GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,583 COMMITMENTS 1,026 60 583 51,872 52,507 53,481 53,150 102 433 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 4,411) 240 60 80 4,087 4,180 4,407 4,320 4 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.1 1.1 96.8 98.0 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 1 1 45 45 48 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,689 COMMITMENTS 0 0 0 12,476 12,574 12,476 12,574 213 115 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 293) 0 0 0 243 293 243 293 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 99.1 98.3 99.1 1.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 28 30 28 30 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,015 COMMITMENTS 132 364 193 9,618 9,194 9,943 9,751 1,072 1,264 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 234) 30 12 -8 174 228 196 232 38 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.3 1.8 87.3 83.5 90.3 88.5 9.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 5 34 40 39 45 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,051 COMMITMENTS 911 63 97 6,670 7,039 7,678 7,199 373 852 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 712) 118 20 30 661 777 809 827 -97 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 0.8 1.2 82.8 87.4 95.4 89.4 4.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 5 2 2 54 56 60 59 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,086 COMMITMENTS 0 0 0 3,258 2,527 3,258 2,527 828 1,559 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 125) 0 0 0 209 103 209 103 -84 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 79.7 61.8 79.7 61.8 20.3 38.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 20 18 20 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,378 COMMITMENTS 390 599 90 2,417 2,522 2,897 3,211 481 167 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 231) 30 105 0 284 201 314 306 -83 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 17.7 2.7 71.6 74.7 85.8 95.1 14.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 22 20 26 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,214 COMMITMENTS 0 140 101 1,628 1,698 1,729 1,939 485 275 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 8) 0 0 0 -9 12 -9 12 17 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 4.6 73.5 76.7 78.1 87.6 21.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 21 22 23 24 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,641 COMMITMENTS 0 0 0 10,596 10,354 10,596 10,354 45 287 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,648) 0 0 0 1,648 1,648 1,648 1,648 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 97.3 99.6 97.3 0.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 26 18 26 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,970 COMMITMENTS 0 1,247 436 22,534 21,287 22,970 22,970 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 2,083) 0 330 0 2,083 1,753 2,083 2,083 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 1.9 98.1 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 1 27 29 28 31 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 296,818 COMMITMENTS 58,114 38,299 33,707 163,526 203,149 255,347 275,155 41,471 21,663 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,679) 4,943 4,273 -1,038 -2,238 917 1,667 4,152 -3,346 -5,831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 12.9 11.4 55.1 68.4 86.0 92.7 14.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 40 25 41 82 87 146 132 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,132 COMMITMENTS 435 205 765 15,932 16,155 17,132 17,125 0 7 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,801) 50 -200 650 1,101 1,451 1,801 1,901 0 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.2 4.5 93.0 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 4 1 5 44 47 50 53 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,314 COMMITMENTS 1,224 410 100 5,900 6,714 7,224 7,224 90 90 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -597) 213 -205 -100 -690 -272 -577 -577 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 5.6 1.4 80.7 91.8 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 3 1 22 21 28 25 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,610 COMMITMENTS 0 0 0 1,560 1,610 1,560 1,610 50 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.9 100.0 96.9 100.0 3.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 12 16 12 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 960,199 COMMITMENTS 140,665 303,224 346,404 408,797 263,622 895,866 913,250 64,333 46,949 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -17,128) -495 -7,376 -8,085 -9,468 -4,194 -18,048 -19,655 920 2,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 31.6 36.1 42.6 27.5 93.3 95.1 6.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 70 131 123 94 79 249 258 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,223 COMMITMENTS 618 8,256 2,538 53,693 43,676 56,849 54,470 2,374 4,753 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,808) -480 -1,168 -180 -3,628 -2,815 -4,288 -4,163 -520 -645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 13.9 4.3 90.7 73.7 96.0 92.0 4.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 13 18 16 21 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,550 COMMITMENTS 3,723 3,564 581 45,910 45,645 50,214 49,790 7,336 7,760 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,200) -16 0 -100 -2,958 -2,813 -3,074 -2,913 -126 -287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 6.2 1.0 79.8 79.3 87.3 86.5 12.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 14 16 15 18 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,989 COMMITMENTS 3,859 0 2,635 76,557 86,114 83,051 88,749 9,938 4,240 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -5,307) -424 0 -176 -3,854 -4,584 -4,454 -4,760 -853 -547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 2.8 82.3 92.6 89.3 95.4 10.