GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,831
COMMITMENTS
     394        0      400   47,802   48,049   48,596   48,449      235      382

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,077)
       0        0      400    1,604    1,604    2,004    2,004       73       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.8     97.9     98.4     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        0        1       43       51       46       52
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,154
COMMITMENTS
       0        0        0   18,027   18,051   18,027   18,051      127      103

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -465)
       0        0        0     -465     -479     -465     -479        0       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.4     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       24       29       24       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,241
COMMITMENTS
     138      533      202    9,953    9,546   10,293   10,281      948      960

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        231)
     -22       50       47      196      -31      221       66       10      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      4.7      1.8     88.5     84.9     91.6     91.5      8.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        2        4       37       40       42       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,134
COMMITMENTS
     433      115      407    5,738    5,910    6,578    6,432      556      702

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        168)
     -45       69       40      206      146      201      255      -33      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      1.6      5.7     80.4     82.8     92.2     90.2      7.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        2        4       45       44       50       50
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,962
COMMITMENTS
     126        0       62    3,457    2,744    3,645    2,806      317    1,156

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:         71)
       0        0        0      209      159      209      159     -138      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      1.6     87.3     69.3     92.0     70.8      8.0     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       21       25       23       26
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,147
COMMITMENTS
     215      528        6    2,222    2,285    2,443    2,819      704      328

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:         52)
      75        0        0       56       52      131       52      -79        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     16.8      0.2     70.6     72.6     77.6     89.6     22.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        1       21       22       25       25
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,854
COMMITMENTS
      40        2       76    1,169    1,502    1,285    1,580      569      274

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        364)
       0      -36       46      322      369      368      379       -4      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.1      4.1     63.1     81.0     69.3     85.2     30.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       17       17       19       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,110
COMMITMENTS
       0        0        0    9,939    9,979    9,939    9,979      171      131

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        830)
       0        0        0      830      830      830      830        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3     98.7     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       17       20       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,178
COMMITMENTS
       0      448      126   28,052   27,604   28,178   28,178        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      3,593)
       0        0        0    3,593    3,593    3,593    3,593        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      0.4     99.6     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        1       29       29       30       31
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      295,744
COMMITMENTS
  47,969   30,389   42,961  162,670  194,924  253,600  268,275   42,144   27,469

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -6,285)
   3,848   -2,882    1,036  -12,502   -2,325   -7,618   -4,171    1,333   -2,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     10.3     14.5     55.0     65.9     85.7     90.7     14.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      41       23       33       68       89      126      132
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,309
COMMITMENTS
     400    1,458      200   15,709   14,401   16,309   16,059        0      250

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,189)
       0     -160       50    2,139    2,199    2,189    2,089        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      8.9      1.2     96.3     88.3    100.0     98.5      0.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       5        3        2       48       43       55       47
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,954
COMMITMENTS
     720        0        0    7,120    7,879    7,840    7,879      114       75

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -1,442)
    -213     -580        0   -1,185     -792   -1,398   -1,372      -44      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      0.0     89.5     99.1     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       20       20       23       20
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,981
COMMITMENTS
       0       52        0    1,977    1,925    1,977    1,977        4        4

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      0.0     99.8     97.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,044,828
COMMITMENTS
 181,767  342,907  379,531  410,089  273,226  971,387  995,664   73,441   49,164

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     19,516)
    -325   -2,429   28,256   -8,460   -6,412   19,470   19,415       46      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     32.8     36.3     39.2     26.2     93.0     95.3      7.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      98      125      140       82       71      260      264
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,933,480
COMMITMENTS
  70,897  130,007  748,725  1109583  1047471  1929205  1926204    4,275    7,276

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     87,997)
   4,237    8,208   52,071   31,607   27,391   87,915   87,670       82      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      6.7     38.7     57.4     54.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      32       28       47       64       59      118      112
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       86,320
COMMITMENTS
  43,670   39,076   28,573   11,941   18,554   84,184   86,204    2,136      117

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,958)
   1,068    1,802      816      -32      460    1,852    3,078    1,106     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.6     45.3     33.1     13.8     21.5     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11       15       16       11       13       31       35
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       51,331
COMMITMENTS
       0    9,010    1,480   46,882   33,372   48,362   43,862    2,969    7,469

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -3,845)
       0     -542     -310   -3,656   -2,397   -3,966   -3,249      121     -596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.6      2.9     91.3     65.0     94.2     85.4      5.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        3       12       15       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       84,635
COMMITMENTS
   1,065      490    2,868   71,545   71,710   75,478   75,068    9,157    9,567

