 49.3, 95.3, 94.5, 4.7, 5.5, 100.0, 17.4, 15.6, 31.3, 46.6, 47.5, 95.3, 94.3, 4.7, 5.7, 100.0, 10.6, 5.0, 18.3, 66.7, 73.9, 95.6, 97.2, 4.4, 2.8, 340, 85, 107, 113, 117, 116, 263, 289, 337, 85, 107, 112, 115, 114, 259, 287, 103, 14, 19, 16, 49, 45, 74, 69, 13.8, 13.0, 24.9, 22.6, 9.3, 6.3, 17.2, 11.0, 13.5, 13.7, 24.6, 23.3, 9.7, 7.7, 18.2, 12.5, 50.0, 46.9, 64.0, 63.2, 47.7, 46.3, 54.5, 57.8,"(CONTRACTS OF 37,500 POUNDS)" ,"083731" ,"ICUS" ,"083" "SILVER - COMMODITY EXCHANGE INC." ,120131 ,2012-01-31,084691 ,CMX ,01 ,084 , 144510, 28580, 7052, 44505, 48169, 80395, 121254, 131953, 23256, 12557, 144510, 28580, 7052, 44505, 48169, 80395, 121254, 131953, 23256, 12557, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 861, 1423, -1227, -406, -616, 3052, 402, 1420, 459, -559, 100.0, 19.8, 4.9, 30.8, 33.3, 55.6, 83.9, 91.3, 16.1, 8.7, 100.0, 19.8, 4.9, 30.8, 33.3, 55.6, 83.9, 91.3, 16.1, 8.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 168, 78, 36, 60, 38, 46, 140, 121, 168, 78, 36, 60, 38, 46, 140, 121, 0, 0, 0, 0, 0, 0, 0, 0, 16.1, 34.4, 25.5, 41.7, 9.5, 23.8, 14.2, 28.8, 16.1, 34.4, 25.5, 41.7, 9.5, 23.8, 14.2, 28.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 5,000 TROY OUNCES)" ,"084691" ,"CMX" ,"084" "COPPER-GRADE #1 - COMMODITY EXCHANGE INC." ,120131 ,2012-01-31,085692 ,CMX ,01 ,085 , 152058, 37565, 33482, 23193, 77220, 78492, 137978, 135168, 14080, 16890, 152058, 37565, 33482, 23193, 77220, 78492, 137978, 135168, 14080, 16890, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 9043, 1534, 1936, 673, 6238, 7643, 8444, 10252, 599, -1209, 100.0, 24.7, 22.0, 15.3, 50.8, 51.6, 90.7, 88.9, 9.3, 11.1, 100.0, 24.7, 22.0, 15.3, 50.8, 51.6, 90.7, 88.9, 9.3, 11.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 188, 52, 65, 51, 48, 45, 135, 139, 188, 52, 65, 51, 48, 45, 135, 139, 0, 0, 0, 0, 0, 0, 0, 0, 22.4, 31.1, 38.6, 42.2, 22.4, 25.1, 35.8, 33.1, 22.4, 31.1, 38.6, 42.2, 22.4, 25.1, 35.8, 33.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 25,000 POUNDS)" ,"085692" ,"CMX" ,"085" "GOLD - COMMODITY EXCHANGE INC." ,120131 ,2012-01-31,088691 ,CMX ,01 ,088 , 660852, 211698, 23511, 148802, 235173, 463251, 595672, 635564, 65180, 25288, 660852, 211698, 23511, 148802, 235173, 463251, 595672, 635564, 65180, 25288, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -3003, 29507, -3653, -11909, -18266, 16523, -668, 961, -2335, -3964, 100.0, 32.0, 3.6, 22.5, 35.6, 70.1, 90.1, 96.2, 9.9, 3.8, 100.0, 32.0, 3.6, 22.5, 35.6, 70.1, 90.1, 96.2, 9.9, 3.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 344, 215, 58, 134, 56, 52, 313, 208, 344, 215, 58, 134, 56, 52, 313, 208, 0, 0, 0, 0, 0, 0, 0, 0, 22.0, 34.9, 32.9, 48.0, 10.4, 21.2, 14.6, 28.9, 22.0, 34.9, 32.9, 48.0, 10.4, 21.2, 14.6, 28.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 100 TROY OUNCES)" ,"088691" ,"CMX" ,"088" "RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,089741 ,CME ,00 ,089 , 126862, 10151, 534, 3193, 113287, 122948, 126631, 126675, 231, 187, 126862, 10151, 534, 3193, 113287, 122948, 126631, 126675, 231, 187, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 979, 1126, 118, 0, -117, 884, 1009, 1002, -30, -23, 100.0, 8.0, 0.4, 2.5, 89.3, 96.9, 99.8, 99.9, 0.2, 0.1, 100.0, 8.0, 0.4, 2.5, 89.3, 96.9, 99.8, 99.9, 0.2, 0.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 4, 2, 1, 15, 16, 19, 19, 23, 4, 2, 1, 15, 16, 19, 19, 0, 0, 0, 0, 0, 0, 0, 0, 78.3, 75.2, 89.1, 90.1, 31.9, 31.0, 38.7, 37.0, 78.3, 75.2, 89.1, 90.1, 31.9, 31.0, 38.7, 37.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF RUB 2,500,000)" ,"089741" ,"CME" ,"089" "CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,090741 ,CME ,00 ,090 , 127599, 29874, 49381, 4153, 58956, 52241, 92983, 105774, 34617, 21825, 127599, 29874, 49381, 4153, 58956, 52241, 92983, 105774, 34617, 21825, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3767, 123, 772, 978, 1026, 981, 2128, 2732, 1639, 1035, 100.0, 23.4, 38.7, 3.3, 46.2, 40.9, 72.9, 82.9, 27.1, 17.1, 100.0, 23.4, 38.7, 3.3, 46.2, 40.9, 72.9, 82.9, 27.1, 17.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 79, 28, 18, 8, 24, 24, 56, 46, 79, 28, 18, 8, 24, 24, 56, 46, 0, 0, 0, 0, 0, 0, 0, 0, 32.5, 53.4, 42.5, 61.5, 31.5, 53.3, 41.0, 59.9, 32.5, 53.4, 42.5, 61.5, 31.5, 53.3, 41.0, 59.