GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,803 COMMITMENTS 333 25 525 46,853 46,959 47,711 47,509 92 294 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -5,780) -693 -35 -58 -5,019 -5,548 -5,770 -5,641 -10 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 1.1 98.0 98.2 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 1 1 42 44 45 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,849 COMMITMENTS 0 0 0 11,711 11,749 11,711 11,749 138 100 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -840) 0 0 0 -765 -825 -765 -825 -75 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 23 25 23 25 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,086 COMMITMENTS 0 318 189 8,786 8,436 8,975 8,943 1,111 1,143 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -929) -132 -46 -4 -832 -758 -968 -808 39 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 1.9 87.1 83.6 89.0 88.7 11.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 2 2 34 39 36 41 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,461 COMMITMENTS 791 151 95 5,157 5,470 6,043 5,716 418 745 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,590) -120 88 -2 -1,513 -1,569 -1,635 -1,483 45 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 2.3 1.5 79.8 84.7 93.5 88.5 6.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 3 2 47 51 52 55 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,877 COMMITMENTS 310 513 96 1,964 2,043 2,370 2,652 507 225 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -501) -80 -86 6 -453 -479 -527 -559 26 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 17.8 3.3 68.3 71.0 82.4 92.2 17.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 22 20 26 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,641 COMMITMENTS 58 155 6 1,105 1,173 1,169 1,334 472 307 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -573) 58 15 -95 -523 -525 -560 -605 -13 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 9.4 0.4 67.3 71.5 71.2 81.3 28.8 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 14 15 15 17 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,739 COMMITMENTS 0 0 0 9,709 9,422 9,709 9,422 30 317 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -902) 0 0 0 -887 -932 -887 -932 -15 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 96.7 99.7 96.7 0.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 26 15 26 15 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,989 COMMITMENTS 0 338 361 20,628 20,290 20,989 20,989 0 0 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,981) 0 -909 -75 -1,906 -997 -1,981 -1,981 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 1.7 98.3 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 1 26 27 27 29 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 301,161 COMMITMENTS 60,277 39,000 36,144 156,113 197,309 252,534 272,453 48,627 28,708 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 4,343) 2,163 701 2,437 -7,413 -5,840 -2,813 -2,702 7,156 7,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 12.9 12.0 51.8 65.5 83.9 90.5 16.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 43 21 44 82 86 149 134 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,339 COMMITMENTS 1,177 410 100 5,960 6,739 7,237 7,249 102 90 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 25) -47 0 0 60 25 13 25 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 5.6 1.4 81.2 91.8 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 3 1 22 21 28 25 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 971,799 COMMITMENTS 145,853 306,866 335,759 420,507 267,795 902,119 910,420 69,680 61,379 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 11,600) 5,188 3,642 -10,645 11,710 4,173 6,253 -2,830 5,347 14,430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 31.6 34.6 43.3 27.6 92.8 93.7 7.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 74 121 116 92 76 243 248 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| 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 8,656 2,138 54,093 43,676 56,849 54,470 2,374 4,753 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0) 0 400 -400 400 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 14.6 3.6 91.3 73.7 96.0 92.0 4.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 14 18 17 21 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,854 COMMITMENTS 4,151 3,564 581 45,786 45,949 50,518 50,094 7,336 7,760 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 304) 428 0 0 -124 304 304 304 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 6.2 1.0 79.1 79.4 87.3 86.6 12.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 13 16 14 18 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,917 COMMITMENTS 3,296 0 2,675 77,029 86,023 83,000 88,698 9,917 4,219 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -72) -563 0 40 472 -91 -51 -51 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 2.9 82.9 92.6 89.3 95.5 10.7 4.5 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 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,410,430 COMMITMENTS 418,623 150,120 637,243 1262061 1579563 2317927 2366926 92,503 43,504 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 21,630) -42,060 -11,285 -14,872 19,741 25,348 -37,191 -809 58,821 22,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 6.2 26.4 52.4 65.5 96.2 98.2 3.