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 3 18 22 21 25 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,388,800 COMMITMENTS 460,683 161,405 652,115 1242320 1554215 2355118 2367735 33,682 21,065 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -101,281) -3,439 15,420 -34,323 -64,038 -82,913 -101,800 -101,816 519 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 6.8 27.3 52.0 65.1 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 37 22 49 99 90 159 141 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,050,908 COMMITMENTS 154,042 86,137 216,037 675,841 744,055 1045920 1046229 4,988 4,679 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -56,331) -36,182 -1,518 -17,657 -2,628 -30,498 -56,467 -49,673 136 -6,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 8.2 20.6 64.3 70.8 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 19 18 32 40 40 75 74 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,140 COMMITMENTS 116 1,321 160 16,570 15,436 16,846 16,917 294 223 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,568) -305 -278 26 -2,233 -2,273 -2,512 -2,525 -56 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 7.7 0.9 96.7 90.1 98.3 98.7 1.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 6 4 38 45 43 52 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,491 COMMITMENTS 0 333 112 1,481 1,195 1,593 1,640 898 851 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 149) 0 48 34 101 214 135 296 14 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.4 4.5 59.5 48.0 64.0 65.8 36.0 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 5 3 19 19 22 24 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,513 COMMITMENTS 52 48 41 947 1,052 1,040 1,141 473 372 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 98) -28 0 -60 219 255 131 195 -33 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 3.2 2.7 62.6 69.5 68.7 75.4 31.3 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 20 24 22 26 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 53,488 COMMITMENTS 21,470 180 2,296 28,111 49,943 51,877 52,419 1,611 1,069 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,315) -232 -160 -458 -561 -1,041 -1,251 -1,659 -64 344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 0.3 4.3 52.6 93.4 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 3 35 28 39 32 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,124 COMMITMENTS 184 1,512 684 13,028 12,268 13,896 14,464 1,228 660 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -501) 2 434 14 -469 -847 -453 -399 -48 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 10.0 4.5 86.1 81.1 91.9 95.6 8.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 3 22 21 25 25 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,987 COMMITMENTS 510 858 290 7,096 7,496 7,896 8,644 2,091 1,343 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -91) -25 120 0 102 -339 77 -219 -168 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 8.6 2.9 71.1 75.1 79.1 86.6 20.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 16 14 18 17 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,310 COMMITMENTS 2,962 232 88 7,414 9,688 10,464 10,008 846 1,302 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 16) 1,720 -434 2 -1,605 638 117 206 -101 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 2.1 0.8 65.6 85.7 92.5 88.5 7.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 12 15 15 16 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,278 COMMITMENTS 2,550 3,190 228 22,299 22,394 25,077 25,812 2,201 1,466 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 133) 328 390 -86 204 9 446 313 -313 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 11.7 0.8 81.7 82.1 91.9 94.6 8.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 23 21 25 23 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,388 COMMITMENTS 3,528 0 0 4,249 8,040 7,777 8,040 1,611 1,348 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -507) -322 0 -218 -318 18 -858 -200 351 -307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 0.0 0.0 45.3 85.6 82.8 85.6 17.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 17 15 18 15 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,662 COMMITMENTS 0 1,244 550 10,060 9,096 10,610 10,890 1,052 772 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -287) 0 -350 6 -568 97 -562 -247 275 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.7 4.7 86.3 78.0 91.0 93.4 9.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 20 16 22 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,219 COMMITMENTS 0 0 0 52,177 52,219 52,177 52,219 42 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,436) -2,151 0 -399 135 -2,016 -2,415 -2,415 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 17 14 17 14 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 891,535 COMMITMENTS 0 0 0 891,535 891,535 891,535 891,535 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -36,312) -32,918 0 0 -3,394 -36,312 -36,312 -36,312 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 18 15 18 15 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 342,972 COMMITMENTS 0 0 0 342,972 342,972 342,972 342,972 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -31,008) -16,652 0 -9,408 -4,948 -21,600 -31,008 -31,008 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 11 11 11 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,309 COMMITMENTS 0 0 0 39,309 39,309 39,309 39,309 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,192) 0 0 0 -3,192 -3,192 -3,192 -3,192 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 12 14 12 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 727,626 COMMITMENTS 0 0 0 727,626 727,626 727,626 727,626 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -64,056) 0 0 0 -64,056 -64,056 -64,056 -64,056 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 12 14 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 125,774 COMMITMENTS 210 0 0 125,309 125,774 125,519 125,774 255 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -9,541) -1,291 0 -1,113 -7,137 -8,428 -9,541 -9,541 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.6 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 17 28 18 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,169,599 COMMITMENTS 7,930 0 0 2161669 2169599 2169599 2169599 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -186,939) 0 -30,405 -14,886 -172,053 -141,648 -186,939 -186,939 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 0 19 29 20 29 