GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 41,641: 394 0 0 41,176 41,354 41,570 41,354: 71 287 Old : 41,641: 394 0 0 41,176 41,354 41,570 41,354: 71 287 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 2,049: 0 0 -12 2,100 2,061 2,088 2,049: -39 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.0 0.0 98.9 99.3 99.8 99.3: 0.2 0.7 Old : 100.0: 0.9 0.0 0.0 98.9 99.3 99.8 99.3: 0.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 2 0 0 41 50 43 50: Old : 61: 2 0 0 41 50 43 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.6 33.2 61.8 50.3 17.4 14.2 25.3 23.2 Old : 35.6 33.2 61.8 50.3 17.4 14.2 25.3 23.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,231: 0 0 0 15,082 15,147 15,082 15,147: 149 84 Old : 15,231: 0 0 0 15,082 15,147 15,082 15,147: 149 84 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 1,402: 0 0 0 1,402 1,402 1,402 1,402: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.0 99.4 99.0 99.4: 1.0 0.6 Old : 100.0: 0.0 0.0 0.0 99.0 99.4 99.0 99.4: 1.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 0 0 23 29 23 29: Old : 32: 0 0 0 23 29 23 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 47.5 72.4 69.7 14.5 18.2 21.6 24.6 Old : 46.8 47.5 72.4 69.7 14.5 18.2 21.6 24.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 10,366: 97 373 175 9,147 8,955 9,419 9,503: 947 863 Old : 10,366: 97 373 175 9,147 8,955 9,419 9,503: 947 863 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 206: -15 55 10 293 225 288 290: -82 -84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 3.6 1.7 88.2 86.4 90.9 91.7: 9.1 8.3 Old : 100.0: 0.9 3.6 1.7 88.2 86.4 90.9 91.7: 9.1 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 2 2 4 35 39 39 43: Old : 43: 2 2 4 35 39 39 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 26.8 51.8 42.7 14.7 8.6 17.5 13.8 Old : 32.2 26.8 51.8 42.7 14.7 8.6 17.5 13.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 6,326: 370 81 327 5,074 5,168 5,771 5,576: 555 750 Old : 6,326: 370 81 327 5,074 5,168 5,771 5,576: 555 750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 389: 15 10 5 358 406 378 421: 11 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 1.3 5.2 80.2 81.7 91.2 88.1: 8.8 11.9 Old : 100.0: 5.8 1.3 5.2 80.2 81.7 91.2 88.1: 8.8 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 3 2 4 44 44 48 50: Old : 55: 3 2 4 44 44 48 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.2 30.2 46.4 46.2 21.7 27.9 31.0 34.7 Old : 31.2 30.2 46.4 46.2 21.7 27.9 31.0 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,786: 111 0 62 3,123 2,447 3,296 2,509: 490 1,277 Old : 3,786: 111 0 62 3,123 2,447 3,296 2,509: 490 1,277 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : -27: 111 0 62 -161 -23 12 39: -39 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.0 1.6 82.5 64.6 87.1 66.3: 12.9 33.7 Old : 100.0: 2.9 0.0 1.6 82.5 64.6 87.1 66.3: 12.9 33.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 1 17 19 19 20: Old : 21: 2 0 1 17 19 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 31.0 70.2 47.9 46.1 18.6 50.4 26.5 Old : 55.6 31.0 70.2 47.9 46.1 18.6 50.4 26.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,968: 95 493 6 2,024 2,086 2,125 2,585: 843 383 Old : 2,968: 95 493 6 2,024 2,086 2,125 2,585: 843 383 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 73: 0 0 -90 191 101 101 11: -28 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 16.6 0.2 68.2 70.3 71.6 87.1: 28.4 12.9 Old : 100.0: 3.2 16.6 0.2 68.2 70.3 71.6 87.1: 28.4 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 2 1 20 21 22 23: Old : 28: 1 2 1 20 21 22 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 43.3 38.3 63.8 17.7 34.0 28.7 45.4 Old : 21.5 43.3 38.3 63.8 17.7 34.0 28.7 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 9,130: 0 0 0 8,959 8,999 8,959 8,999: 171 131 Old : 9,130: 0 0 0 8,959 8,999 8,959 8,999: 171 131 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 490: 0 0 0 490 490 490 490: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.1 98.6 98.1 98.6: 1.9 1.4 Old : 100.0: 0.0 0.0 0.0 98.1 98.6 98.1 98.6: 1.9 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 19 18 19 18: Old : 28: 0 0 0 19 18 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 75.3 79.1 89.6 44.4 62.7 67.1 68.7 Old : 51.0 75.3 79.1 89.6 44.4 62.7 67.1 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 22,359: 0 448 126 22,233 21,785 22,359 22,359: 0 0 Old : 22,359: 0 448 126 22,233 21,785 22,359 22,359: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : -25: 0 0 0 -25 -25 -25 -25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.6 99.4 97.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 2.0 0.6 99.4 97.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 0 2 1 26 26 27 28: Old : 34: 0 2 1 26 26 27 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 46.6 67.7 71.3 29.2 31.4 43.0 43.8 Old : 48.4 46.6 67.7 71.3 29.2 31.4 43.0 43.