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF CAD 100,000)" ,"090741" ,"CME" ,"090" "SWISS FRANC - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,092741 ,CME ,00 ,092 , 43701, 6051, 17072, 2204, 24237, 9028, 32492, 28305, 11209, 15396, 43701, 6051, 17072, 2204, 24237, 9028, 32492, 28305, 11209, 15396, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1662, 1431, -52, 497, -1416, 3057, 512, 3502, 1150, -1840, 100.0, 13.8, 39.1, 5.0, 55.5, 20.7, 74.4, 64.8, 25.6, 35.2, 100.0, 13.8, 39.1, 5.0, 55.5, 20.7, 74.4, 64.8, 25.6, 35.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 42, 8, 14, 7, 14, 16, 26, 33, 42, 8, 14, 7, 14, 16, 26, 33, 0, 0, 0, 0, 0, 0, 0, 0, 45.6, 28.9, 60.9, 38.9, 43.8, 28.9, 57.8, 38.0, 45.6, 28.9, 60.9, 38.9, 43.8, 28.9, 57.8, 38.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF CHF 125,000)" ,"092741" ,"CME" ,"092" "MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,095741 ,CME ,00 ,095 , 150567, 44190, 22709, 1, 101524, 123612, 145715, 146322, 4852, 4245, 150567, 44190, 22709, 1, 101524, 123612, 145715, 146322, 4852, 4245, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 8053, 7678, -6385, 1, -529, 15100, 7150, 8716, 903, -663, 100.0, 29.3, 15.1, 0.0, 67.4, 82.1, 96.8, 97.2, 3.2, 2.8, 100.0, 29.3, 15.1, 0.0, 67.4, 82.1, 96.8, 97.2, 3.2, 2.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 102, 38, 27, 1, 18, 23, 56, 51, 102, 38, 27, 1, 18, 23, 56, 51, 0, 0, 0, 0, 0, 0, 0, 0, 64.9, 55.8, 83.1, 72.7, 64.9, 55.8, 83.1, 72.3, 64.9, 55.8, 83.1, 72.7, 64.9, 55.8, 83.1, 72.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF MXN 500,000)" ,"095741" ,"CME" ,"095" "BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,096742 ,CME ,00 ,096 , 197551, 23036, 50250, 3524, 154995, 113164, 181555, 166939, 15996, 30612, 197551, 23036, 50250, 3524, 154995, 113164, 181555, 166939, 15996, 30612, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1237, 6920, 1798, 1111, -6896, 661, 1135, 3570, 101, -2333, 100.0, 11.7, 25.4, 1.8, 78.5, 57.3, 91.9, 84.5, 8.1, 15.5, 100.0, 11.7, 25.4, 1.8, 78.5, 57.3, 91.9, 84.5, 8.1, 15.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 99, 18, 40, 18, 27, 31, 58, 76, 99, 18, 40, 18, 27, 31, 58, 76, 0, 0, 0, 0, 0, 0, 0, 0, 48.9, 47.5, 71.1, 57.3, 48.8, 46.4, 70.2, 56.1, 48.9, 47.5, 71.1, 57.3, 48.8, 46.4, 70.2, 56.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF GBP 62,500)" ,"096742" ,"CME" ,"096" "JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,097741 ,CME ,00 ,097 , 184018, 80888, 23896, 3909, 70374, 121808, 155172, 149614, 28846, 34404, 184018, 80888, 23896, 3909, 70374, 121808, 155172, 149614, 28846, 34404, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 23099, 14723, 2258, 1174, 1712, 17879, 17610, 21311, 5489, 1788, 100.0, 44.0, 13.0, 2.1, 38.2, 66.2, 84.3, 81.3, 15.7, 18.7, 100.0, 44.0, 13.0, 2.1, 38.2, 66.2, 84.3, 81.3, 15.7, 18.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 100, 22, 39, 13, 24, 31, 57, 72, 100, 22, 39, 13, 24, 31, 57, 72, 0, 0, 0, 0, 0, 0, 0, 0, 58.9, 39.9, 66.7, 51.3, 58.9, 39.7, 66.3, 50.3, 58.9, 39.9, 66.7, 51.3, 58.9, 39.7, 66.3, 50.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF JPY 12,500,000)" ,"097741" ,"CME" ,"097" "U.S. DOLLAR INDEX - ICE FUTURES U.S." ,120131 ,2012-01-31,098662 ,ICUS ,01 ,098 , 55521, 42985, 4181, 1384, 3445, 48020, 47814, 53585, 7707, 1936, 55521, 42985, 4181, 1384, 3445, 48020, 47814, 53585, 7707, 1936, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -9147, -7873, 359, -9, -1087, -9695, -8970, -9345, -177, 199, 100.0, 77.4, 7.5, 2.5, 6.2, 86.5, 86.1, 96.5, 13.9, 3.5, 100.0, 77.4, 7.5, 2.5, 6.2, 86.5, 86.1, 96.5, 13.9, 3.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 98, 53, 17, 8, 15, 15, 69, 40, 98, 53, 17, 8, 15, 15, 69, 40, 0, 0, 0, 0, 0, 0, 0, 0, 51.7, 85.7, 61.6, 89.1, 51.3, 85.7, 60.6, 88.2, 51.7, 85.7, 61.6, 89.1, 51.3, 85.7, 60.6, 88.