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,736 COMMITMENTS 2,004 1,223 678 43,054 43,835 45,736 45,736 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 990) -1,885 -315 -525 3,400 1,830 990 990 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 2.7 1.5 94.1 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 2 28 23 31 27 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,101,438 COMMITMENTS 46,920 55,450 9,285 1045233 1036703 1101438 1101438 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 7,119) -12,900 45,408 -3,875 23,894 -34,414 7,119 7,119 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 5.0 0.8 94.9 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 1 27 22 30 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,854 COMMITMENTS 0 612 0 51,812 50,987 51,812 51,599 42 255 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -888) 0 -1,086 -105 -762 303 -867 -888 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 99.9 98.3 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 20 18 20 20 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,396 COMMITMENTS 0 5,226 0 17,396 12,170 17,396 17,396 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -630) 0 -751 -211 -419 332 -630 -630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.0 0.0 100.0 70.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 13 7 13 9 MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,630 COMMITMENTS 126 0 0 22,504 22,630 22,630 22,630 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,593) 0 0 0 -1,593 -1,572 -1,593 -1,572 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 10 15 11 15 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,866 COMMITMENTS 0 855 420 43,320 42,549 43,740 43,824 126 42 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,575) 0 -2,703 -357 -1,197 1,506 -1,554 -1,554 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 1.0 98.8 97.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 15 16 16 17 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,428 COMMITMENTS 17,548 0 2,917 12,708 30,511 33,173 33,428 255 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,023) -1,500 0 -1,230 1,707 207 -1,023 -1,023 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 0.0 8.7 38.0 91.3 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 9 14 11 16 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,018 COMMITMENTS 765 238 147 17,064 17,378 17,976 17,763 42 255 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,719) -168 150 147 -1,677 -2,016 -1,698 -1,719 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.3 0.8 94.7 96.4 99.8 98.6 0.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 15 14 17 16 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 942,499 COMMITMENTS 23,400 40,931 1,224 917,875 900,344 942,499 942,499 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -33,307) 0 -1,205 -2,760 -30,547 -29,342 -33,307 -33,307 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.3 0.1 97.4 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 22 22 24 24 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 919,931 COMMITMENTS 93,855 0 0 826,076 919,931 919,931 919,931 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 4,998) -17,133 -225 -26,037 48,168 31,260 4,998 4,998 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 0.0 89.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 17 14 19 14 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 120,185 COMMITMENTS 0 3,965 0 120,185 116,220 120,185 120,185 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -11,539) 0 -2,040 0 -11,539 -9,499 -11,539 -11,539 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.0 100.0 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 11 11 12 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,589 COMMITMENTS 185 66 207 23,989 24,120 24,381 24,393 208 196 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -105) -10 0 30 -125 -118 -105 -88 0 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.3 0.8 97.6 98.1 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 1 4 41 39 45 43 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,365 COMMITMENTS 120 0 0 9,032 9,016 9,152 9,016 213 349 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,304) -15 -35 -130 -1,243 -1,240 -1,388 -1,405 84 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 96.4 96.3 97.7 96.3 2.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 17 18 18 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,630 COMMITMENTS 40 70 0 6,306 6,285 6,346 6,355 284 275 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -920) 40 -10 0 -810 -716 -770 -726 -150 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.1 0.0 95.1 94.8 95.7 95.9 4.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 23 20 24 21 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,534 COMMITMENTS 0 0 0 9,185 9,426 9,185 9,426 1,349 1,108 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,195) 0 0 0 -1,319 -1,137 -1,319 -1,137 124 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.2 89.5 87.2 89.5 12.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 22 19 22 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,345,024 COMMITMENTS 323,638 162,026 321,463 630,398 796,677 1275499 1280166 69,525 64,858 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -43,873) -11,574 -13,468 -23,768 -15,069 -6,181 -50,411 -43,417 6,538 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 12.0 23.9 46.9 59.2 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 121 91 148 92 100 289 276 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 199,190 COMMITMENTS 45,890 16,686 4,225 115,361 139,780 165,476 160,691 33,714 38,499 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -10,691) -2,397 -4,338 -1,154 -2,822 -3,444 -6,373 -8,936 -4,318 -1,755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 8.4 2.1 57.9 70.2 83.1 80.7 16.9 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 7 9 19 23 30 34 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,131 COMMITMENTS 525 1,216 125 11,459 10,790 12,109 12,131 22 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,096) 25 167 -225 -3,896 -4,038 -4,096 -4,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 10.0 1.0 94.5 88.