"WHEAT - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,001602 ,CBT ,00 ,001 , 469173, 92543, 134404, 80681, 261330, 196656, 434554, 411741, 34619, 57432, 278737, 79645, 103562, 31434, 145467, 112571, 256546, 247567, 22191, 31170, 190436, 39349, 57293, 22796, 115863, 84085, 178008, 164174, 12428, 26262, 4310, 6769, -10753, -2469, 3159, 19337, 7459, 6115, -3149, -1805, 100.0, 19.7, 28.6, 17.2, 55.7, 41.9, 92.6, 87.8, 7.4, 12.2, 100.0, 28.6, 37.2, 11.3, 52.2, 40.4, 92.0, 88.8, 8.0, 11.2, 100.0, 20.7, 30.1, 12.0, 60.8, 44.2, 93.5, 86.2, 6.5, 13.8, 379, 100, 153, 148, 77, 101, 278, 317, 357, 111, 134, 85, 63, 85, 227, 256, 253, 53, 94, 56, 54, 85, 146, 203, 24.0, 15.3, 38.1, 21.9, 21.7, 11.6, 33.6, 16.9, 24.3, 18.5, 36.8, 27.6, 23.3, 15.5, 32.3, 23.0, 30.5, 14.2, 51.0, 24.3, 28.5, 12.4, 48.7, 20.4,"(CONTRACTS OF 5,000 BUSHELS)" ,"001602" ,"CBT" ,"001" "WHEAT - KANSAS CITY BOARD OF TRADE" ,120131 ,2012-01-31,001612 ,KCBT ,00 ,001 , 146854, 35661, 17889, 21825, 70074, 81876, 127560, 121590, 19294, 25264, 79268, 25143, 17292, 5037, 36289, 40032, 66469, 62361, 12799, 16907, 67586, 22918, 12997, 4388, 33785, 41844, 61091, 59229, 6495, 8357, 912, -412, -5209, -2380, 3056, 7292, 264, -297, 648, 1209, 100.0, 24.3, 12.2, 14.9, 47.7, 55.8, 86.9, 82.8, 13.1, 17.2, 100.0, 31.7, 21.8, 6.4, 45.8, 50.5, 83.9, 78.7, 16.1, 21.3, 100.0, 33.9, 19.2, 6.5, 50.0, 61.9, 90.4, 87.6, 9.6, 12.4, 154, 39, 35, 34, 60, 58, 115, 115, 143, 33, 36, 21, 51, 46, 96, 92, 111, 22, 20, 12, 47, 49, 76, 75, 16.4, 32.6, 27.5, 41.7, 11.3, 27.0, 19.8, 34.3, 19.1, 26.8, 31.8, 39.1, 18.9, 25.8, 30.1, 37.0, 26.0, 47.2, 41.4, 58.6, 18.7, 37.1, 31.2, 46.8,"(CONTRACTS OF 5,000 BUSHELS)" ,"001612" ,"KCBT" ,"001" "WHEAT - MINNEAPOLIS GRAIN EXCHANGE" ,120131 ,2012-01-31,001626 ,MGE ,00 ,001 , 40938, 14511, 2595, 2502, 14414, 25839, 31427, 30936, 9511, 10002, 31004, 12364, 1687, 1760, 9740, 20004, 23864, 23451, 7140, 7553, 9934, 2703, 1464, 186, 4674, 5835, 7563, 7485, 2371, 2449, -1024, -506, -541, -275, -305, -644, -1086, -1460, 62, 436, 100.0, 35.4, 6.3, 6.1, 35.2, 63.1, 76.8, 75.6, 23.2, 24.4, 100.0, 39.9, 5.4, 5.7, 31.4, 64.5, 77.0, 75.6, 23.0, 24.4, 100.0, 27.2, 14.7, 1.9, 47.1, 58.7, 76.1, 75.3, 23.9, 24.7, 52, 15, 7, 11, 27, 21, 47, 36, 51, 15, 8, 9, 26, 18, 46, 31, 38, 6, 7, 2, 15, 15, 22, 24, 29.8, 41.7, 43.6, 52.6, 26.0, 36.5, 35.7, 45.0, 33.3, 45.4, 45.5, 56.4, 31.8, 40.9, 40.6, 46.5, 37.7, 48.5, 60.7, 60.6, 37.7, 48.4, 59.5, 59.5,"(CONTRACTS OF 5,000 BUSHELS)" ,"001626" ,"MGE" ,"001" "CORN - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,002602 ,CBT ,00 ,002 , 1235541, 344682, 132518, 186095, 578157, 678269, 1108934, 996882, 126607, 238659, 944193, 316127, 134234, 102458, 426437, 527280, 845022, 763972, 99171, 180221, 291348, 99936, 69665, 12256, 151720, 150989, 263912, 232910, 27436, 58438, 21080, 14724, -17986, 10593, 11596, 37631, 36913, 30238, -15833, -9158, 100.0, 27.9, 10.7, 15.1, 46.8, 54.9, 89.8, 80.7, 10.2, 19.3, 100.0, 33.5, 14.2, 10.9, 45.2, 55.8, 89.5, 80.9, 10.5, 19.1, 100.0, 34.3, 23.9, 4.2, 52.1, 51.8, 90.6, 79.9, 9.4, 20.1, 685, 171, 148, 194, 213, 302, 478, 570, 669, 162, 153, 159, 200, 289, 439, 535, 488, 89, 107, 42, 89, 241, 201, 373, 12.8, 10.3, 21.2, 16.5, 12.8, 7.4, 19.9, 12.5, 14.5, 11.3, 24.0, 17.7, 14.5, 9.5, 23.4, 14.8, 24.3, 18.4, 36.7, 26.5, 18.5, 12.4, 27.9, 19.8,"(CONTRACTS OF 5,000 BUSHELS)" ,"002602" ,"CBT" ,"002" "OATS - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,004603 ,CBT ,00 ,004 , 13649, 2611, 3014, 54, 8631, 8341, 11296, 11409, 2353, 2240, 12310, 2437, 3034, 32, 7691, 7157, 10160, 10223, 2150, 2087, 1339, 194, 0, 2, 940, 1184, 1136, 1186, 203, 153, -64, -47, 161, -1, -186, -244, -234, -84, 170, 20, 100.0, 19.1, 22.1, 0.4, 63.2, 61.1, 82.8, 83.6, 17.2, 16.4, 100.0, 19.8, 24.6, 0.3, 62.5, 58.1, 82.5, 83.0, 17.5, 17.0, 100.0, 14.5, 0.0, 0.1, 70.2, 88.4, 84.8, 88.6, 15.2, 11.4, 42, 11, 14, 3, 16, 7, 28, 23, 42, 10, 15, 1, 15, 5, 26, 20, 17, 6, 0, 1, 9, 6, 15, 7, 36.5, 66.3, 55.8, 75.1, 36.5, 65.6, 54.1, 72.6, 36.6, 65.2, 55.8, 74.9, 36.6, 64.7, 53.0, 72.6, 64.5, 87.8, 78.5, 88.6, 60.9, 81.9, 72.7, 81.9,"(CONTRACTS OF 5,000 BUSHELS)" ,"004603" ,"CBT" ,"004" "SOYBEANS - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,005602 ,CBT ,00 ,005 , 500592, 125659, 70271, 78960, 253597, 272593, 458216, 421824, 42376, 78768, 407241, 102565, 70777, 59036, 211344, 217907, 372945, 347720, 34296, 59521, 93351, 39083, 15483, 3935, 42253, 54686, 85271, 74104, 8080, 19247, 22288, 4547, 1401, 2055, 15189, 15508, 21791, 18964, 497, 3324, 100.0, 25.1, 14.0, 15.8, 50.7, 54.5, 91.5, 84.3, 8.5, 15.7, 100.0, 25.2, 17.4, 14.5, 51.9, 53.5, 91.6, 85.4, 8.4, 14.6, 100.0, 41.9, 16.6, 4.2, 45.3, 58.6, 91.3, 79.4, 8.7, 20.6, 440, 133, 114, 148, 111, 143, 327, 354, 428, 122, 122, 122, 105, 127, 300, 323, 258, 67, 57, 33, 56, 109, 144, 181, 15.6, 16.7, 25.3, 25.4, 13.8, 13.5, 22.8, 20.5, 18.4, 17.3, 28.1, 25.7, 16.6, 15.3, 26.2, 22.7, 31.2, 26.5, 45.7, 40.4, 24.8, 23.0, 37.5, 32.9,"(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 , 326264, 70939, 85587, 41717, 186960, 166605, 299616, 293909, 26648, 32355, 286672, 70746, 88680, 31234, 162589, 136508, 264569, 256422, 22103, 30250, 39592, 7790, 4504, 2886, 24371, 30097, 35047, 37487, 4545, 2105, 10939, 2576, 5780, 3743, 5188, -802, 11507, 8721, -568, 2218, 100.0, 21.7, 26.2, 12.8, 57.3, 51.1, 91.8, 90.1, 8.2, 9.9, 100.0, 24.7, 30.9, 10.9, 56.7, 47.6, 92.3, 89.4, 7.7, 10.6, 100.0, 19.7, 11.4, 7.3, 61.6, 76.0, 88.5, 94.7, 11.5, 5.3, 264, 69, 82, 83, 69, 61, 192, 198, 260, 69, 89, 74, 65, 60, 180, 193, 88, 27, 13, 13, 36, 26, 68, 47, 17.4, 20.8, 28.6, 31.9, 14.0, 16.6, 23.2, 26.7, 19.5, 20.5, 31.5, 31.1, 18.0, 17.5, 28.0, 27.6, 31.4, 51.1, 48.2, 69.4, 29.8, 50.5, 43.1, 63.7,"(CONTRACTS OF 60,000 POUNDS)" ,"007601" ,"CBT" ,"007" "U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE" ,120131 ,2012-01-31,020601 ,CBT ,00 ,020 , 619808, 75726, 92907, 5117, 396615, 380098, 477458, 478122, 142350, 141686, 619808, 75726, 92907, 5117, 396615, 380098, 477458, 478122, 142350, 141686, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -4888, 3641, -20759, 808, -15267, 5405, -10818, -14546, 5930, 9658, 100.0, 12.2, 15.0, 0.8, 64.0, 61.3, 77.0, 77.1, 23.0, 22.9, 100.0, 12.2, 15.0, 0.8, 64.0, 61.3, 77.0, 77.1, 23.0, 22.