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 279,724: 47,937 36,572 25,111 167,122 191,454 240,170 253,137: 39,554 26,587 Old : 279,724: 47,937 36,572 25,111 167,122 191,454 240,170 253,137: 39,554 26,587 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 5,791: -2,832 881 -303 10,236 2,521 7,101 3,099: -1,310 2,692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 13.1 9.0 59.7 68.4 85.9 90.5: 14.1 9.5 Old : 100.0: 17.1 13.1 9.0 59.7 68.4 85.9 90.5: 14.1 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 163: 39 21 35 83 86 139 128: Old : 163: 39 21 35 83 86 139 128: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.7 22.1 23.8 35.7 10.1 13.8 18.0 21.8 Old : 13.7 22.1 23.8 35.7 10.1 13.8 18.0 21.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 12,040: 300 956 350 11,390 10,584 12,040 11,890: 0 150 Old : 12,040: 300 956 350 11,390 10,584 12,040 11,890: 0 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 805: -200 135 200 805 420 805 755: 0 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 7.9 2.9 94.6 87.9 100.0 98.8: 0.0 1.2 Old : 100.0: 2.5 7.9 2.9 94.6 87.9 100.0 98.8: 0.0 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 3 5 1 45 40 49 45: Old : 63: 3 5 1 45 40 49 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.0 28.5 40.5 44.6 23.3 20.0 34.9 33.7 Old : 25.0 28.5 40.5 44.6 23.3 20.0 34.9 33.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 8,607: 1,020 205 0 7,429 8,257 8,449 8,462: 158 145 Old : 8,607: 1,020 205 0 7,429 8,257 8,449 8,462: 158 145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 500: 0 0 0 500 500 500 500: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 2.4 0.0 86.3 95.9 98.2 98.3: 1.8 1.7 Old : 100.0: 11.9 2.4 0.0 86.3 95.9 98.2 98.3: 1.8 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 6 3 0 26 23 32 26: Old : 42: 6 3 0 26 23 32 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 40.1 60.5 62.2 31.5 38.0 45.0 55.4 Old : 44.5 40.1 60.5 62.2 31.5 38.0 45.0 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 5,954: 1,336 94 429 4,189 5,410 5,954 5,933: 0 21 Old : 5,954: 1,336 94 429 4,189 5,410 5,954 5,933: 0 21 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 1.6 7.2 70.4 90.9 100.0 99.6: 0.0 0.4 Old : 100.0: 22.4 1.6 7.2 70.4 90.9 100.0 99.6: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 1 1 12 9 16 11: Old : 20: 4 1 1 12 9 16 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 72.8 85.3 94.7 43.9 52.8 56.1 57.9 Old : 59.4 72.8 85.3 94.7 43.9 52.8 56.1 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 988,215: 173,431 333,803 328,846 419,552 278,499 921,829 941,148: 66,386 47,067 Old : 988,215: 173,431 333,803 328,846 419,552 278,499 921,829 941,148: 66,386 47,067 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 44,566: 5,601 -515 21,150 16,003 23,575 42,754 44,210: 1,812 356 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 33.8 33.3 42.5 28.2 93.3 95.2: 6.7 4.8 Old : 100.0: 17.5 33.8 33.3 42.5 28.2 93.3 95.2: 6.7 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 312: 90 120 129 85 71 257 248: Old : 312: 90 120 129 85 71 257 248: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.7 20.8 29.7 31.8 12.7 15.9 19.0 21.0 Old : 16.7 20.8 29.7 31.8 12.7 15.9 19.0 21.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 23,614: 11,089 11,089 6,509 4,974 5,504 22,572 23,102: 1,042 512 Old : 23,614: 11,089 11,089 6,509 4,974 5,504 22,572 23,102: 1,042 512 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 1,588: 583 -297 640 315 1,195 1,538 1,538: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.0 47.0 27.6 21.1 23.3 95.6 97.8: 4.4 2.2 Old : 100.0: 47.0 47.0 27.6 21.1 23.3 95.6 97.8: 4.4 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 6 7 10 5 6 17 18: Old : 21: 6 7 10 5 6 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.3 59.6 79.7 81.7 45.1 46.1 50.5 52.5 Old : 67.3 59.6 79.7 81.7 45.1 46.1 50.5 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 55,176: 0 9,614 1,852 49,990 35,521 51,842 46,987: 3,334 8,189 Old : 55,176: 0 9,614 1,852 49,990 35,521 51,842 46,987: 3,334 8,189 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 89: 0 -368 0 347 1,796 347 1,428: -258 -1,339 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 17.4 3.4 90.6 64.4 94.0 85.2: 6.0 14.8 Old : 100.0: 0.0 17.4 3.4 90.6 64.4 94.0 85.2: 6.0 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 3 3 12 15 15 18: Old : 21: 0 3 3 12 15 15 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 55.5 79.2 71.5 50.6 48.7 69.0 59.9 Old : 52.3 55.5 79.2 71.5 50.6 48.7 69.0 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 87,353: 2,052 0 3,063 73,224 74,255 78,339 77,318: 9,014 10,035 Old : 87,353: 2,052 0 3,063 73,224 74,255 78,339 77,318: 9,014 10,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : -81: -172 -16 65 882 -130 775 -81: -856 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.0 3.5 83.8 85.0 89.7 88.5: 10.3 11.5 Old : 100.0: 2.3 0.0 3.5 83.8 85.0 89.7 88.5: 10.3 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 3 0 3 16 17 19 20: Old : 25: 3 0 3 16 17 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 41.5 66.4 65.6 32.6 37.4 51.8 57.9 Old : 43.9 41.5 66.4 65.6 32.6 37.4 51.8 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,567,913: 455,585 201,198 721,576 1,355,885 1,622,435 2,533,046 2,545,209: 34,867 22,704 Old : 2,567,913: 455,585 201,198 721,576 1,355,885 1,622,435 2,533,046 2,545,209: 34,867 22,704 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 73,410: -11,221 16,675 13,783 70,765 41,427 73,327 71,885: 83 1,525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 7.8 28.1 52.8 63.2 98.6 99.1: 1.4 0.9 Old : 100.0: 17.7 7.8 28.1 52.8 63.2 98.6 99.1: 1.4 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 158: 29 27 47 98 86 153 135: Old : 158: 29 27 47 98 86 153 135: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.0 26.5 37.5 44.0 12.2 17.2 19.6 25.7 Old : 23.0 26.5 37.5 44.0 12.2 17.2 19.6 25.