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(U.S. DOLLAR INDEX X $1000)" ,"098662" ,"ICUS" ,"098" "EURO FX - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,099741 ,CME ,00 ,099 , 355550, 30590, 186577, 35753, 253041, 66651, 319385, 288981, 36165, 66569, 355550, 30590, 186577, 35753, 253041, 66651, 319385, 288981, 36165, 66569, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -6318, -273, -14028, 3484, -8087, 5089, -4877, -5455, -1441, -864, 100.0, 8.6, 52.5, 10.1, 71.2, 18.7, 89.8, 81.3, 10.2, 18.7, 100.0, 8.6, 52.5, 10.1, 71.2, 18.7, 89.8, 81.3, 10.2, 18.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 198, 31, 88, 51, 54, 59, 117, 166, 198, 31, 88, 51, 54, 59, 117, 166, 0, 0, 0, 0, 0, 0, 0, 0, 42.8, 28.3, 53.1, 36.1, 42.3, 27.5, 52.2, 34.7, 42.8, 28.3, 53.1, 36.1, 42.3, 27.5, 52.2, 34.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF EUR 125,000)" ,"099741" ,"CME" ,"099" "GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,111659 ,NYME ,01 ,111 , 339777, 100392, 17749, 43339, 169852, 265013, 313583, 326101, 26195, 13676, 339777, 100392, 17749, 43339, 169852, 265013, 313583, 326101, 26195, 13676, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -12075, 6047, 1265, -2682, -14473, -9199, -11108, -10616, -967, -1459, 100.0, 29.5, 5.2, 12.8, 50.0, 78.0, 92.3, 96.0, 7.7, 4.0, 100.0, 29.5, 5.2, 12.8, 50.0, 78.0, 92.3, 96.0, 7.7, 4.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 219, 100, 19, 52, 80, 91, 194, 150, 219, 100, 19, 52, 80, 91, 194, 150, 0, 0, 0, 0, 0, 0, 0, 0, 14.6, 21.4, 23.4, 35.0, 8.4, 13.3, 13.5, 21.0, 14.6, 21.4, 23.4, 35.0, 8.4, 13.3, 13.5, 21.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 U.S. GALLONS)" ,"111659" ,"NYME" ,"111" "RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,11165K ,NYME ,01 ,111 , 23714, 9747, 690, 588, 8775, 17177, 19110, 18455, 4604, 5259, 23714, 9747, 690, 588, 8775, 17177, 19110, 18455, 4604, 5259, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 669, -9, 690, -156, 178, 580, 13, 1114, 656, -445, 100.0, 41.1, 2.9, 2.5, 37.0, 72.4, 80.6, 77.8, 19.4, 22.2, 100.0, 41.1, 2.9, 2.5, 37.0, 72.4, 80.6, 77.8, 19.4, 22.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 28, 6, 2, 3, 9, 19, 15, 24, 28, 6, 2, 3, 9, 19, 15, 24, 0, 0, 0, 0, 0, 0, 0, 0, 50.2, 36.2, 68.3, 56.6, 47.0, 36.2, 62.1, 53.6, 50.2, 36.2, 68.3, 56.6, 47.0, 36.2, 62.1, 53.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 U.S. GALLONS)" ,"11165K" ,"NYME" ,"111" "SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,111A11 ,NYME ,01 ,111 , 9013, 0, 0, 0, 8434, 8022, 8434, 8022, 579, 991, 9013, 0, 0, 0, 8434, 8022, 8434, 8022, 579, 991, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 533, 0, 0, 0, 733, 608, 733, 608, -200, -75, 100.0, 0.0, 0.0, 0.0, 93.6, 89.0, 93.6, 89.0, 6.4, 11.0, 100.0, 0.0, 0.0, 0.0, 93.6, 89.0, 93.6, 89.0, 6.4, 11.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 0, 0, 0, 16, 15, 16, 15, 21, 0, 0, 0, 16, 15, 16, 15, 0, 0, 0, 0, 0, 0, 0, 0, 43.9, 47.1, 69.2, 72.5, 42.8, 39.6, 60.9, 58.8, 43.9, 47.1, 69.2, 72.5, 42.8, 39.6, 60.9, 58.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(1000 U.S. Barrels)" ,"111A11" ,"NYME" ,"111" "NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,112741 ,CME ,00 ,112 , 31627, 25330, 10533, 380, 1796, 19087, 27506, 30000, 4121, 1627, 31627, 25330, 10533, 380, 1796, 19087, 27506, 30000, 4121, 1627, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 6058, 5098, 3233, 14, 81, 2822, 5193, 6069, 865, -11, 100.0, 80.1, 33.3, 1.2, 5.7, 60.4, 87.0, 94.9, 13.0, 5.1, 100.0, 80.1, 33.3, 1.2, 5.7, 60.4, 87.0, 94.9, 13.0, 5.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 49, 20, 14, 2, 3, 12, 25, 26, 49, 20, 14, 2, 3, 12, 25, 26, 0, 0, 0, 0, 0, 0, 0, 0, 64.4, 67.5, 75.6, 80.1, 64.4, 67.5, 75.6, 80.1, 64.4, 67.5, 75.6, 80.1, 64.4, 67.5, 75.6, 80.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF NZD 100,000)" ,"112741" ,"CME" ,"112" "VIX FUTURES - CBOE FUTURES EXCHANGE" ,120131 ,2012-01-31,1170E1 ,E ,00 ,117 , 171354, 29280, 47556, 30539, 89068, 73148, 148887, 151243, 22467, 20111, 171354, 29280, 47556, 30539, 89068, 73148, 148887, 151243, 22467, 20111, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 19732, 4184, 4711, -8718, 9596, 7019, 5062, 3012, 14670, 16720, 100.0, 17.1, 27.8, 17.8, 52.0, 42.7, 86.9, 88.3, 13.1, 11.7, 100.0, 17.1, 27.8, 17.8, 52.0, 42.7, 86.9, 88.3, 13.1, 11.