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 157, 30, 30, 19, 71, 68, 115, 103, 157, 30, 30, 19, 71, 68, 115, 103, 0, 0, 0, 0, 0, 0, 0, 0, 22.8, 25.7, 34.6, 38.4, 21.9, 22.4, 28.0, 32.9, 22.8, 25.7, 34.6, 38.4, 21.9, 22.4, 28.0, 32.9, 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 , 378456, 45786, 31297, 935, 269913, 294728, 316634, 326960, 61822, 51496, 378456, 45786, 31297, 935, 269913, 294728, 316634, 326960, 61822, 51496, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 6139, -12234, -1971, 472, 16217, 3509, 4455, 2010, 1684, 4129, 100.0, 12.1, 8.3, 0.2, 71.3, 77.9, 83.7, 86.4, 16.3, 13.6, 100.0, 12.1, 8.3, 0.2, 71.3, 77.9, 83.7, 86.4, 16.3, 13.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 66, 5, 7, 3, 40, 36, 47, 44, 66, 5, 7, 3, 40, 36, 47, 44, 0, 0, 0, 0, 0, 0, 0, 0, 26.5, 49.6, 45.8, 64.3, 23.6, 49.5, 40.9, 64.2, 26.5, 49.6, 45.8, 64.3, 23.6, 49.5, 40.9, 64.2, 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 , 274900, 51697, 29788, 30755, 148784, 192826, 231236, 253369, 43664, 21531, 274900, 51697, 29788, 30755, 148784, 192826, 231236, 253369, 43664, 21531, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -3628, -636, -3671, 797, -374, 2486, -213, -388, -3415, -3240, 100.0, 18.8, 10.8, 11.2, 54.1, 70.1, 84.1, 92.2, 15.9, 7.8, 100.0, 18.8, 10.8, 11.2, 54.1, 70.1, 84.1, 92.2, 15.9, 7.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 159, 45, 22, 36, 70, 81, 132, 124, 159, 45, 22, 36, 70, 81, 132, 124, 0, 0, 0, 0, 0, 0, 0, 0, 16.7, 24.8, 26.1, 36.1, 9.5, 13.9, 17.1, 20.1, 16.7, 24.8, 26.1, 36.1, 9.5, 13.9, 17.1, 20.1, 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" "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 , 1203330, 267414, 394317, 420114, 447334, 342918, 1134862, 1157349, 68468, 45981, 1203330, 267414, 394317, 420114, 447334, 342918, 1134862, 1157349, 68468, 45981, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 50790, 20563, 6270, 16249, 18900, 32696, 55712, 55215, -4922, -4425, 100.0, 22.2, 32.8, 34.9, 37.2, 28.5, 94.3, 96.2, 5.7, 3.8, 100.0, 22.2, 32.8, 34.9, 37.2, 28.5, 94.3, 96.2, 5.7, 3.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 328, 103, 130, 134, 76, 69, 264, 261, 328, 103, 130, 134, 76, 69, 264, 261, 0, 0, 0, 0, 0, 0, 0, 0, 19.7, 24.6, 32.7, 37.6, 12.7, 17.2, 21.3, 22.8, 19.7, 24.6, 32.7, 37.6, 12.7, 17.2, 21.3, 22.8, 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" "HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,023A55 ,NYME ,01 ,023 , 87863, 13242, 11679, 21146, 51918, 54643, 86306, 87468, 1557, 395, 87863, 13242, 11679, 21146, 51918, 54643, 86306, 87468, 1557, 395, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 29528, -944, -322, 3804, 26694, 26298, 29554, 29780, -26, -252, 100.0, 15.1, 13.3, 24.1, 59.1, 62.2, 98.2, 99.6, 1.8, 0.4, 100.0, 15.1, 13.3, 24.1, 59.1, 62.2, 98.2, 99.6, 1.8, 0.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 5, 7, 11, 9, 8, 20, 20, 21, 5, 7, 11, 9, 8, 20, 20, 0, 0, 0, 0, 0, 0, 0, 0, 75.7, 77.0, 89.7, 92.8, 15.0, 14.7, 16.2, 17.4, 75.7, 77.0, 89.7, 92.8, 15.0, 14.7, 16.2, 17.4, 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" "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 , 12928, 357, 601, 325, 11922, 11777, 12604, 12703, 324, 225, 12928, 357, 601, 325, 11922, 11777, 12604, 12703, 324, 225, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 647, 56, 94, -1, 657, 500, 712, 593, -65, 54, 100.0, 2.8, 4.6, 2.5, 92.2, 91.1, 97.5, 98.3, 2.5, 1.7, 100.0, 2.8, 4.6, 2.5, 92.2, 91.1, 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, 35, 38, 42, 44, 55, 4, 4, 5, 35, 38, 42, 44, 0, 0, 0, 0, 0, 0, 0, 0, 35.7, 32.8, 53.4, 54.0, 20.7, 26.6, 32.3, 38.5, 35.7, 32.8, 53.4, 54.0, 20.7, 26.6, 32.3, 38.5, 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 , 202350, 33374, 41399, 26757, 113768, 108972, 173899, 177128, 28451, 25222, 167106, 29493, 45359, 14265, 99931, 85118, 143689, 144742, 23417, 22364, 35244, 9301, 1460, 7072, 13837, 23854, 30210, 32386, 5034, 2858, 382, 1362, -1140, 2509, -1769, -729, 2102, 640, -1720, -258, 100.0, 16.5, 20.5, 13.2, 56.2, 53.9, 85.9, 87.5, 14.1, 12.5, 100.0, 17.6, 27.1, 8.5, 59.8, 50.9, 86.0, 86.6, 14.0, 13.4, 100.0, 26.4, 4.1, 20.1, 39.3, 67.7, 85.7, 91.9, 14.3, 8.1, 188, 41, 45, 51, 72, 65, 144, 148, 187, 40, 55, 44, 71, 64, 140, 142, 87, 28, 8, 15, 38, 28, 67, 50, 20.5, 25.1, 30.5, 35.0, 14.6, 18.3, 20.6, 24.8, 22.4, 24.5, 32.2, 33.9, 17.7, 18.3, 24.2, 26.1, 37.2, 42.9, 52.5, 59.8, 31.4, 37.2, 39.6, 47.9,"(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 , 172686, 48651, 24657, 18014, 91284, 116377, 157949, 159048, 14737, 13638, 152523, 43419, 23856, 16053, 80740, 100031, 140212, 139940, 12311, 12583, 20163, 7006, 2575, 187, 10544, 16346, 17737, 19108, 2426, 1055, 7678, -937, -714, -923, 9780, 8633, 7920, 6996, -242, 682, 100.0, 28.2, 14.3, 10.4, 52.9, 67.4, 91.5, 92.1, 8.5, 7.9, 100.0, 28.5, 15.6, 10.5, 52.9, 65.6, 91.9, 91.8, 8.1, 8.2, 100.0, 34.7, 12.8, 0.9, 52.3, 81.1, 88.0, 94.8, 12.0, 5.2, 240, 77, 75, 79, 55, 66, 181, 181, 240, 76, 77, 68, 53, 62, 175, 170, 104, 23, 27, 6, 27, 36, 53, 66, 22.7, 27.1, 35.1, 36.4, 18.3, 19.6, 27.7, 26.6, 23.9, 27.4, 37.0, 36.7, 20.0, 19.0, 29.6, 25.9, 35.2, 49.5, 59.6, 62.2, 34.5, 49.5, 58.9, 61.5,"(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 , 84297, 173, 646, 3270, 71697, 70344, 75140, 74260, 9157, 10037, 84297, 173, 646, 3270, 71697, 70344, 75140, 74260, 9157, 10037, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -199, -60, 55, -3, -136, -251, -199, -199, 0, 0, 100.0, 0.2, 0.8, 3.9, 85.1, 83.4, 89.1, 88.1, 10.9, 11.9, 100.0, 0.2, 0.8, 3.9, 85.1, 83.4, 89.1, 88.1, 10.9, 11.