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 1,150,388: 250,588 93,629 230,680 664,767 823,001 1,146,035 1,147,310: 4,353 3,078 Old : 1,150,388: 250,588 93,629 230,680 664,767 823,001 1,146,035 1,147,310: 4,353 3,078 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 88,618: 55,096 -21,605 31,043 2,635 79,068 88,774 88,506: -156 112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 8.1 20.1 57.8 71.5 99.6 99.7: 0.4 0.3 Old : 100.0: 21.8 8.1 20.1 57.8 71.5 99.6 99.7: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 89: 25 15 34 41 41 78 78: Old : 89: 25 15 34 41 41 78 78: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 38.4 55.7 60.1 18.7 25.5 28.1 38.0 Old : 37.5 38.4 55.7 60.1 18.7 25.5 28.1 38.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 14,370: 211 1,055 160 13,786 12,926 14,157 14,141: 213 229 Old : 14,370: 211 1,055 160 13,786 12,926 14,157 14,141: 213 229 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 321: 18 -123 40 207 286 265 203: 56 118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 7.3 1.1 95.9 90.0 98.5 98.4: 1.5 1.6 Old : 100.0: 1.5 7.3 1.1 95.9 90.0 98.5 98.4: 1.5 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 2 6 5 34 37 40 44: Old : 53: 2 6 5 34 37 40 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 31.1 52.9 51.4 23.7 24.3 35.8 34.3 Old : 33.6 31.1 52.9 51.4 23.7 24.3 35.8 34.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,632: 125 93 146 1,787 1,906 2,058 2,145: 574 487 Old : 2,632: 125 93 146 1,787 1,906 2,058 2,145: 574 487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 134: 81 -30 -28 146 271 199 213: -65 -79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 3.5 5.5 67.9 72.4 78.2 81.5: 21.8 18.5 Old : 100.0: 4.7 3.5 5.5 67.9 72.4 78.2 81.5: 21.8 18.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 2 2 23 23 27 27: Old : 30: 3 2 2 23 23 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.6 30.7 42.1 43.7 15.9 18.7 21.6 24.9 Old : 25.6 30.7 42.1 43.7 15.9 18.7 21.6 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,551: 73 239 0 1,132 1,016 1,205 1,255: 346 296 Old : 1,551: 73 239 0 1,132 1,016 1,205 1,255: 346 296 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 60: 27 57 0 92 -30 119 27: -59 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 15.4 0.0 73.0 65.5 77.7 80.9: 22.3 19.1 Old : 100.0: 4.7 15.4 0.0 73.0 65.5 77.7 80.9: 22.3 19.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 2 0 18 20 20 22: Old : 29: 2 2 0 18 20 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.0 31.1 49.5 47.6 27.5 30.2 41.0 44.6 Old : 29.0 31.1 49.5 47.6 27.5 30.2 41.0 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 59,620: 22,546 620 2,516 32,561 55,411 57,623 58,547: 1,997 1,073 Old : 59,620: 22,546 620 2,516 32,561 55,411 57,623 58,547: 1,997 1,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 902: -184 360 -398 1,460 778 878 740: 24 162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 1.0 4.2 54.6 92.9 96.7 98.2: 3.3 1.8 Old : 100.0: 37.8 1.0 4.2 54.6 92.9 96.7 98.2: 3.3 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 3 3 4 32 27 36 33: Old : 40: 3 3 4 32 27 36 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 63.8 68.7 79.0 48.5 53.5 56.0 62.9 Old : 54.4 63.8 68.7 79.0 48.5 53.5 56.0 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 16,467: 140 750 1,732 13,180 13,564 15,052 16,046: 1,415 421 Old : 16,467: 140 750 1,732 13,180 13,564 15,052 16,046: 1,415 421 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 1,083: -60 -332 506 366 894 812 1,068: 271 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 4.6 10.5 80.0 82.4 91.4 97.4: 8.6 2.6 Old : 100.0: 0.9 4.6 10.5 80.0 82.4 91.4 97.4: 8.6 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 3 3 22 23 25 27: Old : 32: 1 3 3 22 23 25 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 44.2 71.2 62.1 48.1 37.6 58.8 50.6 Old : 49.3 44.2 71.2 62.1 48.1 37.6 58.8 50.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 10,828: 587 720 548 7,306 8,775 8,441 10,043: 2,387 785 Old : 10,828: 587 720 548 7,306 8,775 8,441 10,043: 2,387 785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 206: -120 0 120 206 86 206 206: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 6.6 5.1 67.5 81.0 78.0 92.8: 22.0 7.2 Old : 100.0: 5.4 6.6 5.1 67.5 81.0 78.0 92.8: 22.0 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 2 16 16 18 19: Old : 22: 2 1 2 16 16 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.5 48.6 58.8 73.4 28.5 37.1 41.2 55.8 Old : 36.5 48.6 58.8 73.4 28.5 37.1 41.2 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 12,085: 3,232 662 104 8,019 10,578 11,355 11,344: 730 741 Old : 12,085: 3,232 662 104 8,019 10,578 11,355 11,344: 730 741 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 139: -168 224 16 430 -24 278 216: -139 -77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 5.5 0.9 66.4 87.5 94.0 93.9: 6.0 6.1 Old : 100.0: 26.7 5.5 0.9 66.4 87.5 94.0 93.9: 6.0 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 1 1 15 17 18 18: Old : 23: 2 1 1 15 17 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 43.2 81.9 67.7 53.1 29.2 61.4 49.7 Old : 58.7 43.2 81.9 67.7 53.1 29.2 61.4 49.