GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,327 COMMITMENTS 458 0 444 48,333 48,584 49,235 49,028 92 299 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,524) 125 -25 -81 1,480 1,625 1,524 1,519 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.9 98.0 98.5 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 0 1 41 45 44 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,400 COMMITMENTS 0 50 0 12,262 12,250 12,262 12,300 138 100 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 551) 0 50 0 551 501 551 551 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 98.9 98.8 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 23 26 23 27 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,600 COMMITMENTS 0 281 219 9,389 9,102 9,608 9,602 992 998 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 514) 0 -37 30 603 666 633 659 -119 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 2.1 88.6 85.9 90.6 90.6 9.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 3 3 35 40 38 43 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,787 COMMITMENTS 745 141 152 5,414 5,668 6,311 5,961 476 826 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 326) -46 -10 57 257 198 268 245 58 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 2.1 2.2 79.8 83.5 93.0 87.8 7.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 3 3 2 47 52 51 56 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,047 COMMITMENTS 310 563 96 2,056 2,158 2,462 2,817 585 230 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 170) 0 50 0 92 115 92 165 78 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 18.5 3.2 67.5 70.8 80.8 92.5 19.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 2 22 22 26 24 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,679 COMMITMENTS 58 155 6 1,138 1,226 1,202 1,387 477 292 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 38) 0 0 0 33 53 33 53 5 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 9.2 0.4 67.8 73.0 71.6 82.6 28.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 14 17 15 19 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,811 COMMITMENTS 0 0 0 2,796 2,811 2,796 2,811 15 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 13 13 13 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,860 COMMITMENTS 0 0 0 9,830 9,543 9,830 9,543 30 317 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 121) 0 0 0 121 121 121 121 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 96.8 99.7 96.8 0.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 26 16 26 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,899 COMMITMENTS 0 248 451 25,448 25,200 25,899 25,899 0 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 4,910) 0 -90 90 4,820 4,910 4,910 4,910 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 1.7 98.3 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 1 29 28 30 30 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 297,574 COMMITMENTS 61,024 37,866 36,797 151,436 198,191 249,257 272,854 48,317 24,720 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -3,587) 747 -1,134 653 -4,677 882 -3,277 401 -310 -3,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 12.7 12.4 50.9 66.6 83.8 91.7 16.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 47 25 41 83 94 155 141 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,250 COMMITMENTS 250 580 650 11,676 11,920 12,576 13,150 674 100 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -3,882) -185 375 -115 -4,256 -4,235 -4,556 -3,975 674 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 4.4 4.9 88.1 90.0 94.9 99.2 5.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 3 3 43 42 47 47 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,849 COMMITMENTS 1,003 310 100 6,560 7,174 7,663 7,584 186 265 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 510) -174 -100 0 600 435 426 335 84 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 3.9 1.3 83.6 91.4 97.6 96.6 2.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 2 1 23 20 29 23 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 996,935 COMMITMENTS 167,515 346,126 337,469 425,045 268,313 930,029 951,908 66,906 45,027 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 25,136) 21,662 39,260 1,710 4,538 518 27,910 41,488 -2,774 -16,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 34.7 33.9 42.6 26.9 93.3 95.5 6.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 89 124 122 90 76 254 258 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,650 COMMITMENTS 0 9,955 2,370 53,731 40,985 56,101 53,310 3,549 6,340 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 427) -618 1,299 232 -362 -2,691 -748 -1,160 1,175 1,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.7 4.0 90.1 68.7 94.1 89.4 5.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 3 13 17 16 20 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,794 COMMITMENTS 3,995 3,564 629 45,786 45,841 50,410 50,034 7,384 7,760 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -60) -156 0 48 0 -108 -108 -60 48 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 6.2 1.1 79.2 79.3 87.2 86.6 12.8 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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,208 COMMITMENTS 2,901 0 2,939 77,451 85,194 83,291 88,133 9,917 5,075 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 291) -395 0 264 422 -829 291 -565 0 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 3.2 83.1 91.4 89.4 94.6 10.6 5.4 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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,536,642 COMMITMENTS 458,670 160,269 708,065 1346893 1657308 2513628 2525642 23,014 11,000 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 126,212) 40,047 10,149 70,822 84,832 77,745 195,701 158,716 -69,489 -32,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 6.3 27.9 53.1 65.3 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 34 25 48 102 92 161 143 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,111,237 COMMITMENTS 172,155 101,405 221,167 714,201 785,383 1107523 1107955 3,714 3,282 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 22,686) 8,776 583 -887 14,961 24,001 22,850 23,697 -164 -1,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 9.1 19.9 64.3 70.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 22 17 35 40 40 78 76 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,410 COMMITMENTS 101 1,407 64 17,660 16,554 17,825 18,025 585 385 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 490) -1 127 -81 617 459 535 505 -45 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.6 0.3 95.9 89.9 96.8 97.9 3.