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 1, 2, 3, 16, 17, 19, 20, 25, 1, 2, 3, 16, 17, 19, 20, 0, 0, 0, 0, 0, 0, 0, 0, 44.1, 40.3, 67.1, 64.9, 32.3, 35.6, 52.7, 56.3, 44.1, 40.3, 67.1, 64.9, 32.3, 35.6, 52.7, 56.3, 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 , 14940, 3197, 6153, 912, 8156, 5911, 12265, 12976, 2675, 1964, 14604, 3229, 6172, 850, 8009, 5633, 12088, 12655, 2516, 1949, 336, 27, 40, 3, 147, 278, 177, 321, 159, 15, 755, 210, 512, 263, 283, -90, 756, 685, -1, 70, 100.0, 21.4, 41.2, 6.1, 54.6, 39.6, 82.1, 86.9, 17.9, 13.1, 100.0, 22.1, 42.3, 5.8, 54.8, 38.6, 82.8, 86.7, 17.2, 13.3, 100.0, 8.0, 11.9, 0.9, 43.8, 82.7, 52.7, 95.5, 47.3, 4.5, 81, 23, 25, 11, 20, 16, 49, 50, 81, 23, 26, 11, 18, 15, 47, 49, 15, 3, 2, 2, 3, 7, 7, 10, 34.4, 26.6, 48.3, 42.4, 34.4, 23.9, 48.3, 38.9, 35.2, 25.7, 49.4, 41.8, 35.2, 23.4, 49.4, 39.0, 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 , 26164, 15136, 2042, 396, 6959, 22354, 22491, 24792, 3673, 1372, 26155, 15136, 2042, 396, 6956, 22345, 22488, 24783, 3667, 1372, 9, 0, 0, 0, 3, 9, 3, 9, 6, 0, -294, 150, 324, -95, -503, -110, -448, 119, 154, -413, 100.0, 57.9, 7.8, 1.5, 26.6, 85.4, 86.0, 94.8, 14.0, 5.2, 100.0, 57.9, 7.8, 1.5, 26.6, 85.4, 86.0, 94.8, 14.0, 5.2, 100.0, 0.0, 0.0, 0.0, 33.3, 100.0, 33.3, 100.0, 66.7, 0.0, 101, 51, 18, 10, 23, 19, 80, 41, 101, 51, 18, 10, 23, 19, 80, 41, 2, 0, 0, 0, 1, 1, 1, 1, 25.1, 68.8, 35.7, 80.7, 25.1, 66.2, 35.7, 78.1, 25.1, 68.8, 35.7, 80.7, 25.1, 66.2, 35.7, 78.1, 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 , 934666, 325551, 125394, 8218, 477158, 703566, 810927, 837178, 123739, 97488, 934666, 325551, 125394, 8218, 477158, 703566, 810927, 837178, 123739, 97488, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 89406, 29877, -11792, 1252, 56875, 103372, 88004, 92832, 1402, -3426, 100.0, 34.8, 13.4, 0.9, 51.1, 75.3, 86.8, 89.6, 13.2, 10.4, 100.0, 34.8, 13.4, 0.9, 51.1, 75.3, 86.8, 89.6, 13.2, 10.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 225, 53, 39, 17, 87, 101, 148, 149, 225, 53, 39, 17, 87, 101, 148, 149, 0, 0, 0, 0, 0, 0, 0, 0, 20.3, 31.6, 34.0, 39.9, 19.0, 30.0, 32.2, 37.0, 20.3, 31.6, 34.0, 39.9, 19.0, 30.0, 32.2, 37.0, 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 , 1763911, 217317, 246900, 26228, 1241347, 1157380, 1484892, 1430508, 279019, 333403, 1763911, 217317, 246900, 26228, 1241347, 1157380, 1484892, 1430508, 279019, 333403, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 55506, -3714, -18008, 7823, 29030, 83508, 33139, 73323, 22367, -17817, 100.0, 12.3, 14.0, 1.5, 70.4, 65.6, 84.2, 81.1, 15.8, 18.9, 100.0, 12.3, 14.0, 1.5, 70.4, 65.6, 84.2, 81.1, 15.8, 18.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 261, 40, 56, 37, 112, 127, 171, 201, 261, 40, 56, 37, 112, 127, 171, 201, 0, 0, 0, 0, 0, 0, 0, 0, 30.9, 25.2, 40.4, 34.4, 30.3, 20.8, 37.8, 29.2, 30.9, 25.2, 40.4, 34.4, 30.3, 20.8, 37.8, 29.2, 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 , 1477558, 456111, 153226, 10398, 775997, 1098168, 1242506, 1261792, 235052, 215766, 1477558, 456111, 153226, 10398, 775997, 1098168, 1242506, 1261792, 235052, 215766, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 31082, 47746, 1563, -8569, -22469, 45898, 16708, 38892, 14374, -7810, 100.0, 30.9, 10.4, 0.7, 52.5, 74.3, 84.1, 85.4, 15.9, 14.6, 100.0, 30.9, 10.4, 0.7, 52.5, 74.3, 84.1, 85.4, 15.9, 14.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 200, 41, 33, 23, 71, 105, 124, 149, 200, 41, 33, 23, 71, 105, 124, 149, 0, 0, 0, 0, 0, 0, 0, 0, 40.7, 25.7, 49.0, 35.4, 38.3, 24.6, 45.4, 32.5, 40.7, 25.7, 49.0, 35.4, 38.3, 24.6, 45.4, 32.5, 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 , 548721, 85735, 67556, 73028, 352132, 370106, 510895, 510690, 37826, 38031, 548721, 85735, 67556, 73028, 352132, 370106, 510895, 510690, 37826, 38031, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 18492, 4631, 7836, -769, 18191, 12509, 22053, 19576, -3561, -1084, 100.0, 15.6, 12.3, 13.3, 64.2, 67.4, 93.1, 93.1, 6.9, 6.9, 100.0, 15.6, 12.3, 13.3, 64.2, 67.4, 93.1, 93.1, 6.9, 6.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 87, 24, 11, 22, 43, 45, 72, 75, 87, 24, 11, 22, 43, 45, 72, 75, 0, 0, 0, 0, 0, 0, 0, 0, 44.0, 38.6, 54.4, 57.5, 31.6, 27.6, 36.6, 39.5, 44.0, 38.6, 54.4, 57.5, 31.6, 27.6, 36.6, 39.5, 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 , 4923, 478, 203, 9, 3753, 4120, 4240, 4332, 683, 591, 4923, 478, 203, 9, 3753, 4120, 4240, 4332, 683, 591, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 482, 163, 54, -15, 315, 389, 463, 428, 19, 54, 100.0, 9.7, 4.1, 0.2, 76.2, 83.7, 86.1, 88.0, 13.9, 12.0, 100.0, 9.7, 4.1, 0.2, 76.2, 83.7, 86.1, 88.0, 13.9, 12.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 3, 3, 2, 14, 11, 19, 14, 24, 3, 3, 2, 14, 11, 19, 14, 0, 0, 0, 0, 0, 0, 0, 0, 55.8, 68.0, 73.6, 81.3, 55.8, 64.7, 71.9, 76.6, 55.8, 68.0, 73.6, 81.3, 55.8, 64.7, 71.9, 76.6, 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 , 34643, 6305, 8370, 1191, 22348, 19357, 29844, 28918, 4799, 5725, 34643, 6305, 8370, 1191, 22348, 19357, 29844, 28918, 4799, 5725, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1557, 121, 667, 38, 1308, 735, 1467, 1440, 90, 117, 100.0, 18.2, 24.2, 3.4, 64.5, 55.9, 86.1, 83.5, 13.9, 16.5, 100.0, 18.2, 24.2, 3.4, 64.5, 55.9, 86.1, 83.5, 13.9, 16.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 75, 11, 22, 11, 24, 24, 42, 50, 75, 11, 22, 11, 24, 24, 42, 50, 0, 0, 0, 0, 0, 0, 0, 0, 51.6, 32.7, 64.5, 48.3, 49.6, 31.7, 62.4, 46.5, 51.6, 32.7, 64.5, 48.3, 49.6, 31.7, 62.4, 46.5, 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 , 248543, 78279, 60052, 40585, 102832, 113616, 221696, 214253, 26847, 34290, 234782, 75248, 61205, 35345, 100579, 106266, 211172, 202816, 23610, 31966, 13761, 6331, 2147, 1940, 2253, 7350, 10524, 11437, 3237, 2324, -1396, -280, -815, 2752, -2138, -3554, 334, -1617, -1730, 221, 100.0, 31.5, 24.2, 16.3, 41.4, 45.7, 89.2, 86.2, 10.8, 13.8, 100.0, 32.1, 26.1, 15.1, 42.8, 45.3, 89.9, 86.4, 10.1, 13.6, 100.0, 46.0, 15.6, 14.1, 16.4, 53.4, 76.5, 83.1, 23.5, 16.9, 276, 89, 81, 96, 47, 70, 198, 207, 274, 81, 97, 93, 44, 69, 192, 205, 87, 29, 14, 8, 19, 31, 51, 51, 18.9, 18.8, 33.0, 26.3, 18.0, 18.6, 29.8, 25.2, 19.5, 19.5, 33.9, 27.2, 19.2, 19.2, 31.6, 26.1, 34.7, 31.8, 51.1, 48.9, 31.0, 26.4, 43.2, 41.2,"(CONTRACTS OF 40,000 POUNDS)" ,"054642" ,"CME" ,"054" "LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE" ,120131 ,2012-01-31,057642 ,CME ,00 ,057 , 339209, 123790, 68943, 42383, 144362, 164943, 310535, 276269, 28674, 62940, 339209, 123790, 68943, 42383, 144362, 164943, 310535, 276269, 28674, 62940, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3592, 8271, 458, -3947, 126, 6020, 4450, 2531, -858, 1061, 100.0, 36.5, 20.3, 12.5, 42.6, 48.6, 91.5, 81.4, 8.5, 18.6, 100.0, 36.5, 20.3, 12.5, 42.6, 48.6, 91.5, 81.4, 8.5, 18.