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 80, 24, 23, 30, 25, 21, 65, 62, 80, 24, 23, 30, 25, 21, 65, 62, 0, 0, 0, 0, 0, 0, 0, 0, 41.7, 28.8, 55.8, 47.7, 32.7, 19.0, 37.9, 27.9, 41.7, 28.8, 55.8, 47.7, 32.7, 19.0, 37.9, 27.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"($1000 X INDEX)" ,"1170E1" ,"E" ,"117" "DJIA Consolidated - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,12460+ ,CBT ,00 ,124 , 53559, 17882, 4448, 575, 27956, 43829, 46414, 48852, 7146, 4707, 53559, 17882, 4448, 575, 27956, 43829, 46414, 48852, 7146, 4707, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 334, 1064, -92, 197, -512, 743, 750, 848, -416, -515, 100.0, 33.4, 8.3, 1.1, 52.2, 81.8, 86.7, 91.2, 13.3, 8.8, 100.0, 33.4, 8.3, 1.1, 52.2, 81.8, 86.7, 91.2, 13.3, 8.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 90, 31, 12, 8, 27, 30, 63, 45, 90, 31, 12, 8, 27, 30, 63, 45, 0, 0, 0, 0, 0, 0, 0, 0, 34.1, 56.1, 48.2, 67.8, 34.1, 56.1, 48.2, 67.3, 34.1, 56.1, 48.2, 67.8, 34.1, 56.1, 48.2, 67.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"($10 X DJIA INDEX)" ,"12460+" ,"CBT" ,"124" "DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,124603 ,CBT ,00 ,124 , 107119, 35765, 8896, 1151, 55912, 87657, 92828, 97704, 14291, 9415, 107119, 35765, 8896, 1151, 55912, 87657, 92828, 97704, 14291, 9415, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 667, 2129, -184, 395, -1024, 1485, 1499, 1697, -832, -1030, 100.0, 33.4, 8.3, 1.1, 52.2, 81.8, 86.7, 91.2, 13.3, 8.8, 100.0, 33.4, 8.3, 1.1, 52.2, 81.8, 86.7, 91.2, 13.3, 8.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 90, 31, 12, 8, 27, 30, 63, 45, 90, 31, 12, 8, 27, 30, 63, 45, 0, 0, 0, 0, 0, 0, 0, 0, 34.1, 56.1, 48.2, 67.8, 34.1, 56.1, 48.2, 67.3, 34.1, 56.1, 48.2, 67.8, 34.1, 56.1, 48.2, 67.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"($5 X DJIA INDEX)" ,"124603" ,"CBT" ,"124" "3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,132741 ,CME ,00 ,132 ,13624683, 706950, 624739, 5555871, 6425951, 6468181,12688771,12648792, 935912, 975891,13624683, 706950, 624739, 5555871, 6425951, 6468181,12688771,12648792, 935912, 975891, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 879866, 47746, 5398, 644235, 205692, 266618, 897674, 916251, -17807, -36385, 100.0, 5.2, 4.6, 40.8, 47.2, 47.5, 93.1, 92.8, 6.9, 7.2, 100.0, 5.2, 4.6, 40.8, 47.2, 47.5, 93.1, 92.8, 6.9, 7.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 274, 61, 49, 94, 146, 150, 256, 251, 274, 61, 49, 94, 146, 150, 256, 251, 0, 0, 0, 0, 0, 0, 0, 0, 22.0, 23.1, 33.9, 35.0, 12.9, 9.5, 17.3, 12.9, 22.0, 23.1, 33.9, 35.0, 12.9, 9.5, 17.3, 12.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $1,000,000)" ,"132741" ,"CME" ,"132" "S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,13874+ ,CME ,00 ,138 , 915002, 76011, 108406, 65360, 638664, 634677, 780035, 808443, 134967, 106559, 915002, 76011, 108406, 65360, 638664, 634677, 780035, 808443, 134967, 106559, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 14042, 11615, 3944, -4833, 6861, 19474, 13643, 18585, 399, -4543, 100.0, 8.3, 11.8, 7.1, 69.8, 69.4, 85.2, 88.4, 14.8, 11.6, 100.0, 8.3, 11.8, 7.1, 69.8, 69.4, 85.2, 88.4, 14.8, 11.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 544, 102, 114, 100, 237, 232, 394, 391, 544, 102, 114, 100, 237, 232, 394, 391, 0, 0, 0, 0, 0, 0, 0, 0, 14.2, 10.9, 21.6, 20.3, 12.4, 10.1, 19.3, 17.1, 14.2, 10.9, 21.6, 20.3, 12.4, 10.1, 19.3, 17.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(S&P 500 INDEX X $250.00)" ,"13874+" ,"CME" ,"138" "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,138741 ,CME ,00 ,138 , 320885, 10543, 21542, 26697, 200869, 229860, 238109, 278100, 82775, 42785, 320885, 10543, 21542, 26697, 200869, 229860, 238109, 278100, 82775, 42785, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -358, -7727, 2568, 403, -3179, 11119, -10503, 14090, 10145, -14448, 100.0, 3.3, 6.7, 8.3, 62.6, 71.6, 74.2, 86.7, 25.8, 13.3, 100.0, 3.3, 6.7, 8.3, 62.6, 71.6, 74.2, 86.7, 25.8, 13.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 119, 15, 17, 24, 66, 62, 93, 91, 119, 15, 17, 24, 66, 62, 93, 91, 0, 0, 0, 0, 0, 0, 0, 0, 20.1, 22.2, 30.5, 35.4, 18.3, 21.4, 26.0, 32.3, 20.1, 22.2, 30.5, 35.4, 18.3, 21.4, 26.0, 32.