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -5,098)
    -984      317     -346   -3,694   -4,631   -5,024   -4,661      -74     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.6      3.4     84.5     84.7     89.2     88.7     10.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       16       16       19       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,464,494
COMMITMENTS
 475,629  201,634  687,787  1263213  1550302  2426629  2439723   37,865   24,771

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:   -166,180)
  -4,730   -8,493  -45,373 -120,635 -112,912 -170,738 -166,778    4,558      598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      8.2     27.9     51.3     62.9     98.5     99.0      1.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      34       23       46       90       80      145      130
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,097,876
COMMITMENTS
 243,268   82,350  217,682  631,823  794,727  1092773  1094759    5,103    3,117

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -99,922)
 -42,665  -29,797  -20,067  -36,902  -49,873  -99,634  -99,737     -288     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      7.5     19.8     57.5     72.4     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      18       19       29       39       38       72       71
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        8,994
COMMITMENTS
     207      498      181    8,413    8,136    8,801    8,815      193      179

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -5,441)
    -101     -431      -13   -5,415   -5,052   -5,529   -5,496       88       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      5.5      2.0     93.5     90.5     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        5        3       29       30       35       35
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,669
COMMITMENTS
     133       98       59    1,829    2,050    2,021    2,207      648      462

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:         13)
     -30        5        8      -34        6      -56       19       69       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      3.7      2.2     68.5     76.8     75.7     82.7     24.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        2       23       24       27       27
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,957
COMMITMENTS
      47      415       28    1,569    1,242    1,644    1,685      313      272

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        114)
       2        0       28      164      123      194      151      -80      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     21.2      1.4     80.2     63.5     84.0     86.1     16.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        1       27       26       29       29
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      226,663
COMMITMENTS
  17,960    2,174   34,469  171,616  188,403  224,045  225,046    2,618    1,617

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -11,675)
    -265      -94   -1,805   -9,666   -9,670  -11,736  -11,569       61     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      1.0     15.2     75.7     83.1     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        5       31       30       37       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,064
COMMITMENTS
   3,471      740    3,759   25,618   28,958   32,848   33,456    1,216      608

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -254)
     442     -130       15     -494     -272      -37     -387     -217      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      2.2     11.0     75.2     85.0     96.4     98.2      3.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       21       23       24       27
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,447
COMMITMENTS
   3,234    1,103      560    8,752   11,542   12,546   13,204      901      243

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -399)
    -120      -43       14     -267     -408     -373     -438      -26       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      8.2      4.2     65.1     85.8     93.3     98.2      6.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       15       16       18       18
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,739
COMMITMENTS
   1,750    2,450      290   23,419   23,238   25,459   25,978    2,280    1,761

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -1,007)
      96      -10     -112     -937     -863     -953     -985      -54      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      8.8      1.0     84.4     83.8     91.8     93.7      8.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       24       22       27       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,325
COMMITMENTS
   4,890        0      550    4,566    9,183   10,006    9,733    1,319    1,592

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        226)
      20        0      -20      -71      168      -71      148      297       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.2      0.0      4.9     40.3     81.1     88.4     85.9     11.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       15       17       17       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,196
COMMITMENTS
       0    2,352      400   10,586    8,748   10,986   11,500    1,210      696

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -766)
       0      174     -174     -726     -499     -900     -499      134     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.3      3.3     86.8     71.7     90.1     94.3      9.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       18       16       19       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,015
COMMITMENTS
       0        0        0   67,015   67,015   67,015   67,015        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -2,014)
       0        0        0   -1,993   -2,014   -1,993   -2,014      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       15       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,048,143
COMMITMENTS
       0        0        0  1048143  1048143  1048143  1048143        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -36,457)
       0        0        0  -36,457  -36,457  -36,457  -36,457        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       15       17       15
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,190
COMMITMENTS
       0        0        0   32,190   32,190   32,190   32,190        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -3,717)
       0        0        0   -3,717   -3,717   -3,717   -3,717        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       13       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      587,265
COMMITMENTS
       0        0        0  587,265  587,265  587,265  587,265        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -72,216)
       0        0        0  -72,216  -72,216  -72,216  -72,216        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       11       13       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      114,957
COMMITMENTS
       0        0        0  114,702  114,957  114,702  114,957      255        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -8,505)
    -105        0        0   -8,400   -8,505   -8,505   -8,505        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       27       16       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    1,827,134
COMMITMENTS
       0        0        0  1827134  1827134  1827134  1827134        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:   -165,528)
  -4,080        0        0 -161,448 -165,528 -165,528 -165,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       15       25       15       25
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,118
COMMITMENTS
   5,100    4,283    8,187   46,831   47,393   60,118   59,863        0      255