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 421, 130, 97, 115, 84, 162, 282, 321, 421, 130, 97, 115, 84, 162, 282, 321, 0, 0, 0, 0, 0, 0, 0, 0, 20.7, 12.3, 34.1, 19.3, 19.9, 11.9, 32.3, 18.3, 20.7, 12.3, 34.1, 19.3, 19.9, 11.9, 32.3, 18.3, 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 , 10079, 3781, 4989, 1608, 2727, 1963, 8116, 8560, 1963, 1519, 10079, 3781, 4989, 1608, 2727, 1963, 8116, 8560, 1963, 1519, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 436, -178, 193, 399, 110, 61, 331, 653, 105, -217, 100.0, 37.5, 49.5, 16.0, 27.1, 19.5, 80.5, 84.9, 19.5, 15.1, 100.0, 37.5, 49.5, 16.0, 27.1, 19.5, 80.5, 84.9, 19.5, 15.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 87, 30, 26, 20, 17, 17, 60, 59, 87, 30, 26, 20, 17, 17, 60, 59, 0, 0, 0, 0, 0, 0, 0, 0, 33.8, 27.4, 47.8, 42.3, 33.8, 26.4, 43.5, 39.7, 33.8, 27.4, 47.8, 42.3, 33.8, 26.4, 43.5, 39.7, 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 , 44705, 21110, 6915, 7754, 8700, 10245, 37564, 24914, 7141, 19791, 44705, 21110, 6915, 7754, 8700, 10245, 37564, 24914, 7141, 19791, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1401, 579, -185, 1009, -44, 549, 1544, 1373, -143, 28, 100.0, 47.2, 15.5, 17.3, 19.5, 22.9, 84.0, 55.7, 16.0, 44.3, 100.0, 47.2, 15.5, 17.3, 19.5, 22.9, 84.0, 55.7, 16.0, 44.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 188, 64, 39, 43, 31, 61, 124, 125, 188, 64, 39, 43, 31, 61, 124, 125, 0, 0, 0, 0, 0, 0, 0, 0, 13.5, 8.7, 23.7, 15.5, 13.1, 7.9, 22.4, 13.1, 13.5, 8.7, 23.7, 15.5, 13.1, 7.9, 22.4, 13.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 50,000 POUNDS)" ,"061641" ,"CME" ,"061" "PJM WH REAL TIME PEAK OTC - ICE OTC" ,120131 ,2012-01-31,064363 ,ICE ,01 ,064 , 189574, 50060, 1504, 20117, 117888, 167019, 188065, 188640, 1509, 934, 189574, 50060, 1504, 20117, 117888, 167019, 188065, 188640, 1509, 934, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1625, 472, -258, 805, 1609, 1907, 2886, 2454, -1261, -829, 100.0, 26.4, 0.8, 10.6, 62.2, 88.1, 99.2, 99.5, 0.8, 0.5, 100.0, 26.4, 0.8, 10.6, 62.2, 88.1, 99.2, 99.5, 0.8, 0.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 78, 15, 3, 14, 53, 52, 71, 66, 78, 15, 3, 14, 53, 52, 71, 66, 0, 0, 0, 0, 0, 0, 0, 0, 35.7, 43.9, 53.7, 63.3, 26.7, 40.5, 39.6, 50.9, 35.7, 43.9, 53.7, 63.3, 26.7, 40.5, 39.6, 50.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 800 MWh)" ,"064363" ,"ICE" ,"064" "MID-C FINANCIAL PEAK OTC - ICE OTC" ,120131 ,2012-01-31,064391 ,ICE ,01 ,064 , 76962, 265, 606, 1187, 75485, 75169, 76937, 76962, 25, 0, 76962, 265, 606, 1187, 75485, 75169, 76937, 76962, 25, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1962, 46, -79, -79, 2071, 2221, 2038, 2063, -76, -101, 100.0, 0.3, 0.8, 1.5, 98.1, 97.7, 100.0, 100.0, 0.0, 0.0, 100.0, 0.3, 0.8, 1.5, 98.1, 97.7, 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, 44, 4, 3, 4, 33, 28, 39, 33, 44, 4, 3, 4, 33, 28, 39, 33, 0, 0, 0, 0, 0, 0, 0, 0, 51.1, 52.9, 78.7, 74.0, 41.8, 39.1, 52.0, 50.3, 51.1, 52.9, 78.7, 74.0, 41.8, 39.1, 52.0, 50.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 400 MWh)" ,"064391" ,"ICE" ,"064" "MID-C FINANCIAL OFF-PEAK OTC - ICE OTC" ,120131 ,2012-01-31,064392 ,ICE ,01 ,064 , 726248, 9170, 296, 4284, 712794, 721668, 726248, 726248, 0, 0, 726248, 9170, 296, 4284, 712794, 721668, 726248, 726248, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 9421, -325, 0, -1470, 15367, 15042, 13572, 13572, -4151, -4151, 100.0, 1.3, 0.0, 0.6, 98.1, 99.4, 100.0, 100.0, 0.0, 0.0, 100.0, 1.3, 0.0, 0.6, 98.1, 99.4, 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, 5, 1, 3, 30, 30, 35, 34, 39, 5, 1, 3, 30, 30, 35, 34, 0, 0, 0, 0, 0, 0, 0, 0, 48.6, 57.6, 71.4, 78.4, 33.9, 40.9, 42.0, 46.4, 48.6, 57.6, 71.4, 78.4, 33.9, 40.9, 42.0, 46.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 25 MWh)" ,"064392" ,"ICE" ,"064" "PJM WH OFF PEAK REAL TIME OTC - ICE OTC" ,120131 ,2012-01-31,064394 ,ICE ,01 ,064 , 1667536, 122069, 22955, 111821, 1432902, 1532040, 1666792, 1666816, 744, 720, 1667536, 122069, 22955, 111821, 1432902, 1532040, 1666792, 1666816, 744, 720, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 20775, 3698, -6680, 736, 15981, 26359, 20415, 20415, 360, 360, 100.0, 7.3, 1.4, 6.7, 85.9, 91.9, 100.0, 100.0, 0.0, 0.0, 100.0, 7.3, 1.4, 6.7, 85.9, 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, 61, 9, 4, 7, 42, 38, 53, 47, 61, 9, 4, 7, 42, 38, 53, 47, 0, 0, 0, 0, 0, 0, 0, 0, 36.2, 48.0, 55.9, 68.7, 22.9, 43.3, 38.1, 50.8, 36.2, 48.0, 55.9, 68.7, 22.9, 43.3, 38.1, 50.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 50 Megawatt Hours)" ,"064394" ,"ICE" ,"064" "SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC" ,120131 ,2012-01-31,064395 ,ICE ,01 ,064 , 117277, 1530, 894, 1545, 114176, 114812, 117251, 117251, 26, 26, 117277, 1530, 894, 1545, 114176, 114812, 117251, 117251, 26, 26, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 399, 42, -134, -6, 385, 561, 421, 421, -22, -22, 100.0, 1.3, 0.8, 1.3, 97.4, 97.9, 100.0, 100.0, 0.0, 0.0, 100.0, 1.3, 0.8, 1.3, 97.4, 97.9, 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, 49, 4, 4, 4, 34, 34, 39, 41, 49, 4, 4, 4, 34, 34, 39, 41, 0, 0, 0, 0, 0, 0, 0, 0, 51.3, 42.4, 69.3, 66.4, 38.6, 30.3, 44.7, 39.6, 51.3, 42.4, 69.3, 66.4, 38.6, 30.3, 44.7, 39.