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(S&P 500 INDEX X $250.00)" ,"138741" ,"CME" ,"138" "E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,13874A ,CME ,00 ,138 , 2970586, 376478, 483457, 144175, 2188976, 2024082, 2709629, 2651715, 260957, 318872, 2970586, 376478, 483457, 144175, 2188976, 2024082, 2709629, 2651715, 260957, 318872, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 72000, 63506, -26325, 7024, 50198, 41778, 120727, 22477, -48727, 49523, 100.0, 12.7, 16.3, 4.9, 73.7, 68.1, 91.2, 89.3, 8.8, 10.7, 100.0, 12.7, 16.3, 4.9, 73.7, 68.1, 91.2, 89.3, 8.8, 10.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 514, 100, 104, 90, 217, 218, 363, 366, 514, 100, 104, 90, 217, 218, 363, 366, 0, 0, 0, 0, 0, 0, 0, 0, 17.7, 11.4, 26.3, 18.7, 16.3, 10.9, 23.3, 17.3, 17.7, 11.4, 26.3, 18.7, 16.3, 10.9, 23.3, 17.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"($50 X S&P 500 INDEX)" ,"13874A" ,"CME" ,"138" "NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,20974+ ,CME ,00 ,209 , 93030, 25515, 3975, 1271, 57492, 83475, 84279, 88722, 8752, 4309, 93030, 25515, 3975, 1271, 57492, 83475, 84279, 88722, 8752, 4309, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1078, 2766, 53, -2836, 4188, 6395, 4118, 3612, -3041, -2535, 100.0, 27.4, 4.3, 1.4, 61.8, 89.7, 90.6, 95.4, 9.4, 4.6, 100.0, 27.4, 4.3, 1.4, 61.8, 89.7, 90.6, 95.4, 9.4, 4.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 239, 75, 32, 15, 80, 83, 162, 124, 239, 75, 32, 15, 80, 83, 162, 124, 0, 0, 0, 0, 0, 0, 0, 0, 21.3, 31.3, 33.9, 46.9, 20.7, 28.2, 32.5, 41.9, 21.3, 31.3, 33.9, 46.9, 20.7, 28.2, 32.5, 41.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NASDAQ 100 INDEX X $100)" ,"20974+" ,"CME" ,"209" "NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,209741 ,CME ,00 ,209 , 15499, 789, 979, 0, 11604, 13801, 12393, 14780, 3106, 719, 15499, 789, 979, 0, 11604, 13801, 12393, 14780, 3106, 719, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -521, -2971, 123, 0, 2031, 2705, -940, 2828, 419, -3349, 100.0, 5.1, 6.3, 0.0, 74.9, 89.0, 80.0, 95.4, 20.0, 4.6, 100.0, 5.1, 6.3, 0.0, 74.9, 89.0, 80.0, 95.4, 20.0, 4.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 2, 1, 0, 11, 12, 13, 13, 24, 2, 1, 0, 11, 12, 13, 13, 0, 0, 0, 0, 0, 0, 0, 0, 55.9, 63.5, 71.1, 89.8, 55.9, 63.5, 70.9, 89.8, 55.9, 63.5, 71.1, 89.8, 55.9, 63.5, 70.9, 89.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NASDAQ 100 INDEX X $100)" ,"209741" ,"CME" ,"209" "NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,209742 ,CME ,00 ,209 , 387659, 127574, 18924, 2412, 229442, 348372, 359428, 369708, 28231, 17951, 387659, 127574, 18924, 2412, 229442, 348372, 359428, 369708, 28231, 17951, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 7993, 13831, -15203, 677, 10785, 18449, 25292, 3922, -17299, 4071, 100.0, 32.9, 4.9, 0.6, 59.2, 89.9, 92.7, 95.4, 7.3, 4.6, 100.0, 32.9, 4.9, 0.6, 59.2, 89.9, 92.7, 95.4, 7.3, 4.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 239, 75, 33, 14, 74, 81, 155, 122, 239, 75, 33, 14, 74, 81, 155, 122, 0, 0, 0, 0, 0, 0, 0, 0, 24.9, 31.7, 39.1, 46.8, 24.9, 31.7, 39.0, 46.8, 24.9, 31.7, 39.1, 46.8, 24.9, 31.7, 39.0, 46.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NASDAQ 100 STOCK INDEX X $20)" ,"209742" ,"CME" ,"209" "DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,221602 ,CBT ,00 ,221 , 16376, 13759, 7720, 910, 1361, 7724, 16030, 16354, 346, 22, 16376, 13759, 7720, 910, 1361, 7724, 16030, 16354, 346, 22, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 22, 0, -18, 3, 30, 28, 33, 13, -11, 9, 100.0, 84.0, 47.1, 5.6, 8.3, 47.2, 97.9, 99.9, 2.1, 0.1, 100.0, 84.0, 47.1, 5.6, 8.3, 47.2, 97.9, 99.9, 2.1, 0.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 9, 12, 3, 1, 2, 12, 15, 24, 9, 12, 3, 1, 2, 12, 15, 0, 0, 0, 0, 0, 0, 0, 0, 87.6, 68.4, 96.1, 86.2, 87.6, 67.4, 91.8, 83.3, 87.6, 68.4, 96.1, 86.2, 87.6, 67.4, 91.8, 83.