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -2,583)
     336     -231     -336   -2,583   -2,271   -2,583   -2,838        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      7.1     13.6     77.9     78.8    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        3       23       19       27       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,158,190
COMMITMENTS
  37,512   53,035   46,725  1073953  1058430  1158190  1158190        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -64,464)
       0   -6,120        0  -64,464  -58,344  -64,464  -64,464        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      4.6      4.0     92.7     91.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        2       28       20       32       23
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,176
COMMITMENTS
       0      685        0   49,048   48,236   49,048   48,921      128      255

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -2,478)
       0     -105        0   -2,585   -2,373   -2,585   -2,478      107        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.0     99.7     98.1     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       13       16       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,508
COMMITMENTS
   2,550    2,550        0   51,364   51,364   53,914   53,914      594      594

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -1,596)
       0      210     -210   -1,875   -2,190   -2,085   -2,190      489      594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      4.7      0.0     94.2     94.2     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       16       14       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,885
COMMITMENTS
  18,725        0    2,560   19,345   38,325   40,630   40,885      255        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -1,323)
     210        0     -210   -1,323   -1,113   -1,323   -1,323        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.8      0.0      6.3     47.3     93.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1        9       11       11       12
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,965
COMMITMENTS
     765       88        0   14,434   15,622   15,199   15,710      766      255

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -2,014)
       0   -1,179      -21   -1,972     -814   -1,993   -2,014      -21       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.6      0.0     90.4     97.9     95.2     98.4      4.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       14       15       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      862,506
COMMITMENTS
  23,400   41,035        0  839,106  821,471  862,506  862,506        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -58,752)
       0     -816   -1,224  -57,528  -56,712  -58,752  -58,752        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      4.8      0.0     97.3     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       16       19       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      947,668
COMMITMENTS
  95,735        0        0  851,933  947,668  947,668  947,668        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -29,784)
       0        0        0  -29,784  -29,784  -29,784  -29,784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.0      0.0     89.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       15       13       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        5,402
COMMITMENTS
     441        0      186    4,767    5,216    5,394    5,402        8       -0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        225)
      83        0      -45      186      270      223      225        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      3.4     88.2     96.6     99.8    100.0      0.2     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        4       14       16       18       20
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,442
COMMITMENTS
     295       36       42   19,972   20,174   20,309   20,252      133      190

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        621)
       0        0        0      621      621      621      621        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.2      0.2     97.7     98.7     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        2       40       38       44       40
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,695
COMMITMENTS
       0       85        0    5,561    5,216    5,561    5,301      134      394

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -1,336)
       0       20      -25   -1,295   -1,540   -1,320   -1,545      -16      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.0     97.6     91.6     97.6     93.1      2.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       18       18       18       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,901
COMMITMENTS
      45        0        0    7,667    7,686    7,712    7,686    1,189    1,215

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -993)
       5        0        0     -884   -1,136     -879   -1,136     -114      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     86.1     86.3     86.6     86.3     13.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       14       17       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,319,687
COMMITMENTS
 327,296  112,921  804,345  1091985  1332855  2223626  2250121   96,061   69,566

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     77,718)
   4,795      697   56,979    7,632   19,897   69,406   77,573    8,312      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      4.9     34.7     47.1     57.5     95.9     97.0      4.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     136      101      183       87       98      319      296
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      170,124
COMMITMENTS
  69,541   12,350   27,939   71,443  127,246  168,923  167,535    1,201    2,589

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -1,571)
    -944      -33      -49     -524   -1,739   -1,517   -1,821      -54      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9      7.3     16.4     42.0     74.8     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        8       10       18       17       28       28
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      185,446
COMMITMENTS
  46,407    8,408      465   90,375  117,790  137,247  126,663   48,199   58,783

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -15,414)
  -2,850   -6,646   -2,722  -21,814  -16,391  -27,386  -25,759   11,972   10,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      4.5      0.3     48.7     63.5     74.0     68.3     26.0     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       13       17       18       21
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,511
COMMITMENTS
  17,316    1,161   15,726   50,407   67,462   83,449   84,349    4,062    3,162

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,551)
    -379      -28      317    2,695    2,210    2,633    2,499      -82       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      1.3     18.0     57.6     77.1     95.4     96.4      4.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17        5       16       22       23       43       40
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      481,113
COMMITMENTS
  29,762    1,800   78,712  358,900  385,290  467,375  465,802   13,738   15,311