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 400 Megawatt Hours)" ,"064395" ,"ICE" ,"064" "SP15 FIN DA LPM OFF PEAK OTC - ICE OTC" ,120131 ,2012-01-31,064396 ,ICE ,01 ,064 , 688856, 623, 414, 17625, 670608, 670817, 688856, 688856, 0, 0, 688856, 623, 414, 17625, 670608, 670817, 688856, 688856, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 281, 296, 64, -24, 9, 241, 281, 281, 0, 0, 100.0, 0.1, 0.1, 2.6, 97.4, 97.4, 100.0, 100.0, 0.0, 0.0, 100.0, 0.1, 0.1, 2.6, 97.4, 97.4, 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, 2, 2, 3, 22, 26, 26, 30, 37, 2, 2, 3, 22, 26, 26, 30, 0, 0, 0, 0, 0, 0, 0, 0, 57.7, 59.2, 83.7, 78.8, 42.3, 40.8, 54.1, 51.8, 57.7, 59.2, 83.7, 78.8, 42.3, 40.8, 54.1, 51.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(Contracts of 25 Megawatt Hours)" ,"064396" ,"ICE" ,"064" "PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,064657 ,NYME ,01 ,064 , 72371, 23622, 2180, 2120, 44372, 66841, 70114, 71141, 2257, 1230, 72371, 23622, 2180, 2120, 44372, 66841, 70114, 71141, 2257, 1230, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1039, -1900, -60, 172, 631, -1142, -1097, -1030, 58, -9, 100.0, 32.6, 3.0, 2.9, 61.3, 92.4, 96.9, 98.3, 3.1, 1.7, 100.0, 32.6, 3.0, 2.9, 61.3, 92.4, 96.9, 98.3, 3.1, 1.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 41, 5, 2, 3, 31, 27, 36, 32, 41, 5, 2, 3, 31, 27, 36, 32, 0, 0, 0, 0, 0, 0, 0, 0, 51.7, 61.6, 69.9, 80.6, 47.4, 48.2, 59.7, 66.8, 51.7, 61.6, 69.9, 80.6, 47.4, 48.2, 59.7, 66.8, 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 , 16834, 28, 688, 1786, 13878, 13774, 15692, 16248, 1142, 586, 16834, 28, 688, 1786, 13878, 13774, 15692, 16248, 1142, 586, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 219, -10, 30, -24, 255, 195, 221, 201, -2, 18, 100.0, 0.2, 4.1, 10.6, 82.4, 81.8, 93.2, 96.5, 6.8, 3.5, 100.0, 0.2, 4.1, 10.6, 82.4, 81.8, 93.2, 96.5, 6.8, 3.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 32, 1, 3, 3, 21, 22, 24, 26, 32, 1, 3, 3, 21, 22, 24, 26, 0, 0, 0, 0, 0, 0, 0, 0, 50.3, 43.9, 70.9, 63.4, 47.9, 37.6, 58.3, 50.9, 50.3, 43.9, 70.9, 63.4, 47.9, 37.6, 58.3, 50.9, 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 , 12875, 3636, 1374, 194, 8247, 11003, 12077, 12571, 798, 304, 12875, 3636, 1374, 194, 8247, 11003, 12077, 12571, 798, 304, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -321, 102, 0, -10, -621, -415, -529, -425, 208, 104, 100.0, 28.2, 10.7, 1.5, 64.1, 85.5, 93.8, 97.6, 6.2, 2.4, 100.0, 28.2, 10.7, 1.5, 64.1, 85.5, 93.8, 97.6, 6.2, 2.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 1, 2, 2, 16, 16, 19, 18, 24, 1, 2, 2, 16, 16, 19, 18, 0, 0, 0, 0, 0, 0, 0, 0, 55.9, 42.8, 76.7, 66.6, 52.2, 31.0, 59.5, 50.3, 55.9, 42.8, 76.7, 66.6, 52.2, 31.0, 59.5, 50.3, 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 , 16314, 765, 63, 0, 14527, 15996, 15292, 16059, 1022, 255, 16314, 765, 63, 0, 14527, 15996, 15292, 16059, 1022, 255, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 100.0, 4.7, 0.4, 0.0, 89.0, 98.1, 93.7, 98.4, 6.3, 1.6, 100.0, 4.7, 0.4, 0.0, 89.0, 98.1, 93.7, 98.4, 6.3, 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, 13, 15, 14, 16, 23, 1, 1, 0, 13, 15, 14, 16, 0, 0, 0, 0, 0, 0, 0, 0, 54.8, 55.0, 75.0, 78.5, 42.7, 51.9, 62.4, 72.2, 54.8, 55.0, 75.0, 78.5, 42.7, 51.9, 62.4, 72.2, 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" "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 , 357369, 52632, 29005, 72728, 211917, 238729, 337277, 340462, 20092, 16907, 357369, 52632, 29005, 72728, 211917, 238729, 337277, 340462, 20092, 16907, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2065, -1395, -2556, 4857, 1173, 2421, 4635, 4722, -6700, -6787, 100.0, 14.7, 8.1, 20.4, 59.3, 66.8, 94.4, 95.3, 5.6, 4.7, 100.0, 14.7, 8.1, 20.4, 59.3, 66.8, 94.4, 95.3, 5.6, 4.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 116, 27, 23, 36, 59, 57, 108, 97, 116, 27, 23, 36, 59, 57, 108, 97, 0, 0, 0, 0, 0, 0, 0, 0, 18.8, 24.0, 33.1, 37.6, 12.5, 15.4, 20.7, 21.7, 18.8, 24.0, 33.1, 37.6, 12.5, 15.4, 20.7, 21.7, 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 , 1399874, 321176, 150477, 421012, 571809, 773269, 1313997, 1344758, 85877, 55116, 1399874, 321176, 150477, 421012, 571809, 773269, 1313997, 1344758, 85877, 55116, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 58064, -1179, 5967, 38077, 22173, 18366, 59071, 62410, -1007, -4346, 100.0, 22.9, 10.7, 30.1, 40.8, 55.2, 93.9, 96.1, 6.1, 3.9, 100.0, 22.9, 10.7, 30.1, 40.8, 55.2, 93.9, 96.1, 6.1, 3.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 317, 120, 78, 147, 89, 92, 285, 255, 317, 120, 78, 147, 89, 92, 285, 255, 0, 0, 0, 0, 0, 0, 0, 0, 19.7, 14.2, 29.3, 23.4, 13.3, 10.7, 18.1, 16.8, 19.7, 14.2, 29.3, 23.4, 13.3, 10.7, 18.1, 16.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"067651" ,"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" "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 , 21638, 5752, 3390, 5550, 7601, 8864, 18903, 17804, 2735, 3834, 21638, 5752, 3390, 5550, 7601, 8864, 18903, 17804, 2735, 3834, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 387, 323, 519, -125, 170, 312, 368, 706, 19, -319, 100.0, 26.6, 15.7, 25.6, 35.1, 41.0, 87.4, 82.3, 12.6, 17.7, 100.0, 26.6, 15.7, 25.6, 35.1, 41.0, 87.4, 82.3, 12.6, 17.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 5, 5, 7, 10, 9, 18, 18, 20, 5, 5, 7, 10, 9, 18, 18, 0, 0, 0, 0, 0, 0, 0, 0, 54.3, 45.2, 71.6, 66.5, 27.8, 21.9, 32.1, 27.8, 54.3, 45.2, 71.6, 66.5, 27.8, 21.9, 32.1, 27.