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 28,525: 3,282 2,820 262 22,730 23,547 26,274 26,629: 2,251 1,896 Old : 28,525: 3,282 2,820 262 22,730 23,547 26,274 26,629: 2,251 1,896 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 488: 328 -360 120 308 1,218 756 978: -268 -490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 9.9 0.9 79.7 82.5 92.1 93.4: 7.9 6.6 Old : 100.0: 11.5 9.9 0.9 79.7 82.5 92.1 93.4: 7.9 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 1 2 24 23 27 26: Old : 29: 3 1 2 24 23 27 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 54.1 58.6 75.9 23.9 47.8 38.7 56.3 Old : 38.3 54.1 58.6 75.9 23.9 47.8 38.7 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 11,069: 4,830 0 578 4,603 8,887 10,011 9,465: 1,058 1,604 Old : 11,069: 4,830 0 578 4,603 8,887 10,011 9,465: 1,058 1,604 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 70: 60 0 -60 226 267 226 207: -156 -137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 0.0 5.2 41.6 80.3 90.4 85.5: 9.6 14.5 Old : 100.0: 43.6 0.0 5.2 41.6 80.3 90.4 85.5: 9.6 14.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 0 1 19 18 21 19: Old : 22: 2 0 1 19 18 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 44.7 75.1 65.2 58.4 40.3 65.0 56.2 Old : 61.7 44.7 75.1 65.2 58.4 40.3 65.0 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 12,492: 2,900 1,636 182 8,481 9,377 11,563 11,195: 929 1,297 Old : 12,492: 2,900 1,636 182 8,481 9,377 11,563 11,195: 929 1,297 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 13.1 1.5 67.9 75.1 92.6 89.6: 7.4 10.4 Old : 100.0: 23.2 13.1 1.5 67.9 75.1 92.6 89.6: 7.4 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 3 16 15 19 18: Old : 21: 1 2 3 16 15 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 60.3 77.2 81.3 48.8 50.9 58.3 59.6 Old : 57.9 60.3 77.2 81.3 48.8 50.9 58.3 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 12,810: 0 1,986 574 11,160 9,323 11,734 11,883: 1,076 927 Old : 12,810: 0 1,986 574 11,160 9,323 11,734 11,883: 1,076 927 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 126: 0 108 -12 46 -316 34 -220: 92 346 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 15.5 4.5 87.1 72.8 91.6 92.8: 8.4 7.2 Old : 100.0: 0.0 15.5 4.5 87.1 72.8 91.6 92.8: 8.4 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 3 2 21 17 23 20: Old : 26: 0 3 2 21 17 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 40.6 70.7 65.4 45.3 25.3 59.1 44.3 Old : 50.7 40.6 70.7 65.4 45.3 25.3 59.1 44.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 67,432: 0 0 0 67,411 67,432 67,411 67,432: 21 0 Old : 67,432: 0 0 0 67,411 67,432 67,411 67,432: 21 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 4,185: 0 0 0 4,185 4,185 4,185 4,185: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 19 17 19 17: Old : 28: 0 0 0 19 17 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.9 81.3 84.1 96.5 68.6 77.2 83.2 91.3 Old : 68.9 81.3 84.1 96.5 68.6 77.2 83.2 91.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,070,857: 0 0 0 1,070,857 1,070,857 1,070,857 1,070,857: 0 0 Old : 1,070,857: 0 0 0 1,070,857 1,070,857 1,070,857 1,070,857: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 41,327: 0 0 0 41,327 41,327 41,327 41,327: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 20 17 20 17: Old : 28: 0 0 0 20 17 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.7 83.0 88.3 94.3 68.5 78.6 84.0 86.9 Old : 70.7 83.0 88.3 94.3 68.5 78.6 84.0 86.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 315,637: 0 0 0 315,637 315,637 315,637 315,637: 0 0 Old : 315,637: 0 0 0 315,637 315,637 315,637 315,637: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 11 11 11 11: Old : 20: 0 0 0 11 11 11 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.4 74.6 97.7 95.9 59.5 67.9 81.5 81.6 Old : 74.4 74.6 97.7 95.9 59.5 67.9 81.5 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 35,907: 0 0 0 35,907 35,907 35,907 35,907: 0 0 Old : 35,907: 0 0 0 35,907 35,907 35,907 35,907: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 210: 0 0 0 210 210 210 210: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 14 13 14 13: Old : 23: 0 0 0 14 13 14 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 75.1 88.1 94.5 60.2 75.1 82.9 88.5 Old : 60.2 75.1 88.1 94.5 60.2 75.1 82.9 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 659,481: 0 0 0 659,481 659,481 659,481 659,481: 0 0 Old : 659,481: 0 0 0 659,481 659,481 659,481 659,481: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 14 12 14 12: Old : 22: 0 0 0 14 12 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 75.6 89.7 97.3 58.6 74.9 83.7 88.8 Old : 58.6 75.6 89.7 97.3 58.6 74.9 83.7 88.