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"($100 X INDEX)" ,"221602" ,"CBT" ,"221" "AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,232741 ,CME ,00 ,232 , 162866, 96869, 19550, 7640, 27588, 114062, 132098, 141251, 30769, 21615, 162866, 96869, 19550, 7640, 27588, 114062, 132098, 141251, 30769, 21615, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 12939, 6239, -2895, 1364, 4450, 12498, 12053, 10967, 887, 1972, 100.0, 59.5, 12.0, 4.7, 16.9, 70.0, 81.1, 86.7, 18.9, 13.3, 100.0, 59.5, 12.0, 4.7, 16.9, 70.0, 81.1, 86.7, 18.9, 13.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 98, 35, 25, 14, 23, 31, 70, 58, 98, 35, 25, 14, 23, 31, 70, 58, 0, 0, 0, 0, 0, 0, 0, 0, 47.5, 47.1, 55.1, 58.7, 47.5, 46.6, 54.5, 56.8, 47.5, 47.1, 55.1, 58.7, 47.5, 46.6, 54.5, 56.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF AUD 100,000)" ,"232741" ,"CME" ,"232" "RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S." ,120131 ,2012-01-31,23977A ,ICUS ,01 ,239 , 403498, 19437, 36995, 5068, 360940, 344379, 385445, 386442, 18053, 17055, 403498, 19437, 36995, 5068, 360940, 344379, 385445, 386442, 18053, 17055, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -7004, -1176, -1869, 1731, -8145, -7524, -7590, -7661, 586, 657, 100.0, 4.8, 9.2, 1.3, 89.5, 85.3, 95.5, 95.8, 4.5, 4.2, 100.0, 4.8, 9.2, 1.3, 89.5, 85.3, 95.5, 95.8, 4.5, 4.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 244, 32, 40, 19, 103, 104, 147, 151, 244, 32, 40, 19, 103, 104, 147, 151, 0, 0, 0, 0, 0, 0, 0, 0, 29.2, 26.6, 44.6, 37.5, 24.7, 24.3, 37.8, 33.1, 29.2, 26.6, 44.6, 37.5, 24.7, 24.3, 37.8, 33.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(RUSSELL 2000 INDEX X $100.00)" ,"23977A" ,"ICUS" ,"239" "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,240741 ,CME ,00 ,240 , 21835, 3499, 6472, 0, 12514, 4984, 16013, 11456, 5822, 10379, 21835, 3499, 6472, 0, 12514, 4984, 16013, 11456, 5822, 10379, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1072, -9, 108, 0, -1344, -951, -1353, -843, 281, -229, 100.0, 16.0, 29.6, 0.0, 57.3, 22.8, 73.3, 52.5, 26.7, 47.5, 100.0, 16.0, 29.6, 0.0, 57.3, 22.8, 73.3, 52.5, 26.7, 47.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 34, 6, 7, 0, 18, 5, 24, 12, 34, 6, 7, 0, 18, 5, 24, 12, 0, 0, 0, 0, 0, 0, 0, 0, 31.5, 43.1, 47.4, 50.3, 31.5, 43.1, 47.4, 50.3, 31.5, 43.1, 47.4, 50.3, 31.5, 43.1, 47.4, 50.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NIKKEI INDEX X $5.00)" ,"240741" ,"CME" ,"240" "NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,240743 ,CME ,00 ,240 , 42431, 7300, 2214, 4954, 24402, 14687, 36656, 21855, 5775, 20576, 42431, 7300, 2214, 4954, 24402, 14687, 36656, 21855, 5775, 20576, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1176, -2570, 443, 1741, 990, 2316, 161, 4500, -1337, -5676, 100.0, 17.2, 5.2, 11.7, 57.5, 34.6, 86.4, 51.5, 13.6, 48.5, 100.0, 17.2, 5.2, 11.7, 57.5, 34.6, 86.4, 51.5, 13.6, 48.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 56, 12, 7, 4, 22, 22, 36, 31, 56, 12, 7, 4, 22, 22, 36, 31, 0, 0, 0, 0, 0, 0, 0, 0, 36.1, 22.7, 54.7, 32.4, 31.8, 16.0, 46.8, 23.9, 36.1, 22.7, 54.7, 32.4, 31.8, 16.0, 46.8, 23.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NIKKEI INDEX X JPY 500)" ,"240743" ,"CME" ,"240" "MSCI EAFE MINI INDEX - NYSE LIFFE" ,120131 ,2012-01-31,244041 ,NYL ,01 ,244 , 46637, 1457, 1811, 0, 40438, 42761, 41895, 44572, 4742, 2065, 46637, 1457, 1811, 0, 40438, 42761, 41895, 44572, 4742, 2065, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 323, 0, -580, 0, 158, 839, 158, 259, 165, 64, 100.0, 3.1, 3.9, 0.0, 86.7, 91.7, 89.8, 95.6, 10.2, 4.4, 100.0, 3.1, 3.9, 0.0, 86.7, 91.7, 89.8, 95.6, 10.2, 4.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 51, 2, 4, 0, 25, 32, 27, 36, 51, 2, 4, 0, 25, 32, 27, 36, 0, 0, 0, 0, 0, 0, 0, 0, 60.1, 38.8, 72.2, 60.0, 57.4, 38.8, 67.2, 59.4, 60.1, 38.8, 72.2, 60.0, 57.4, 38.8, 67.2, 59.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(MSCI EAFE INDEX X $50)" ,"244041" ,"NYL" ,"244" "MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE" ,120131 ,2012-01-31,244042 ,NYL ,01 ,244 , 72328, 10409, 17298, 223, 51946, 50380, 62578, 67901, 9750, 4427, 72328, 10409, 17298, 223, 51946, 50380, 62578, 67901, 9750, 4427, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4219, 2963, -3672, 0, -2073, 5013, 890, 1341, 3329, 2878, 100.0, 14.4, 23.9, 0.3, 71.8, 69.7, 86.5, 93.9, 13.5, 6.1, 100.0, 14.4, 23.9, 0.3, 71.8, 69.7, 86.5, 93.9, 13.5, 6.