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765T" ,"NYME" ,"067" "COCOA - ICE FUTURES U.S." ,120131 ,2012-01-31,073732 ,ICUS ,01 ,073 , 168576, 28785, 30958, 19448, 109642, 106526, 157875, 156932, 10701, 11644, 142445, 27588, 37714, 12366, 92819, 80954, 132773, 131034, 9672, 11411, 26131, 8065, 112, 214, 16823, 25572, 25102, 25898, 1029, 233, -2943, -2812, -6852, -43, -12, 2605, -2867, -4290, -76, 1347, 100.0, 17.1, 18.4, 11.5, 65.0, 63.2, 93.7, 93.1, 6.3, 6.9, 100.0, 19.4, 26.5, 8.7, 65.2, 56.8, 93.2, 92.0, 6.8, 8.0, 100.0, 30.9, 0.4, 0.8, 64.4, 97.9, 96.1, 99.1, 3.9, 0.9, 160, 38, 56, 48, 51, 48, 118, 128, 160, 35, 60, 45, 49, 45, 114, 124, 59, 14, 3, 5, 31, 26, 46, 33, 29.6, 27.4, 43.9, 43.1, 25.0, 18.5, 33.1, 26.2, 31.4, 27.6, 46.6, 41.6, 29.0, 20.3, 39.4, 30.7, 44.6, 69.2, 61.6, 82.7, 38.6, 68.2, 54.1, 78.8,"(CONTRACTS OF 10 METRIC TONS)" ,"073732" ,"ICUS" ,"073" "PALLADIUM - NEW YORK MERCANTILE EXCHANGE" ,120131 ,2012-01-31,075651 ,NYME ,01 ,075 , 19398, 11559, 2864, 392, 5588, 15146, 17539, 18402, 1859, 996, 19398, 11559, 2864, 392, 5588, 15146, 17539, 18402, 1859, 996, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1299, 843, -181, 148, 210, 1537, 1201, 1504, 98, -205, 100.0, 59.6, 14.8, 2.0, 28.8, 78.1, 90.4, 94.9, 9.6, 5.1, 100.0, 59.6, 14.8, 2.0, 28.8, 78.1, 90.4, 94.9, 9.6, 5.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 134, 57, 25, 9, 25, 34, 89, 66, 134, 57, 25, 9, 25, 34, 89, 66, 0, 0, 0, 0, 0, 0, 0, 0, 39.1, 40.6, 49.1, 57.3, 39.0, 39.7, 49.0, 56.4, 39.1, 40.6, 49.1, 57.3, 39.0, 39.7, 49.0, 56.4, 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 , 45030, 30967, 5991, 240, 7047, 36519, 38254, 42750, 6776, 2280, 45030, 30967, 5991, 240, 7047, 36519, 38254, 42750, 6776, 2280, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 925, 636, -2256, -6, -274, 3516, 356, 1254, 569, -329, 100.0, 68.8, 13.3, 0.5, 15.6, 81.1, 85.0, 94.9, 15.0, 5.1, 100.0, 68.8, 13.3, 0.5, 15.6, 81.1, 85.0, 94.9, 15.0, 5.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 151, 79, 26, 8, 16, 34, 98, 65, 151, 79, 26, 8, 16, 34, 98, 65, 0, 0, 0, 0, 0, 0, 0, 0, 24.5, 38.4, 36.8, 52.9, 24.5, 37.9, 36.8, 52.4, 24.5, 38.4, 36.8, 52.9, 24.5, 37.9, 36.8, 52.4, 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 , 666733, 143389, 62166, 76589, 379773, 452521, 599751, 591276, 66982, 75457, 666733, 143389, 62166, 76589, 379773, 452521, 599751, 591276, 66982, 75457, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 29970, 4462, -1907, 5538, 29261, 25044, 39261, 28675, -9291, 1295, 100.0, 21.5, 9.3, 11.5, 57.0, 67.9, 90.0, 88.7, 10.0, 11.3, 100.0, 21.5, 9.3, 11.5, 57.0, 67.9, 90.0, 88.7, 10.0, 11.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 227, 57, 70, 78, 78, 88, 191, 184, 227, 57, 70, 78, 78, 88, 191, 184, 0, 0, 0, 0, 0, 0, 0, 0, 15.6, 16.1, 28.2, 26.3, 14.4, 12.2, 23.5, 19.5, 15.6, 16.1, 28.2, 26.3, 14.4, 12.2, 23.5, 19.5, 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 , 124356, 33055, 24414, 18336, 65470, 72602, 116861, 115352, 7495, 9004, 115061, 32309, 24293, 17601, 58158, 64464, 108068, 106358, 6993, 8703, 9295, 1247, 622, 234, 7312, 8138, 8793, 8994, 502, 301, 8104, 2408, 2636, 2750, 1903, 1509, 7061, 6895, 1043, 1209, 100.0, 26.6, 19.6, 14.7, 52.6, 58.4, 94.0, 92.8, 6.0, 7.2, 100.0, 28.1, 21.1, 15.3, 50.5, 56.0, 93.9, 92.4, 6.1, 7.6, 100.0, 13.4, 6.7, 2.5, 78.7, 87.6, 94.6, 96.8, 5.4, 3.2, 324, 82, 96, 91, 107, 104, 234, 261, 322, 81, 98, 87, 102, 100, 227, 254, 94, 15, 12, 4, 46, 42, 62, 57, 16.0, 15.2, 28.1, 24.8, 13.0, 9.2, 23.4, 15.8, 14.8, 16.1, 27.3, 25.5, 13.6, 11.1, 24.8, 18.1, 63.0, 61.0, 73.7, 76.7, 62.7, 60.6, 71.3, 75.9,"(CONTRACTS OF 37,500 POUNDS)" ,"083731" ,"ICUS" ,"083" "SILVER - COMMODITY EXCHANGE INC." ,120131 ,2012-01-31,084691 ,CMX ,01 ,084 , 101747, 28465, 9374, 19604, 33693, 62422, 81762, 91400, 19985, 10347, 101747, 28465, 9374, 19604, 33693, 62422, 81762, 91400, 19985, 10347, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1278, 1414, -1560, -916, -1590, 2118, -1092, -358, -186, -920, 100.0, 28.0, 9.2, 19.3, 33.1, 61.4, 80.4, 89.8, 19.6, 10.2, 100.0, 28.0, 9.2, 19.3, 33.1, 61.4, 80.4, 89.8, 19.6, 10.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 154, 70, 30, 40, 37, 44, 125, 99, 154, 70, 30, 40, 37, 44, 125, 99, 0, 0, 0, 0, 0, 0, 0, 0, 19.8, 43.6, 30.7, 52.2, 13.5, 33.4, 21.2, 40.2, 19.8, 43.6, 30.7, 52.2, 13.5, 33.4, 21.2, 40.2, 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 , 151787, 37665, 33482, 23093, 77199, 78424, 137957, 134999, 13830, 16788, 151787, 37665, 33482, 23093, 77199, 78424, 137957, 134999, 13830, 16788, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 9036, 1634, 1974, 659, 6239, 7638, 8532, 10271, 504, -1235, 100.0, 24.8, 22.1, 15.2, 50.9, 51.7, 90.9, 88.9, 9.1, 11.1, 100.0, 24.8, 22.1, 15.2, 50.9, 51.7, 90.9, 88.9, 9.1, 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, 50, 48, 45, 135, 138, 188, 52, 65, 50, 48, 45, 135, 138, 0, 0, 0, 0, 0, 0, 0, 0, 22.5, 31.1, 38.6, 42.3, 22.4, 25.1, 35.8, 33.1, 22.5, 31.1, 38.6, 42.3, 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 , 425133, 197478, 26119, 22607, 147555, 357417, 367640, 406143, 57493, 18990, 425133, 197478, 26119, 22607, 147555, 357417, 367640, 406143, 57493, 18990, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1899, 23999, -5137, -6911, -16493, 13601, 595, 1553, -2494, -3452, 100.0, 46.5, 6.1, 5.3, 34.7, 84.1, 86.5, 95.5, 13.5, 4.5, 100.0, 46.5, 6.1, 5.3, 34.7, 84.1, 86.5, 95.5, 13.5, 4.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 308, 183, 56, 71, 52, 47, 265, 149, 308, 183, 56, 71, 52, 47, 265, 149, 0, 0, 0, 0, 0, 0, 0, 0, 29.5, 49.9, 37.4, 64.3, 15.6, 32.7, 21.4, 44.5, 29.5, 49.9, 37.4, 64.3, 15.6, 32.7, 21.4, 44.5, 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 , 122493, 10151, 534, 3193, 108918, 118579, 122262, 122306, 231, 187, 122493, 10151, 534, 3193, 108918, 118579, 122262, 122306, 231, 187, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1379, 1126, 118, 0, 283, 1284, 1409, 1402, -30, -23, 100.0, 8.3, 0.4, 2.6, 88.9, 96.8, 99.8, 99.8, 0.2, 0.2, 100.0, 8.3, 0.4, 2.6, 88.9, 96.8, 99.8, 99.8, 0.2, 0.2, 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, 15, 19, 18, 23, 4, 2, 1, 15, 15, 19, 18, 0, 0, 0, 0, 0, 0, 0, 0, 77.5, 74.3, 88.7, 89.7, 31.7, 30.8, 38.7, 37.0, 77.5, 74.3, 88.7, 89.7, 31.7, 30.8, 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 , 119270, 30140, 49549, 1703, 54905, 48260, 86748, 99512, 32522, 19758, 119270, 30140, 49549, 1703, 54905, 48260, 86748, 99512, 32522, 19758, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2106, 368, 868, 252, -7, 228, 613, 1348, 1493, 758, 100.0, 25.3, 41.5, 1.4, 46.0, 40.5, 72.7, 83.4, 27.3, 16.6, 100.0, 25.3, 41.5, 1.4, 46.0, 40.5, 72.7, 83.4, 27.3, 16.