Is there a body where I can report a financial service in the UK?

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I was going to report a company to the financial ombudsman service but after seeing information from the FOS, they do not deal with the kind of company I have a complaint about. The thing is, there is a company called Yes! Loans who I have been trying to deal with. For more info please look at the last page on http://freepracticalfinance.moonfruit.com I want to know if I can make an official complaint about them to someone else because the company themselves have not been helpful in the matter.