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 79, 17, 5, 1, 37, 32, 54, 38, 79, 17, 5, 1, 37, 32, 54, 38, 0, 0, 0, 0, 0, 0, 0, 0, 38.9, 49.4, 51.5, 68.9, 36.6, 49.4, 49.1, 68.7, 38.9, 49.4, 51.5, 68.9, 36.6, 49.4, 49.1, 68.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(MSCI EAFE INDEX X $50)" ,"244042" ,"NYL" ,"244" "INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,246602 ,CBT ,00 ,246 , 9571, 1388, 698, 30, 7921, 8736, 9339, 9464, 232, 107, 9571, 1388, 698, 30, 7921, 8736, 9339, 9464, 232, 107, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -93, -151, 30, 0, 53, -165, -98, -135, 5, 42, 100.0, 14.5, 7.3, 0.3, 82.8, 91.3, 97.6, 98.9, 2.4, 1.1, 100.0, 14.5, 7.3, 0.3, 82.8, 91.3, 97.6, 98.9, 2.4, 1.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 29, 8, 5, 1, 6, 11, 15, 16, 29, 8, 5, 1, 6, 11, 15, 16, 0, 0, 0, 0, 0, 0, 0, 0, 83.5, 82.8, 94.4, 93.9, 83.5, 82.7, 94.4, 93.4, 83.5, 82.8, 94.4, 93.9, 83.5, 82.7, 94.4, 93.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000)" ,"246602" ,"CBT" ,"246" "INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,247602 ,CBT ,00 ,246 , 13572, 1109, 1783, 0, 12197, 11665, 13306, 13448, 266, 124, 13572, 1109, 1783, 0, 12197, 11665, 13306, 13448, 266, 124, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 997, -1176, 227, 0, 2223, 763, 1047, 990, -50, 7, 100.0, 8.2, 13.1, 0.0, 89.9, 85.9, 98.0, 99.1, 2.0, 0.9, 100.0, 8.2, 13.1, 0.0, 89.9, 85.9, 98.0, 99.1, 2.0, 0.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 34, 6, 10, 0, 5, 13, 11, 23, 34, 6, 10, 0, 5, 13, 11, 23, 0, 0, 0, 0, 0, 0, 0, 0, 92.6, 67.2, 96.9, 82.6, 92.6, 67.2, 96.9, 82.6, 92.6, 67.2, 96.9, 82.6, 92.6, 67.2, 96.9, 82.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000)" ,"247602" ,"CBT" ,"246" "SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,26265D ,NYME ,01 ,262 , 7827, 396, 1636, 204, 7171, 5937, 7771, 7777, 56, 50, 7827, 396, 1636, 204, 7171, 5937, 7771, 7777, 56, 50, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 468, 100, 468, 0, 368, 0, 468, 468, 0, 0, 100.0, 5.1, 20.9, 2.6, 91.6, 75.9, 99.3, 99.4, 0.7, 0.6, 100.0, 5.1, 20.9, 2.6, 91.6, 75.9, 99.3, 99.4, 0.7, 0.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 41, 3, 3, 1, 27, 28, 30, 32, 41, 3, 3, 1, 27, 28, 30, 32, 0, 0, 0, 0, 0, 0, 0, 0, 32.3, 37.2, 51.8, 58.0, 27.3, 34.0, 42.7, 47.6, 32.3, 37.2, 51.8, 58.0, 27.3, 34.0, 42.7, 47.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"26265D" ,"NYME" ,"262" "E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,33874A ,CME ,00 ,138 , 109607, 9985, 5078, 0, 88528, 100188, 98513, 105266, 11094, 4341, 109607, 9985, 5078, 0, 88528, 100188, 98513, 105266, 11094, 4341, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 461, 614, -525, -321, 253, 1436, 546, 590, -84, -128, 100.0, 9.1, 4.6, 0.0, 80.8, 91.4, 89.9, 96.0, 10.1, 4.0, 100.0, 9.1, 4.6, 0.0, 80.8, 91.4, 89.9, 96.0, 10.1, 4.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 94, 14, 6, 0, 54, 36, 68, 42, 94, 14, 6, 0, 54, 36, 68, 42, 0, 0, 0, 0, 0, 0, 0, 0, 30.5, 42.1, 46.0, 64.0, 30.2, 41.9, 43.3, 61.1, 30.5, 42.1, 46.0, 64.0, 30.2, 41.9, 43.3, 61.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(S&P 400 INDEX X $100)" ,"33874A" ,"CME" ,"138" "GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,86465A ,NYME ,01 ,864 , 18625, 0, 0, 0, 18263, 18475, 18263, 18475, 362, 150, 18625, 0, 0, 0, 18263, 18475, 18263, 18475, 362, 150, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2586, 0, 0, 0, 2586, 2586, 2586, 2586, 0, 0, 100.0, 0.0, 0.0, 0.0, 98.1, 99.2, 98.1, 99.2, 1.9, 0.8, 100.0, 0.0, 0.0, 0.0, 98.1, 99.2, 98.1, 99.2, 1.9, 0.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 0, 0, 0, 21, 15, 21, 15, 25, 0, 0, 0, 21, 15, 21, 15, 0, 0, 0, 0, 0, 0, 0, 0, 51.8, 79.5, 72.1, 93.7, 29.8, 56.8, 44.4, 60.5, 51.8, 79.5, 72.1, 93.7, 29.8, 56.8, 44.4, 60.