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 77, 28, 16, 6, 22, 22, 52, 42, 77, 28, 16, 6, 22, 22, 52, 42, 0, 0, 0, 0, 0, 0, 0, 0, 34.7, 57.1, 45.4, 65.8, 33.8, 57.0, 43.9, 64.1, 34.7, 57.1, 45.4, 65.8, 33.8, 57.0, 43.9, 64.1, 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 , 40836, 6477, 17699, 591, 23108, 8173, 30176, 26463, 10660, 14373, 40836, 6477, 17699, 591, 23108, 8173, 30176, 26463, 10660, 14373, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1522, 1305, 13, 429, -1637, 2898, 97, 3340, 1425, -1818, 100.0, 15.9, 43.3, 1.4, 56.6, 20.0, 73.9, 64.8, 26.1, 35.2, 100.0, 15.9, 43.3, 1.4, 56.6, 20.0, 73.9, 64.8, 26.1, 35.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 42, 9, 13, 4, 10, 15, 20, 31, 42, 9, 13, 4, 10, 15, 20, 31, 0, 0, 0, 0, 0, 0, 0, 0, 48.8, 30.9, 65.2, 40.8, 46.9, 30.9, 61.9, 40.8, 48.8, 30.9, 65.2, 40.8, 46.9, 30.9, 61.9, 40.8, 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 , 190849, 23698, 49912, 598, 151492, 111212, 175788, 161722, 15061, 29127, 190849, 23698, 49912, 598, 151492, 111212, 175788, 161722, 15061, 29127, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 809, 7595, 2448, 107, -7289, 494, 413, 3049, 396, -2240, 100.0, 12.4, 26.2, 0.3, 79.4, 58.3, 92.1, 84.7, 7.9, 15.3, 100.0, 12.4, 26.2, 0.3, 79.4, 58.3, 92.1, 84.7, 7.9, 15.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 97, 21, 35, 6, 22, 28, 45, 67, 97, 21, 35, 6, 22, 28, 45, 67, 0, 0, 0, 0, 0, 0, 0, 0, 50.6, 49.2, 73.5, 59.3, 50.6, 48.0, 72.7, 58.1, 50.6, 49.2, 73.5, 59.3, 50.6, 48.0, 72.7, 58.1, 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 , 172967, 81054, 24385, 14, 65159, 118220, 146227, 142619, 26740, 30348, 172967, 81054, 24385, 14, 65159, 118220, 146227, 142619, 26740, 30348, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 20906, 14860, 2558, -30, 385, 17782, 15215, 20310, 5691, 596, 100.0, 46.9, 14.1, 0.0, 37.7, 68.3, 84.5, 82.5, 15.5, 17.5, 100.0, 46.9, 14.1, 0.0, 37.7, 68.3, 84.5, 82.5, 15.5, 17.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 94, 22, 33, 4, 16, 31, 42, 64, 94, 22, 33, 4, 16, 31, 42, 64, 0, 0, 0, 0, 0, 0, 0, 0, 62.7, 42.4, 71.0, 53.9, 62.7, 42.4, 70.6, 53.8, 62.7, 42.4, 71.0, 53.9, 62.7, 42.4, 70.6, 53.8, 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 , 54946, 42962, 4207, 1151, 3302, 47734, 47415, 53092, 7531, 1854, 54946, 42962, 4207, 1151, 3302, 47734, 47415, 53092, 7531, 1854, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -9202, -7885, 283, 23, -1112, -9703, -8974, -9397, -228, 195, 100.0, 78.2, 7.7, 2.1, 6.0, 86.9, 86.3, 96.6, 13.7, 3.4, 100.0, 78.2, 7.7, 2.1, 6.0, 86.9, 86.3, 96.6, 13.7, 3.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 96, 51, 17, 5, 15, 15, 67, 37, 96, 51, 17, 5, 15, 15, 67, 37, 0, 0, 0, 0, 0, 0, 0, 0, 52.2, 86.6, 62.1, 90.0, 51.9, 86.6, 61.3, 89.1, 52.2, 86.6, 62.1, 90.0, 51.9, 86.6, 61.3, 89.1, 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 , 305328, 31906, 189452, 2355, 239127, 55202, 273388, 247009, 31940, 58319, 305328, 31906, 189452, 2355, 239127, 55202, 273388, 247009, 31940, 58319, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -10022, 607, -13194, 408, -9308, 4383, -8293, -8403, -1729, -1619, 100.0, 10.4, 62.0, 0.8, 78.3, 18.1, 89.5, 80.9, 10.5, 19.1, 100.0, 10.4, 62.0, 0.8, 78.3, 18.1, 89.5, 80.9, 10.5, 19.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 181, 25, 78, 14, 46, 50, 82, 131, 181, 25, 78, 14, 46, 50, 82, 131, 0, 0, 0, 0, 0, 0, 0, 0, 49.3, 32.0, 60.9, 40.4, 49.1, 32.0, 60.7, 40.4, 49.3, 32.0, 60.9, 40.4, 49.1, 32.0, 60.7, 40.4, 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 , 325384, 101720, 17848, 34242, 164563, 260911, 300525, 313001, 24859, 12383, 325384, 101720, 17848, 34242, 164563, 260911, 300525, 313001, 24859, 12383, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -12792, 7640, 1451, -3998, -15135, -8502, -11493, -11049, -1299, -1743, 100.0, 31.3, 5.5, 10.5, 50.6, 80.2, 92.4, 96.2, 7.6, 3.8, 100.0, 31.3, 5.5, 10.5, 50.6, 80.2, 92.4, 96.2, 7.6, 3.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 217, 99, 18, 48, 79, 91, 191, 146, 217, 99, 18, 48, 79, 91, 191, 146, 0, 0, 0, 0, 0, 0, 0, 0, 15.2, 21.9, 24.1, 36.1, 8.8, 14.4, 14.1, 22.4, 15.2, 21.9, 24.1, 36.1, 8.8, 14.4, 14.1, 22.4, 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 , 51836, 17444, 4519, 129, 27176, 42562, 44749, 47209, 7087, 4627, 51836, 17444, 4519, 129, 27176, 42562, 44749, 47209, 7087, 4627, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 120, 1151, -39, 31, -637, 652, 545, 644, -426, -525, 100.0, 33.7, 8.7, 0.2, 52.4, 82.1, 86.3, 91.1, 13.7, 8.9, 100.0, 33.7, 8.7, 0.2, 52.4, 82.1, 86.3, 91.1, 13.7, 8.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 90, 30, 13, 4, 24, 29, 57, 43, 90, 30, 13, 4, 24, 29, 57, 43, 0, 0, 0, 0, 0, 0, 0, 0, 35.3, 57.9, 49.8, 69.1, 35.3, 57.9, 49.8, 69.1, 35.3, 57.9, 49.8, 69.1, 35.3, 57.9, 49.8, 69.1, 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 , 103671, 34888, 9037, 258, 54352, 85123, 89498, 94418, 14173, 9253, 103671, 34888, 9037, 258, 54352, 85123, 89498, 94418, 14173, 9253, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 239, 2301, -78, 62, -1273, 1304, 1090, 1288, -851, -1049, 100.0, 33.7, 8.7, 0.2, 52.4, 82.1, 86.3, 91.1, 13.7, 8.9, 100.0, 33.7, 8.7, 0.2, 52.4, 82.1, 86.3, 91.1, 13.7, 8.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 90, 30, 13, 4, 24, 29, 57, 43, 90, 30, 13, 4, 24, 29, 57, 43, 0, 0, 0, 0, 0, 0, 0, 0, 35.3, 57.9, 49.8, 69.1, 35.3, 57.9, 49.8, 69.1, 35.3, 57.9, 49.8, 69.1, 35.3, 57.9, 49.8, 69.1, 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 , 8056074, 771162, 631273, 1530989, 4886758, 4991104, 7188909, 7153366, 867165, 902708, 8056074, 771162, 631273, 1530989, 4886758, 4991104, 7188909, 7153366, 867165, 902708, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 191993, 43518, -48866, 112001, 63372, 168180, 218891, 231315, -26898, -39322, 100.0, 9.6, 7.8, 19.0, 60.7, 62.0, 89.2, 88.8, 10.8, 11.2, 100.0, 9.6, 7.8, 19.0, 60.7, 62.0, 89.2, 88.8, 10.8, 11.