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 2 27 25 30 31 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 74,939 COMMITMENTS 4,003 15,061 4,823 64,025 50,085 72,851 69,969 2,088 4,970 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 637) 97 235 -692 1,070 270 475 -187 162 824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 20.1 6.4 85.4 66.8 97.2 93.4 2.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 8 13 25 22 39 35 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,835 COMMITMENTS 3,941 1,178 2,513 24,946 27,807 31,400 31,498 3,435 3,337 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,197) -120 -1,151 -1,122 -425 512 -1,667 -1,761 470 564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 3.4 7.2 71.6 79.8 90.1 90.4 9.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 3 16 17 22 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,590 COMMITMENTS 3,227 100 0 8,315 11,410 11,542 11,510 48 80 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,095) -100 -50 0 -1,895 -1,920 -1,995 -1,970 -100 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 0.9 0.0 71.7 98.4 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 17 17 19 18 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,066 COMMITMENTS 4,650 1,102 5,842 6,664 9,323 17,156 16,267 2,910 3,799 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -259) -234 -293 -389 -352 -149 -975 -831 716 572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 5.5 29.1 33.2 46.5 85.5 81.1 14.5 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 4 8 9 9 18 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,667 COMMITMENTS 10,628 3,851 463 6,419 13,024 17,510 17,338 1,157 1,329 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -80) -142 -277 -12 62 234 -92 -55 12 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 20.6 2.5 34.4 69.8 93.8 92.9 6.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 39 37 7 24 31 68 72 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,948 COMMITMENTS 26,022 5,420 238 6,361 29,657 32,621 35,315 5,327 2,633 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 657) 662 -228 1 294 1,315 957 1,088 -300 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.6 14.3 0.6 16.8 78.2 86.0 93.1 14.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 66 33 4 19 34 87 69 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 267,417 COMMITMENTS 79,763 21,926 26,064 142,497 207,291 248,324 255,281 19,093 12,136 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -13,147) -5,818 -3,005 -698 -6,118 -9,019 -12,634 -12,722 -513 -425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 8.2 9.7 53.3 77.5 92.9 95.5 7.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 71 19 48 78 90 169 142 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,502 COMMITMENTS 6,843 0 996 6,771 14,172 14,610 15,168 5,892 5,334 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,684) -1,465 -280 0 -816 -3,123 -2,281 -3,403 -1,403 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 0.0 4.9 33.0 69.1 71.3 74.0 28.7 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 3 11 16 15 19 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,925 COMMITMENTS 0 0 0 28,345 26,525 28,345 26,525 580 2,400 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,070) 0 0 0 2,970 2,260 2,970 2,260 100 810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 91.7 98.0 91.7 2.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 17 13 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,082 COMMITMENTS 100 0 0 6,949 7,062 7,049 7,062 33 20 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 262) 0 0 0 262 262 262 262 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 98.1 99.7 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 0 0 34 30 35 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,650 COMMITMENTS 300 411 2 54,435 54,497 54,737 54,910 913 740 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 499) 0 69 -25 345 194 320 238 179 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.7 0.0 97.8 97.9 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 3 1 43 32 45 35 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,577 COMMITMENTS 0 250 0 15,457 15,302 15,457 15,552 120 25 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -195) 0 -50 0 -195 -145 -195 -195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 99.2 98.2 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 21 18 21 20 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,545 COMMITMENTS 0 3,250 0 6,545 3,295 6,545 6,545 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 100) 0 -50 0 100 150 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 49.7 0.0 100.0 50.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 5 0 29 17 29 22 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,950 COMMITMENTS 114 0 118 5,409 5,742 5,641 5,860 309 90 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 31) -50 0 50 31 -19 31 31 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 2.0 90.9 96.5 94.8 98.5 5.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 19 17 20 18 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,391 COMMITMENTS 677 2,323 833 17,799 16,133 19,309 19,289 82 102 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,457) -139 -113 57 -2,452 -2,468 -2,534 -2,524 77 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 12.0 4.3 91.8 83.2 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 3 6 5 40 41 45 50 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,451 COMMITMENTS 1,358 0 928 9,101 10,469 11,387 11,397 64 54 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,135) -56 0 71 -2,113 -2,156 -2,098 -2,085 -37 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 0.0 8.1 79.5 91.4 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 0 2 32 29 38 31 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,956 COMMITMENTS 10,289 690 676 20,749 29,845 31,714 31,211 242 745 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,372) -922 -175 -57 -1,363 -2,234 -2,342 -2,466 -30 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 2.2 2.1 64.9 93.4 99.2 97.7 0.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 3 5 26 36 33 44
Updated November 10, 2011