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 33 21 44 100 90 155 137 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,088,551 COMMITMENTS 163,379 100,822 222,054 699,240 761,382 1084673 1084258 3,878 4,293 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 37,643) 9,337 14,685 6,017 23,399 17,327 38,753 38,029 -1,110 -386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 9.3 20.4 64.2 69.9 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 17 34 40 40 76 75 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,920 COMMITMENTS 102 1,280 145 17,043 16,095 17,290 17,520 630 400 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 780) -14 -41 -15 473 659 444 603 336 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.1 0.8 95.1 89.8 96.5 97.8 3.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 2 6 5 40 48 46 55 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,115 COMMITMENTS 0 169 185 1,040 871 1,225 1,225 890 890 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -376) 0 -164 73 -441 -324 -368 -415 -8 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.0 8.7 49.2 41.2 57.9 57.9 42.1 42.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 3 15 14 18 18 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,253 COMMITMENTS 78 0 5 631 839 714 844 539 409 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -260) 26 -48 -36 -316 -213 -326 -297 66 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 0.4 50.4 67.0 57.0 67.4 43.0 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 16 18 17 19 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 55,197 COMMITMENTS 21,786 180 2,305 29,087 51,393 53,178 53,878 2,019 1,319 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,709) 316 0 9 976 1,450 1,301 1,459 408 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 0.3 4.2 52.7 93.1 96.3 97.6 3.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 1 3 35 27 39 31 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,295 COMMITMENTS 124 1,350 824 13,188 12,642 14,136 14,816 1,159 479 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 171) -60 -162 140 160 374 240 352 -69 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 8.8 5.4 86.2 82.7 92.4 96.9 7.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 22 22 25 26 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,327 COMMITMENTS 510 858 290 7,436 8,316 8,236 9,464 2,091 863 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 340) 0 0 0 340 820 340 820 0 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 8.3 2.8 72.0 80.5 79.8 91.6 20.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 16 15 18 18 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,734 COMMITMENTS 3,026 232 88 7,774 10,112 10,888 10,432 846 1,302 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 424) 64 0 0 360 424 424 424 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 2.0 0.7 66.3 86.2 92.8 88.9 7.2 11.1 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 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,702 COMMITMENTS 2,790 3,190 228 22,462 22,078 25,480 25,496 2,222 2,206 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 424) 240 0 0 163 -316 403 -316 21 740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 11.5 0.8 81.1 79.7 92.0 92.0 8.0 8.0 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 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,408 COMMITMENTS 3,528 0 0 4,269 8,040 7,797 8,040 1,611 1,368 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 20) 0 0 0 20 0 20 0 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 0.0 0.0 45.4 85.5 82.9 85.5 17.1 14.5 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 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,144 COMMITMENTS 0 894 798 10,296 9,834 11,094 11,526 1,050 618 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 482) 0 -350 248 236 738 484 636 -2 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.4 6.6 84.8 81.0 91.4 94.9 8.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 2 20 17 22 20 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,494 COMMITMENTS 0 0 0 53,452 53,494 53,452 53,494 42 0 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,275) 0 0 0 1,275 1,275 1,275 1,275 0 0 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 11/08/11 | --------------------------------------------------------------| 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 11/01/11 (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 0.0 100.0 100.0 100.0 100.0 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 11/08/11 | --------------------------------------------------------------| 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 11/01/11 (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 0.0 100.0 100.0 100.0 100.0 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 11/08/11 | --------------------------------------------------------------| 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 11/01/11 (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 0.0 100.0 100.0 100.0 100.0 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 11/08/11 | --------------------------------------------------------------| 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 11/01/11 (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 0.0 100.0 100.0 100.0 100.0 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 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 125,984 COMMITMENTS 210 0 0 125,519 125,984 125,729 125,984 255 0 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 210) 0 0 0 210 210 210 210 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: 38) 1 0 0 17 29 18 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,170,823 COMMITMENTS 7,930 0 0 2162893 2170823 2170823 2170823 0 0 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,224) 0 0 0 1,224 1,224 1,224 1,224 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 OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,128,718 COMMITMENTS 46,920 55,450 9,285 1072513 1063983 1128718 1128718 0 0 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 27,280) 0 0 0 27,280 27,280 27,280 27,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 4.9 0.8 95.0 94.3 100.0 100.0 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 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,959 COMMITMENTS 0 612 0 51,917 51,092 51,917 51,704 42 255 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 105) 0 0 0 105 105 105 105 0 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 11/08/11 | --------------------------------------------------------------| 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 11/01/11 (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 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 11/08/11 | --------------------------------------------------------------| 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 11/01/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 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 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,332 COMMITMENTS 2,550 855 420 43,236 45,015 46,206 46,290 126 42 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,466) 2,550 0 0 -84 2,466 2,466 2,466 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.8 0.9 93.3 97.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 15 17 17 18 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| 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 11/01/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 11/08/11 | --------------------------------------------------------------| 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 765 196 147 17,064 17,420 17,976 17,763 42 255 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0) 0 -42 0 0 42 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.1 0.8 94.7 96.7 99.8 98.6 0.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 14 14 16 16 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| 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 40,941 1,224 917,875 900,334 942,499 942,499 0 0 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0) 0 10 0 0 -10 0 0 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 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 980,627 COMMITMENTS 93,855 0 0 886,772 980,627 980,627 980,627 0 0 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 60,696) 0 0 0 60,696 60,696 60,696 60,696 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.0 0.0 90.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 17 15 19 15 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 131,780 COMMITMENTS 0 3,965 0 131,780 127,815 131,780 131,780 0 0 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 11,595) 0 0 0 11,595 11,595 11,595 11,595 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 11 12 11 13 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,719 COMMITMENTS 210 56 87 21,256 21,414 21,553 21,557 166 162 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -2,870) 25 -10 -120 -2,733 -2,706 -2,828 -2,836 -42 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.3 0.4 97.9 98.6 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 1 3 39 39 43 42 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,865 COMMITMENTS 237 0 25 9,396 9,470 9,658 9,495 207 370 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 500) 117 0 25 364 454 506 479 -6 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.3 95.2 96.0 97.9 96.2 2.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 17 18 19 19 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,714 COMMITMENTS 0 70 0 6,621 6,554 6,621 6,624 93 90 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 84) -40 0 0 315 269 275 269 -191 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 98.6 97.6 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 23 20 23 21 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,607 COMMITMENTS 0 0 0 9,274 9,555 9,274 9,555 1,333 1,052 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 73) 0 0 0 89 129 89 129 -16 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.4 90.1 87.4 90.1 12.6 9.9 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 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,366,205 COMMITMENTS 329,388 162,346 323,271 627,784 800,292 1280443 1285909 85,762 80,296 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 21,181) 5,750 320 1,808 -2,614 3,615 4,944 5,743 16,237 15,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 11.9 23.7 46.0 58.6 93.7 94.1 6.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 116 92 148 93 103 288 277 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 200,581 COMMITMENTS 45,116 17,605 5,037 115,044 139,233 165,197 161,875 35,384 38,706 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,391) -774 919 812 -317 -547 -279 1,184 1,670 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 8.8 2.5 57.4 69.4 82.4 80.7 17.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 7 9 19 23 30 34 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 75,270 COMMITMENTS 3,988 14,937 4,676 64,253 50,851 72,917 70,464 2,353 4,806 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 331) -15 -124 -147 228 766 66 495 265 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 19.8 6.2 85.4 67.6 96.9 93.6 3.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 8 12 26 24 39 36 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,621 COMMITMENTS 3,022 6,605 313 29,166 25,686 32,501 32,604 3,120 3,017 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 786) -919 5,427 -2,200 4,220 -2,121 1,101 1,106 -315 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 18.5 0.9 81.9 72.1 91.2 91.5 8.