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -32,843)
  -1,855     -576  -11,318  -22,804  -24,885  -35,977  -36,779    3,134    3,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.4     16.4     74.6     80.1     97.1     96.8      2.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        1       11       32       32       43       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,523
COMMITMENTS
       0    1,267      475   17,048   15,781   17,523   17,523        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -3,985)
    -200     -183     -300   -3,464   -3,501   -3,964   -3,984      -21       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2      2.7     97.3     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        3       26       24       29       28
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,452
COMMITMENTS
   4,840   12,393    2,456   48,481   37,519   55,777   52,368    3,675    7,084

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        236)
     140      374     -390      512      502      262      486      -26     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     20.8      4.1     81.5     63.1     93.8     88.1      6.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        6        7       20       15       29       23
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,201
COMMITMENTS
   3,230    2,227    2,266   22,707   23,492   28,203   27,985    1,998    2,216

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:         70)
     527      225     -625      453      370      355      -30     -285      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      7.4      7.5     75.2     77.8     93.4     92.7      6.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        5       13       15       21       21
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,551
COMMITMENTS
   5,049    3,509    6,062    8,509    9,991   19,620   19,562    3,932    3,989

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        165)
      30     -279     -123       13      581      -80      178      245      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     14.9     25.7     36.1     42.4     83.3     83.1     16.7     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        6        8       10       10       22       19
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,691
COMMITMENTS
   1,847    1,884    1,265   12,549   12,584   15,661   15,733    1,030      958

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        616)
     318      -90      151       50      503      518      564       98       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     11.3      7.6     75.2     75.4     93.8     94.3      6.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        8        6       15       15       26       27
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,780
COMMITMENTS
   5,014      624    8,473   67,133   68,892   80,621   77,989    9,159   11,791

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -4,991)
     -27      369   -1,636   -3,323   -3,607   -4,986   -4,874       -5     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.7      9.4     74.8     76.7     89.8     86.9     10.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        4       19       20       24       24
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,859
COMMITMENTS
   9,722    4,420      481    7,329   12,798   17,532   17,699    1,327    1,160

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:         17)
    -375      354      -12      272     -229     -115      113      132      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.6     23.4      2.6     38.9     67.9     93.0     93.8      7.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      45       28       11       27       34       77       70
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       43,428
COMMITMENTS
  29,707    9,965      287    7,517   29,716   37,512   39,968    5,916    3,460

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -518)
     537     -378     -232     -182      272      122     -338     -640     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.4     22.9      0.7     17.3     68.4     86.4     92.0     13.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      71       40        9       25       37      100       82
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      289,092
COMMITMENTS
  84,927   21,430   30,956  149,561  222,311  265,443  274,696   23,649   14,396

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      5,089)
   5,537   -1,912      235   -2,442    7,256    3,330    5,579    1,759     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4      7.4     10.7     51.7     76.9     91.8     95.0      8.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      77       18       39       79       90      171      133
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,413
COMMITMENTS
     450    1,120      100    7,843    7,173    8,393    8,393       20       20

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:         83)
       0        0        0       83       83       83       83        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     13.3      1.2     93.2     85.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        1       27       31       30       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,112
COMMITMENTS
     225      134        0   50,890   51,649   51,115   51,783      997      329

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -328)
    -275        0        0       -3     -278     -278     -278      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.3      0.0     97.7     99.1     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        1        0       47       41       49       42
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,770
COMMITMENTS
       0      150        0   14,408   14,470   14,408   14,620      362      150

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        711)
       0        0        0      711      711      711      711        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     97.5     98.0     97.5     99.0      2.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       18       20       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,465
COMMITMENTS
     200    3,225        0    7,265    4,240    7,465    7,465        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        400)
       0      350        0      400       50      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     43.2      0.0     97.3     56.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        0       30       20       33       24
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,026
COMMITMENTS
     147        0       78    3,571    3,846    3,796    3,924      230      102

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        331)
     138        0        0      375      331      513      331     -182        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      1.9     88.7     95.5     94.3     97.5      5.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       18       13       20       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,315
COMMITMENTS
     884    4,528      274   21,154   17,432   22,312   22,234        3       81

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -3,963)
     164      152     -726   -3,394   -3,353   -3,956   -3,927       -7      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     20.3      1.2     94.8     78.1    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        4        3       35       38       39       44
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,206
COMMITMENTS
   1,702      742      471    8,889    9,991   11,062   11,204      144        2

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -2,243)
    -277       72     -141   -1,918   -2,161   -2,336   -2,230       93      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      6.6      4.2     79.3     89.2     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        1       24       24       28       27
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,846
COMMITMENTS
   9,978    2,280      596   18,852   26,184   29,426   29,060      420      786

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -3,447)
    -893     -116     -244   -2,520   -3,494   -3,657   -3,854      210      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      7.6      2.0     63.2     87.7     98.6     97.4      1.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        5       22       29       27       37
 

Updated January 6, 2012