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 248, 55, 38, 73, 130, 131, 224, 213, 248, 55, 38, 73, 130, 131, 224, 213, 0, 0, 0, 0, 0, 0, 0, 0, 25.0, 23.5, 38.1, 36.5, 21.2, 16.2, 28.6, 22.2, 25.0, 23.5, 38.1, 36.5, 21.2, 16.2, 28.6, 22.2, 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 , 799299, 76615, 109187, 22303, 572547, 570406, 671465, 701895, 127835, 97404, 799299, 76615, 109187, 22303, 572547, 570406, 671465, 701895, 127835, 97404, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4305, 11787, 3662, -6151, -1323, 11491, 4313, 9001, -8, -4696, 100.0, 9.6, 13.7, 2.8, 71.6, 71.4, 84.0, 87.8, 16.0, 12.2, 100.0, 9.6, 13.7, 2.8, 71.6, 71.4, 84.0, 87.8, 16.0, 12.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 522, 96, 99, 51, 224, 224, 346, 349, 522, 96, 99, 51, 224, 224, 346, 349, 0, 0, 0, 0, 0, 0, 0, 0, 16.2, 12.2, 24.7, 21.4, 14.2, 11.6, 22.1, 19.6, 16.2, 12.2, 24.7, 21.4, 14.2, 11.6, 22.1, 19.6, 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 , 253264, 10528, 22020, 1246, 163386, 192069, 175160, 215335, 78104, 37929, 253264, 10528, 22020, 1246, 163386, 192069, 175160, 215335, 78104, 37929, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -5017, -7380, 2768, 10, -7426, 6763, -14796, 9541, 9779, -14558, 100.0, 4.2, 8.7, 0.5, 64.5, 75.8, 69.2, 85.0, 30.8, 15.0, 100.0, 4.2, 8.7, 0.5, 64.5, 75.8, 69.2, 85.0, 30.8, 15.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 104, 10, 11, 4, 53, 54, 65, 67, 104, 10, 11, 4, 53, 54, 65, 67, 0, 0, 0, 0, 0, 0, 0, 0, 24.5, 27.4, 34.8, 41.2, 23.1, 27.1, 33.2, 41.0, 24.5, 27.4, 34.8, 41.2, 23.1, 27.1, 33.2, 41.0, 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 , 2730177, 379103, 484499, 56618, 2045803, 1891683, 2481524, 2432800, 248653, 297377, 2730177, 379103, 484499, 56618, 2045803, 1891683, 2481524, 2432800, 248653, 297377, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 46611, 64845, -26521, 183, 30517, 23638, 95545, -2700, -48934, 49311, 100.0, 13.9, 17.7, 2.1, 74.9, 69.3, 90.9, 89.1, 9.1, 10.9, 100.0, 13.9, 17.7, 2.1, 74.9, 69.3, 90.9, 89.1, 9.1, 10.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 501, 97, 94, 46, 203, 207, 320, 328, 501, 97, 94, 46, 203, 207, 320, 328, 0, 0, 0, 0, 0, 0, 0, 0, 19.2, 12.4, 28.6, 19.6, 17.7, 11.8, 25.9, 18.6, 19.2, 12.4, 28.6, 19.6, 17.7, 11.8, 25.9, 18.6, 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 , 91933, 25453, 3938, 1070, 56757, 82774, 83280, 87783, 8652, 4150, 91933, 25453, 3938, 1070, 56757, 82774, 83280, 87783, 8652, 4150, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 815, 2745, 46, -2900, 3995, 6213, 3839, 3358, -3025, -2544, 100.0, 27.7, 4.3, 1.2, 61.7, 90.0, 90.6, 95.5, 9.4, 4.5, 100.0, 27.7, 4.3, 1.2, 61.7, 90.0, 90.6, 95.5, 9.4, 4.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 235, 73, 30, 10, 74, 83, 152, 119, 235, 73, 30, 10, 74, 83, 152, 119, 0, 0, 0, 0, 0, 0, 0, 0, 21.5, 31.7, 34.2, 47.5, 21.0, 28.5, 32.9, 42.4, 21.5, 31.7, 34.2, 47.5, 21.0, 28.5, 32.9, 42.4, 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 , 15494, 789, 979, 0, 11604, 13801, 12393, 14780, 3101, 714, 15494, 789, 979, 0, 11604, 13801, 12393, 14780, 3101, 714, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -522, -2971, 123, 0, 2031, 2705, -940, 2828, 418, -3350, 100.0, 5.1, 6.3, 0.0, 74.9, 89.1, 80.0, 95.4, 20.0, 4.6, 100.0, 5.1, 6.3, 0.0, 74.9, 89.1, 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, 71.0, 89.8, 55.9, 63.5, 71.1, 89.8, 55.9, 63.5, 71.0, 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 , 382193, 127264, 18742, 1405, 225767, 344867, 354436, 365014, 27757, 17179, 382193, 127264, 18742, 1405, 225767, 344867, 354436, 365014, 27757, 17179, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 6684, 13723, -15241, 353, 9821, 17540, 23897, 2652, -17213, 4032, 100.0, 33.3, 4.9, 0.4, 59.1, 90.2, 92.7, 95.5, 7.3, 4.5, 100.0, 33.3, 4.9, 0.4, 59.1, 90.2, 92.7, 95.5, 7.3, 4.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 235, 73, 31, 9, 67, 81, 144, 117, 235, 73, 31, 9, 67, 81, 144, 117, 0, 0, 0, 0, 0, 0, 0, 0, 25.2, 32.1, 39.6, 47.5, 25.2, 32.1, 39.6, 47.5, 25.2, 32.1, 39.6, 47.5, 25.2, 32.1, 39.6, 47.5, 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 , 150115, 97471, 19427, 2919, 21327, 109504, 121717, 131850, 28398, 18265, 150115, 97471, 19427, 2919, 21327, 109504, 121717, 131850, 28398, 18265, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 10391, 6528, -2030, 223, 3435, 11140, 10186, 9333, 205, 1058, 100.0, 64.9, 12.9, 1.9, 14.2, 72.9, 81.1, 87.8, 18.9, 12.2, 100.0, 64.9, 12.9, 1.9, 14.2, 72.9, 81.1, 87.8, 18.9, 12.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 93, 36, 20, 5, 16, 28, 56, 49, 93, 36, 20, 5, 16, 28, 56, 49, 0, 0, 0, 0, 0, 0, 0, 0, 51.6, 50.9, 59.8, 62.8, 51.6, 50.5, 59.1, 62.0, 51.6, 50.9, 59.8, 62.8, 51.6, 50.5, 59.1, 62.0, 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 , 401322, 19431, 36631, 4865, 359301, 343271, 383597, 384767, 17725, 16555, 401322, 19431, 36631, 4865, 359301, 343271, 383597, 384767, 17725, 16555, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -7311, -1182, -1904, 1687, -8348, -7653, -7843, -7870, 532, 559, 100.0, 4.8, 9.1, 1.2, 89.5, 85.5, 95.6, 95.9, 4.4, 4.1, 100.0, 4.8, 9.1, 1.2, 89.5, 85.5, 95.6, 95.9, 4.4, 4.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 244, 32, 40, 16, 101, 103, 142, 150, 244, 32, 40, 16, 101, 103, 142, 150, 0, 0, 0, 0, 0, 0, 0, 0, 29.3, 26.7, 44.9, 37.7, 24.8, 24.5, 38.0, 33.3, 29.3, 26.7, 44.9, 37.7, 24.8, 24.5, 38.0, 33.3, 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 , 109600, 9985, 5078, 0, 88524, 100185, 98509, 105263, 11091, 4337, 109600, 9985, 5078, 0, 88524, 100185, 98509, 105263, 11091, 4337, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 460, 614, -525, -321, 252, 1435, 545, 589, -85, -129, 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, 53, 36, 67, 42, 94, 14, 6, 0, 53, 36, 67, 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"