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 124,113: 105 0 0 123,753 124,113 123,858 124,113: 255 0 Old : 124,113: 105 0 0 123,753 124,113 123,858 124,113: 255 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 4,974: 0 0 0 4,974 4,974 4,974 4,974: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 0.0 99.7 100.0 99.8 100.0: 0.2 0.0 Old : 100.0: 0.1 0.0 0.0 99.7 100.0 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 0 0 17 29 18 29: Old : 38: 1 0 0 17 29 18 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 39.7 85.8 61.4 60.0 39.7 80.7 61.3 Old : 60.9 39.7 85.8 61.4 60.0 39.7 80.7 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 MEGAWATT HOURS) : : : : All : 2,006,078: 4,080 0 0 2,001,998 2,006,078 2,006,078 2,006,078: 0 0 Old : 2,006,078: 4,080 0 0 2,001,998 2,006,078 2,006,078 2,006,078: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 0 0 17 28 18 28: Old : 39: 1 0 0 17 28 18 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 47.1 87.6 70.7 63.3 47.1 83.3 70.7 Old : 65.8 47.1 87.6 70.7 63.3 47.1 83.3 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 60,235: 3,489 3,239 8,523 48,223 48,473 60,235 60,235: 0 0 Old : 60,235: 3,489 3,239 8,523 48,223 48,473 60,235 60,235: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 11,131: 1,910 2,415 5,505 3,716 3,211 11,131 11,131: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 5.4 14.1 80.1 80.5 100.0 100.0: 0.0 0.0 Old : 100.0: 5.8 5.4 14.1 80.1 80.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 4 3 28 21 32 26: Old : 37: 2 4 3 28 21 32 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.9 48.7 60.0 78.1 34.1 43.6 50.8 63.0 Old : 40.9 48.7 60.0 78.1 34.1 43.6 50.8 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,176,038: 41,282 39,405 19,555 1,115,201 1,117,078 1,176,038 1,176,038: 0 0 Old : 1,176,038: 41,282 39,405 19,555 1,115,201 1,117,078 1,176,038 1,176,038: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : -6,384: 3,770 -5,590 5,590 -15,744 -6,384 -6,384 -6,384: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 3.4 1.7 94.8 95.0 100.0 100.0: 0.0 0.0 Old : 100.0: 3.5 3.4 1.7 94.8 95.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 3 2 1 28 22 31 25: Old : 37: 3 2 1 28 22 31 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.6 57.2 60.3 76.9 39.8 50.1 56.4 67.5 Old : 40.6 57.2 60.3 76.9 39.8 50.1 56.4 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 51,399: 0 790 0 51,378 50,354 51,378 51,144: 21 255 Old : 51,399: 0 790 0 51,378 50,354 51,378 51,144: 21 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.5 0.0 100.0 98.0 100.0 99.5: 0.0 0.5 Old : 100.0: 0.0 1.5 0.0 100.0 98.0 100.0 99.5: 0.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 0 20 18 20 20: Old : 27: 0 2 0 20 18 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 68.6 80.4 86.7 55.0 60.9 71.7 77.4 Old : 59.2 68.6 80.4 86.7 55.0 60.9 71.7 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 24,962: 0 4,806 294 24,668 19,862 24,962 24,962: 0 0 Old : 24,962: 0 4,806 294 24,668 19,862 24,962 24,962: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 19.3 1.2 98.8 79.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 19.3 1.2 98.8 79.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 1 13 9 14 10: Old : 20: 0 1 1 13 9 14 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.4 83.5 95.1 99.2 83.4 79.4 94.3 94.3 Old : 83.4 83.5 95.1 99.2 83.4 79.4 94.3 94.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 55,401: 2,550 2,340 210 52,536 52,851 55,296 55,401: 105 0 Old : 55,401: 2,550 2,340 210 52,536 52,851 55,296 55,401: 105 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 6,630: 0 0 0 6,630 6,630 6,630 6,630: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 4.2 0.4 94.8 95.4 99.8 100.0: 0.2 0.0 Old : 100.0: 4.6 4.2 0.4 94.8 95.4 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 1 1 16 21 18 22: Old : 30: 1 1 1 16 21 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.4 49.5 91.6 67.9 53.5 34.9 65.0 53.3 Old : 73.4 49.5 91.6 67.9 53.5 34.9 65.0 53.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 42,208: 18,515 0 2,770 20,668 39,438 41,953 42,208: 255 0 Old : 42,208: 18,515 0 2,770 20,668 39,438 41,953 42,208: 255 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 762: 0 0 0 762 762 762 762: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.9 0.0 6.6 49.0 93.4 99.4 100.0: 0.6 0.0 Old : 100.0: 43.9 0.0 6.6 49.0 93.4 99.4 100.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 0 2 12 15 14 17: Old : 22: 2 0 2 12 15 14 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.5 83.2 95.7 94.4 74.2 80.3 84.1 86.7 Old : 79.5 83.2 95.7 94.4 74.2 80.3 84.1 86.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 17,713: 765 1,267 21 16,140 16,170 16,926 17,458: 787 255 Old : 17,713: 765 1,267 21 16,140 16,170 16,926 17,458: 787 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 7.2 0.1 91.1 91.3 95.6 98.6: 4.4 1.4 Old : 100.0: 4.3 7.2 0.1 91.1 91.3 95.6 98.6: 4.4 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 2 1 14 14 16 16: Old : 24: 1 2 1 14 14 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 53.8 74.9 80.0 45.9 48.6 64.7 71.9 Old : 54.5 53.8 74.9 80.0 45.9 48.6 64.7 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 915,333: 23,400 35,926 1,224 890,709 878,183 915,333 915,333: 0 0 Old : 915,333: 23,400 35,926 1,224 890,709 878,183 915,333 915,333: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 3.9 0.1 97.3 95.9 100.0 100.0: 0.0 0.0 Old : 100.0: 2.6 3.9 0.1 97.3 95.