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"86465A" ,"NYME" ,"864" "SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,86465C ,NYME ,01 ,864 , 8275, 325, 3425, 350, 7600, 4480, 8275, 8255, 0, 20, 8275, 325, 3425, 350, 7600, 4480, 8275, 8255, 0, 20, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 475, -100, 300, 0, 575, 175, 475, 475, 0, 0, 100.0, 3.9, 41.4, 4.2, 91.8, 54.1, 100.0, 99.8, 0.0, 0.2, 100.0, 3.9, 41.4, 4.2, 91.8, 54.1, 100.0, 99.8, 0.0, 0.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 36, 2, 2, 2, 27, 15, 30, 19, 36, 2, 2, 2, 27, 15, 30, 19, 0, 0, 0, 0, 0, 0, 0, 0, 42.5, 70.4, 65.9, 85.9, 41.0, 63.1, 55.9, 73.2, 42.5, 70.4, 65.9, 85.9, 41.0, 63.1, 55.9, 73.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"86465C" ,"NYME" ,"864" "GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,86565A ,NYME ,01 ,865 , 3648, 492, 115, 21, 2966, 3465, 3479, 3601, 169, 47, 3648, 492, 115, 21, 2966, 3465, 3479, 3601, 169, 47, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 142, 15, 115, -3, 130, 30, 142, 142, 0, 0, 100.0, 13.5, 3.2, 0.6, 81.3, 95.0, 95.4, 98.7, 4.6, 1.3, 100.0, 13.5, 3.2, 0.6, 81.3, 95.0, 95.4, 98.7, 4.6, 1.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 2, 2, 1, 13, 12, 15, 15, 20, 2, 2, 1, 13, 12, 15, 15, 0, 0, 0, 0, 0, 0, 0, 0, 60.1, 78.1, 82.5, 91.5, 55.3, 69.3, 70.5, 76.8, 60.1, 78.1, 82.5, 91.5, 55.3, 69.3, 70.5, 76.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"86565A" ,"NYME" ,"865" "3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,86565C ,NYME ,01 ,865 , 26545, 724, 4725, 1197, 24567, 20514, 26488, 26436, 57, 109, 26545, 724, 4725, 1197, 24567, 20514, 26488, 26436, 57, 109, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 632, -553, -42, 120, 1128, 486, 695, 564, -63, 68, 100.0, 2.7, 17.8, 4.5, 92.5, 77.3, 99.8, 99.6, 0.2, 0.4, 100.0, 2.7, 17.8, 4.5, 92.5, 77.3, 99.8, 99.6, 0.2, 0.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 61, 3, 4, 4, 38, 43, 43, 49, 61, 3, 4, 4, 38, 43, 43, 49, 0, 0, 0, 0, 0, 0, 0, 0, 38.2, 34.1, 53.8, 48.9, 33.9, 32.7, 48.1, 44.6, 38.2, 34.1, 53.8, 48.9, 33.9, 32.7, 48.1, 44.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"86565C" ,"NYME" ,"865" "NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,86665A ,NYME ,01 ,866 , 13276, 1307, 1340, 459, 11376, 11475, 13142, 13274, 134, 2, 13276, 1307, 1340, 459, 11376, 11475, 13142, 13274, 134, 2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -382, -1135, 384, 0, 753, -766, -382, -382, 0, 0, 100.0, 9.8, 10.1, 3.5, 85.7, 86.4, 99.0, 100.0, 1.0, 0.0, 100.0, 9.8, 10.1, 3.5, 85.7, 86.4, 99.0, 100.0, 1.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 43, 2, 5, 1, 26, 30, 29, 35, 43, 2, 5, 1, 26, 30, 29, 35, 0, 0, 0, 0, 0, 0, 0, 0, 41.2, 43.8, 63.9, 65.0, 35.9, 39.6, 54.6, 55.7, 41.2, 43.8, 63.9, 65.0, 35.9, 39.6, 54.6, 55.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"86665A" ,"NYME" ,"866" "GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,86765C ,NYME ,01 ,867 , 30786, 9969, 3084, 596, 19801, 26242, 30366, 29922, 420, 864, 30786, 9969, 3084, 596, 19801, 26242, 30366, 29922, 420, 864, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 115, -46, 261, 0, 161, -230, 115, 31, 0, 84, 100.0, 32.4, 10.0, 1.9, 64.3, 85.2, 98.6, 97.2, 1.4, 2.8, 100.0, 32.4, 10.0, 1.9, 64.3, 85.2, 98.6, 97.2, 1.4, 2.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 46, 5, 6, 5, 23, 30, 28, 41, 46, 5, 6, 5, 23, 30, 28, 41, 0, 0, 0, 0, 0, 0, 0, 0, 63.7, 50.4, 74.9, 65.7, 62.0, 50.1, 70.6, 62.9, 63.7, 50.4, 74.9, 65.7, 62.0, 50.1, 70.6, 62.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"86765C" ,"NYME" ,"867" "EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,967654 ,NYME ,01 ,967 , 26896, 3232, 0, 1374, 19118, 19558, 23724, 20932, 3172, 5964, 26896, 3232, 0, 1374, 19118, 19558, 23724, 20932, 3172, 5964, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1443, 118, 0, 250, 1874, 204, 2242, 454, -799, 989, 100.0, 12.0, 0.0, 5.1, 71.1, 72.7, 88.2, 77.8, 11.8, 22.2, 100.0, 12.0, 0.0, 5.1, 71.1, 72.7, 88.2, 77.8, 11.8, 22.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 2, 0, 2, 17, 18, 19, 20, 23, 2, 0, 2, 17, 18, 19, 20, 0, 0, 0, 0, 0, 0, 0, 0, 41.4, 45.6, 68.1, 65.3, 39.6, 42.4, 57.1, 54.0, 41.4, 45.6, 68.1, 65.3, 39.6, 42.4, 57.1, 54.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"967654" ,"NYME" ,"967"