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 6 2 18 18 23 24 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,215 COMMITMENTS 2,627 100 0 8,540 11,035 11,167 11,135 48 80 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -375) -600 0 0 225 -375 -375 -375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 0.9 0.0 76.1 98.4 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 0 16 17 18 18 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,348 COMMITMENTS 3,751 1,244 6,541 6,988 9,103 17,280 16,888 4,068 4,460 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,282) -899 142 699 324 -220 124 621 1,158 661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 5.8 30.6 32.7 42.6 80.9 79.1 19.1 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 3 7 10 8 18 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,327 COMMITMENTS 10,992 3,887 512 6,423 13,702 17,927 18,101 1,400 1,226 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 660) 364 36 49 4 678 417 763 243 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 20.1 2.6 33.2 70.9 92.8 93.7 7.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 43 39 8 22 33 70 77 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,852 COMMITMENTS 26,788 5,186 269 5,923 30,484 32,980 35,939 5,872 2,913 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 904) 766 -234 31 -438 827 359 624 545 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.9 13.3 0.7 15.2 78.5 84.9 92.5 15.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 67 33 4 19 32 87 68 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 283,486 COMMITMENTS 80,312 21,648 27,044 154,112 221,217 261,468 269,909 22,018 13,577 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 16,069) 549 -278 980 11,615 13,926 13,144 14,628 2,925 1,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 7.6 9.5 54.4 78.0 92.2 95.2 7.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 72 16 47 81 90 172 141 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,021 COMMITMENTS 7,052 0 996 7,046 14,269 15,094 15,265 5,927 5,756 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 519) 209 0 0 275 97 484 97 35 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 0.0 4.7 33.5 67.9 71.8 72.6 28.2 27.4 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 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,370 COMMITMENTS 0 0 0 24,875 23,250 24,875 23,250 495 2,120 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -3,555) 0 0 0 -3,470 -3,275 -3,470 -3,275 -85 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 91.6 98.0 91.6 2.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 16 12 16 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,994 COMMITMENTS 0 0 0 5,974 5,974 5,974 5,974 20 20 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,088) -100 0 0 -975 -1,088 -1,075 -1,088 -13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 99.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 29 26 29 26 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,689 COMMITMENTS 375 236 51 49,365 49,830 49,791 50,117 898 572 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -4,961) 75 -175 49 -5,070 -4,667 -4,946 -4,793 -15 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.5 0.1 97.4 98.3 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 2 2 42 32 45 35 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,093 COMMITMENTS 0 88 0 12,960 12,980 12,960 13,068 133 25 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -2,484) 0 -162 0 -2,497 -2,322 -2,497 -2,484 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 99.0 99.1 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 21 16 21 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,235 COMMITMENTS 0 2,475 0 5,235 2,760 5,235 5,235 0 0 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,310) 0 -775 0 -1,310 -535 -1,310 -1,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 47.3 0.0 100.0 52.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 0 25 14 25 17 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,642 COMMITMENTS 0 214 87 4,117 4,281 4,204 4,582 438 60 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,308) -114 214 -31 -1,292 -1,461 -1,437 -1,278 129 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 1.9 88.7 92.2 90.6 98.7 9.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 1 18 15 19 17 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,373 COMMITMENTS 652 2,581 714 18,987 17,000 20,353 20,295 20 78 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 982) -25 258 -119 1,188 867 1,044 1,006 -62 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 12.7 3.5 93.2 83.4 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 7 4 40 41 44 50 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,688 COMMITMENTS 1,214 0 973 9,348 10,661 11,535 11,634 153 54 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 237) -144 0 45 247 192 148 237 89 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.0 8.3 80.0 91.2 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 0 2 32 29 37 31 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,350 COMMITMENTS 11,144 690 736 22,228 32,179 34,108 33,605 242 745 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,394) 855 0 60 1,479 2,334 2,394 2,394 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 2.0 2.1 64.7 93.7 99.3 97.8 0.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 3 5 27 37 34 45
Updated November 14, 2011