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 2 1 21 21 23 23: Old : 31: 1 2 1 21 21 23 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 71.2 79.5 88.4 44.6 56.5 59.4 67.0 Old : 58.9 71.2 79.5 88.4 44.6 56.5 59.4 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 977,452: 95,735 0 0 881,717 977,452 977,452 977,452: 0 0 Old : 977,452: 95,735 0 0 881,717 977,452 977,452 977,452: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 0.0 0.0 90.2 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 9.8 0.0 0.0 90.2 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 0 0 16 18 18 18: Old : 26: 2 0 0 16 18 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 78.0 91.3 92.4 60.0 62.0 71.8 72.8 Old : 72.3 78.0 91.3 92.4 60.0 62.0 71.8 72.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 119,845: 0 2,040 0 119,845 117,805 119,845 119,845: 0 0 Old : 119,845: 0 2,040 0 119,845 117,805 119,845 119,845: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 11 11 11 12: Old : 20: 0 1 0 11 11 11 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.2 76.0 98.0 96.9 79.2 73.0 94.6 93.9 Old : 79.2 76.0 98.0 96.9 79.2 73.0 94.6 93.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 19,389: 240 36 52 18,904 19,056 19,196 19,144: 193 245 Old : 19,389: 240 36 52 18,904 19,056 19,196 19,144: 193 245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 189: 10 0 -25 114 148 99 123: 90 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.2 0.3 97.5 98.3 99.0 98.7: 1.0 1.3 Old : 100.0: 1.2 0.2 0.3 97.5 98.3 99.0 98.7: 1.0 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 3 1 2 39 37 43 39: Old : 52: 3 1 2 39 37 43 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.3 42.5 57.1 64.9 27.5 38.6 40.2 54.1 Old : 36.3 42.5 57.1 64.9 27.5 38.6 40.2 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 9,362: 145 90 0 8,903 8,789 9,048 8,879: 314 483 Old : 9,362: 145 90 0 8,903 8,789 9,048 8,879: 314 483 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 74: 0 0 0 45 45 45 45: 29 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 1.0 0.0 95.1 93.9 96.6 94.8: 3.4 5.2 Old : 100.0: 1.5 1.0 0.0 95.1 93.9 96.6 94.8: 3.4 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 0 18 20 19 21: Old : 25: 1 1 0 18 20 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 64.2 77.7 80.9 50.2 63.5 64.3 69.0 Old : 61.0 64.2 77.7 80.9 50.2 63.5 64.3 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 6,832: 0 45 25 6,627 6,519 6,652 6,589: 180 243 Old : 6,832: 0 45 25 6,627 6,519 6,652 6,589: 180 243 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 119: 0 0 0 119 119 119 119: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.7 0.4 97.0 95.4 97.4 96.4: 2.6 3.6 Old : 100.0: 0.0 0.7 0.4 97.0 95.4 97.4 96.4: 2.6 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 2 1 21 23 22 25: Old : 30: 0 2 1 21 23 22 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 53.2 76.0 78.0 52.8 46.5 65.2 61.7 Old : 56.5 53.2 76.0 78.0 52.8 46.5 65.2 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 9,994: 0 0 0 8,706 8,862 8,706 8,862: 1,288 1,132 Old : 9,994: 0 0 0 8,706 8,862 8,706 8,862: 1,288 1,132 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 351: 0 0 0 351 351 351 351: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 87.1 88.7 87.1 88.7: 12.9 11.3 Old : 100.0: 0.0 0.0 0.0 87.1 88.7 87.1 88.7: 12.9 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 0 0 24 21 24 21: Old : 29: 0 0 0 24 21 24 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 50.0 72.2 72.9 53.3 49.8 66.2 68.1 Old : 55.1 50.0 72.2 72.9 53.3 49.8 66.2 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 1,346,495: 312,304 163,001 366,862 575,481 751,569 1,254,647 1,281,432: 91,848 65,063 Old : 1,346,495: 312,304 163,001 366,862 575,481 751,569 1,254,647 1,281,432: 91,848 65,063 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 13,951: 4,114 10,615 1,819 2,420 -5,333 8,353 7,101: 5,598 6,850 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 12.1 27.2 42.7 55.8 93.2 95.2: 6.8 4.8 Old : 100.0: 23.2 12.1 27.2 42.7 55.8 93.2 95.2: 6.8 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 318: 113 92 147 87 95 280 266: Old : 318: 113 92 147 87 95 280 266: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.9 14.1 29.9 24.0 15.1 11.3 20.7 17.6 Old : 19.9 14.1 29.9 24.0 15.1 11.3 20.7 17.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 199,908: 48,097 16,258 3,681 111,764 133,353 163,542 153,292: 36,366 46,616 Old : 199,908: 48,097 16,258 3,681 111,764 133,353 163,542 153,292: 36,366 46,616 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 2,962: 1,659 782 -306 982 55 2,335 531: 627 2,431 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 8.1 1.8 55.9 66.7 81.8 76.7: 18.2 23.3 Old : 100.0: 24.1 8.1 1.8 55.9 66.7 81.8 76.7: 18.2 23.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 5 7 7 20 23 30 32: Old : 36: 5 7 7 20 23 30 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.3 30.5 58.8 48.2 39.0 27.1 53.0 40.5 Old : 40.3 30.5 58.8 48.2 39.0 27.1 53.0 40.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 19,631: 200 1,275 775 18,635 17,580 19,610 19,630: 21 1 Old : 19,631: 200 1,275 775 18,635 17,580 19,610 19,630: 21 1 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 3,103: 0 100 200 2,903 2,803 3,103 3,103: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 6.5 3.9 94.9 89.6 99.9 100.0: 0.1 0.0 Old : 100.0: 1.0 6.5 3.9 94.9 89.6 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 1 5 3 33 29 37 34: Old : 45: 1 5 3 33 29 37 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 41.6 55.7 65.3 26.5 34.0 38.5 43.3 Old : 34.5 41.6 55.7 65.3 26.5 34.0 38.5 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 61,272: 4,904 13,105 2,806 50,300 38,362 58,010 54,273: 3,262 6,999 Old : 61,272: 4,904 13,105 2,806 50,300 38,362 58,010 54,273: 3,262 6,999 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 4,091: 898 1,000 776 2,665 1,641 4,339 3,417: -248 674 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 21.4 4.6 82.1 62.6 94.7 88.6: 5.3 11.4 Old : 100.0: 8.0 21.4 4.6 82.1 62.6 94.7 88.6: 5.3 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 3 6 7 21 16 30 24: Old : 31: 3 6 7 21 16 30 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 43.9 71.1 64.9 37.1 34.8 50.7 45.3 Old : 52.7 43.9 71.1 64.9 37.1 34.8 50.7 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 31,198: 3,686 2,002 2,045 23,533 24,937 29,264 28,984: 1,934 2,214 Old : 31,198: 3,686 2,002 2,045 23,533 24,937 29,264 28,984: 1,934 2,214 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 2,224: 1,054 -700 627 593 2,547 2,274 2,474: -50 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 6.4 6.6 75.4 79.9 93.8 92.9: 6.2 7.1 Old : 100.0: 11.8 6.4 6.6 75.4 79.9 93.8 92.9: 6.2 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 4 4 13 15 20 20: Old : 23: 3 4 4 13 15 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 56.6 69.2 73.7 40.0 33.1 49.7 44.5 Old : 53.9 56.6 69.2 73.7 40.0 33.1 49.7 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 9,270: 2,227 50 0 6,995 9,195 9,222 9,245: 48 25 Old : 9,270: 2,227 50 0 6,995 9,195 9,222 9,245: 48 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 30 0 30 0: -30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 0.5 0.0 75.5 99.2 99.5 99.7: 0.5 0.3 Old : 100.0: 24.0 0.5 0.0 75.5 99.2 99.5 99.7: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 0 16 17 18 18: Old : 30: 2 1 0 16 17 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 76.1 83.4 88.6 59.1 62.5 73.2 73.3 Old : 60.1 76.1 83.4 88.6 59.1 62.5 73.2 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 18,430: 10,289 4,273 172 6,629 12,627 17,090 17,072: 1,340 1,358 Old : 18,430: 10,289 4,273 172 6,629 12,627 17,090 17,072: 1,340 1,358 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : -1,344: -912 -559 38 -757 -811 -1,631 -1,332: 287 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 23.2 0.9 36.0 68.5 92.7 92.6: 7.3 7.4 Old : 100.0: 55.8 23.2 0.9 36.0 68.5 92.7 92.6: 7.3 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 124: 41 36 6 28 30 72 70: Old : 124: 41 36 6 28 30 72 70: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 37.9 57.0 50.1 44.3 35.7 56.5 47.8 Old : 44.6 37.9 57.0 50.1 44.3 35.7 56.5 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 43,600: 29,144 9,409 391 7,293 29,871 36,828 39,671: 6,772 3,929 Old : 43,600: 29,144 9,409 391 7,293 29,871 36,828 39,671: 6,772 3,929 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 1,707: 177 1,188 42 1,339 -9 1,558 1,221: 149 486 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.8 21.6 0.9 16.7 68.5 84.5 91.0: 15.5 9.0 Old : 100.0: 66.8 21.6 0.9 16.7 68.5 84.5 91.0: 15.5 9.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 165: 72 41 11 26 37 103 86: Old : 165: 72 41 11 26 37 103 86: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.3 35.0 37.2 49.9 25.3 34.3 37.1 49.2 Old : 25.3 35.0 37.2 49.9 25.3 34.3 37.1 49.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 274,100: 78,411 22,331 30,229 146,959 208,515 255,599 261,075: 18,501 13,025 Old : 274,100: 78,411 22,331 30,229 146,959 208,515 255,599 261,075: 18,501 13,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 3,701: 703 -1,163 3,372 564 1,285 4,639 3,494: -938 207 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 8.1 11.0 53.6 76.1 93.3 95.2: 6.7 4.8 Old : 100.0: 28.6 8.1 11.0 53.6 76.1 93.3 95.2: 6.7 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 198: 72 19 49 83 90 173 146: Old : 198: 72 19 49 83 90 173 146: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.8 21.9 24.5 37.0 10.3 15.6 17.3 23.1 Old : 15.8 21.9 24.5 37.0 10.3 15.6 17.3 23.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 19,880: 7,652 0 993 6,583 12,694 15,228 13,687: 4,652 6,193 Old : 19,880: 7,652 0 993 6,583 12,694 15,228 13,687: 4,652 6,193 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 600: 411 0 0 176 473 587 473: 13 127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.5 0.0 5.0 33.1 63.9 76.6 68.8: 23.4 31.2 Old : 100.0: 38.5 0.0 5.0 33.1 63.9 76.6 68.8: 23.4 31.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 6 0 3 11 14 17 17: Old : 22: 6 0 3 11 14 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.1 40.5 67.2 58.3 48.6 38.0 61.6 51.9 Old : 52.1 40.5 67.2 58.3 48.6 38.0 61.6 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,339: 400 633 150 6,769 6,536 7,319 7,319: 20 20 Old : 7,339: 400 633 150 6,769 6,536 7,319 7,319: 20 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 175: 0 0 -50 225 225 175 175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 8.6 2.0 92.2 89.1 99.7 99.7: 0.3 0.3 Old : 100.0: 5.5 8.6 2.0 92.2 89.1 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 2 1 2 27 29 30 32: Old : 41: 2 1 2 27 29 30 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 32.6 63.1 55.4 37.7 28.6 48.3 41.2 Old : 42.6 32.6 63.1 55.4 37.7 28.6 48.3 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 52,916: 575 134 0 51,676 52,448 52,251 52,582: 665 334 Old : 52,916: 575 134 0 51,676 52,448 52,251 52,582: 665 334 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 1,601: 0 0 0 1,597 1,625 1,597 1,625: 4 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.3 0.0 97.7 99.1 98.7 99.4: 1.3 0.6 Old : 100.0: 1.1 0.3 0.0 97.7 99.1 98.7 99.4: 1.3 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 2 1 0 45 37 47 38: Old : 56: 2 1 0 45 37 47 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 55.8 72.6 70.6 58.3 54.1 67.1 66.7 Old : 58.9 55.8 72.6 70.6 58.3 54.1 67.1 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 13,295: 0 150 0 13,175 13,120 13,175 13,270: 120 25 Old : 13,295: 0 150 0 13,175 13,120 13,175 13,270: 120 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 219: 0 150 0 219 44 219 194: 0 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.1 0.0 99.1 98.7 99.1 99.8: 0.9 0.2 Old : 100.0: 0.0 1.1 0.0 99.1 98.7 99.1 99.8: 0.9 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 0 20 17 20 18: Old : 26: 0 1 0 20 17 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 77.3 82.8 90.7 46.5 67.0 63.5 72.5 Old : 64.0 77.3 82.8 90.7 46.5 67.0 63.5 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 6,490: 200 2,475 0 6,290 4,015 6,490 6,490: 0 0 Old : 6,490: 200 2,475 0 6,290 4,015 6,490 6,490: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 475: 150 50 0 325 425 475 475: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 38.1 0.0 96.9 61.9 100.0 100.0: 0.0 0.0 Old : 100.0: 3.1 38.1 0.0 96.9 61.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 2 3 0 29 20 31 23: Old : 39: 2 3 0 29 20 31 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 69.5 60.4 84.7 35.7 57.9 53.1 71.3 Old : 37.3 69.5 60.4 84.7 35.7 57.9 53.1 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 3,695: 9 0 78 3,196 3,515 3,283 3,593: 412 102 Old : 3,695: 9 0 78 3,196 3,515 3,283 3,593: 412 102 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : -150: 0 0 0 -150 -150 -150 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 2.1 86.5 95.1 88.8 97.2: 11.2 2.8 Old : 100.0: 0.2 0.0 2.1 86.5 95.1 88.8 97.2: 11.2 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 1 17 11 18 12: Old : 22: 1 0 1 17 11 18 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 62.8 70.9 88.5 28.2 41.7 38.3 52.3 Old : 53.9 62.8 70.9 88.5 28.2 41.7 38.3 52.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 24,640: 752 4,376 933 22,945 19,228 24,630 24,537: 10 103 Old : 24,640: 752 4,376 933 22,945 19,228 24,630 24,537: 10 103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 1,146: 0 642 0 1,146 504 1,146 1,146: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 17.8 3.8 93.1 78.0 100.0 99.6: 0.0 0.4 Old : 100.0: 3.1 17.8 3.8 93.1 78.0 100.0 99.6: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 60: 2 5 4 40 40 44 47: Old : 60: 2 5 4 40 40 44 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 38.6 54.3 54.9 29.8 37.6 45.9 50.2 Old : 35.4 38.6 54.3 54.9 29.8 37.6 45.9 50.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 4,370: 264 2,026 0 4,074 2,190 4,338 4,216: 32 154 Old : 4,370: 264 2,026 0 4,074 2,190 4,338 4,216: 32 154 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 46.4 0.0 93.2 50.1 99.3 96.5: 0.7 3.5 Old : 100.0: 6.0 46.4 0.0 93.2 50.1 99.3 96.5: 0.7 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 3 0 8 13 9 16: Old : 21: 1 3 0 8 13 9 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.0 60.1 98.5 84.0 76.5 60.0 84.3 74.9 Old : 86.0 60.1 98.5 84.0 76.5 60.0 84.3 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,387: 1,979 835 612 9,657 10,765 12,248 12,212: 139 175 Old : 12,387: 1,979 835 612 9,657 10,765 12,248 12,212: 139 175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 784: 165 86 0 531 538 696 624: 88 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 6.7 4.9 78.0 86.9 98.9 98.6: 1.1 1.4 Old : 100.0: 16.0 6.7 4.9 78.0 86.9 98.9 98.6: 1.1 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 3 3 2 29 29 34 32: Old : 45: 3 3 2 29 29 34 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 43.4 69.8 69.1 46.5 40.3 64.6 61.1 Old : 46.5 43.4 69.8 69.1 46.5 40.3 64.6 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 33,135: 10,721 2,396 816 21,388 29,520 32,925 32,732: 210 403 Old : 33,135: 10,721 2,396 816 21,388 29,520 32,925 32,732: 210 403 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 295: -75 120 0 370 175 295 295: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 7.2 2.5 64.5 89.1 99.4 98.8: 0.6 1.2 Old : 100.0: 32.4 7.2 2.5 64.5 89.1 99.4 98.8: 0.6 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 6 4 5 28 36 35 44: Old : 52: 6 4 5 28 36 35 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 49.3 73.8 64.5 58.8 48.0 67.3 59.5 Old : 62.3 49.3 73.8 64.5 58.8 48.0 67.3 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011