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 7 4 39 46 44 53 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,361 COMMITMENTS 0 163 216 1,261 1,177 1,477 1,556 884 805 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 246) 0 -6 31 221 306 252 331 -6 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.9 9.1 53.4 49.9 62.6 65.9 37.4 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 3 19 19 22 23 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,311 COMMITMENTS 78 0 5 804 955 887 960 424 351 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 58) 0 0 0 173 116 173 116 -115 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 0.4 61.3 72.8 67.7 73.2 32.3 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 19 19 20 20 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 56,987 COMMITMENTS 23,096 180 2,661 28,971 52,827 54,728 55,668 2,259 1,319 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,790) 1,310 0 356 -116 1,434 1,550 1,790 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 0.3 4.7 50.8 92.7 96.0 97.7 4.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 1 3 35 29 39 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,717 COMMITMENTS 40 1,232 1,284 13,240 12,718 14,564 15,234 1,153 483 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 422) -84 -118 460 52 76 428 418 -6 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 7.8 8.2 84.2 80.9 92.7 96.9 7.3 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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,737 COMMITMENTS 732 720 428 7,460 9,014 8,620 10,162 2,117 575 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 410) 222 -138 138 24 698 384 698 26 -288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 6.7 4.0 69.5 84.0 80.3 94.6 19.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 16 16 18 19 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,861 COMMITMENTS 3,194 232 88 7,780 10,220 11,062 10,540 799 1,321 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 127) 168 0 0 6 108 174 108 -47 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 2.0 0.7 65.6 86.2 93.3 88.9 6.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 13 15 16 16 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,920 COMMITMENTS 2,798 3,190 238 22,545 22,302 25,581 25,730 2,339 2,190 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 218) 8 0 10 83 224 101 234 117 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 11.4 0.9 80.7 79.9 91.6 92.2 8.4 7.8 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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,930 COMMITMENTS 3,768 18 480 4,431 8,202 8,679 8,700 1,251 1,230 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 522) 240 18 480 162 162 882 660 -360 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 0.2 4.8 44.6 82.6 87.4 87.6 12.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 17 16 19 17 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,660 COMMITMENTS 0 1,510 622 10,964 9,910 11,586 12,042 1,074 618 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 516) 0 616 -176 668 76 492 516 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.9 4.9 86.6 78.3 91.5 95.1 8.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 2 20 16 22 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,026 COMMITMENTS 0 0 0 54,832 55,026 54,832 55,026 194 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,532) 0 0 0 1,380 1,532 1,380 1,532 152 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 100.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 18 15 18 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 918,630 COMMITMENTS 0 0 0 915,871 918,630 915,871 918,630 2,759 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 27,095) 0 0 0 24,336 27,095 24,336 27,095 2,759 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 19 16 19 16 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,206 COMMITMENTS 105 19,341 0 32,101 12,865 32,206 32,206 0 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 60.1 0.0 99.7 39.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 8 14 9 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| 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 11/08/11 (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 11/15/11 | --------------------------------------------------------------| 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 11/08/11 (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 11/15/11 | --------------------------------------------------------------| 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 11/08/11 (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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 127,614 COMMITMENTS 210 0 0 127,149 127,614 127,359 127,614 255 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,630) 0 0 0 1,630 1,630 1,630 1,630 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 16 29 17 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,295 COMMITMENTS 1,275 3,044 1,407 45,613 43,844 48,295 48,295 0 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 2,559) -729 1,821 729 2,559 9 2,559 2,559 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 6.3 2.9 94.4 90.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 4 2 29 24 32 28 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,169,033 COMMITMENTS 46,920 55,450 9,285 1112828 1104298 1169033 1169033 0 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 40,315) 0 0 0 40,315 40,315 40,315 40,315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 4.7 0.8 95.2 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 1 27 23 30 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,234 COMMITMENTS 0 612 0 53,192 52,367 53,192 52,979 42 255 CHANGES FROM 11/08/11 (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 1.1 0.0 99.9 98.4 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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,005 COMMITMENTS 0 4,932 294 17,711 12,779 18,005 18,005 0 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 609) 0 -294 294 315 609 609 609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.4 1.6 98.4 71.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 13 8 14 10 MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| 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 11/08/11 (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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,437 COMMITMENTS 2,550 855 420 43,341 45,162 46,311 46,437 126 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 105) 0 0 0 105 147 105 147 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.8 0.9 93.3 97.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 16 19 18 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,443 COMMITMENTS 16,798 0 2,917 13,473 30,526 33,188 33,443 255 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 15) -750 0 0 765 15 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 0.0 8.7 40.3 91.3 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 10 15 12 17 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,528 COMMITMENTS 765 196 147 17,064 17,930 17,976 18,273 552 255 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 510) 0 0 0 0 510 0 510 510 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.1 0.8 92.1 96.8 97.0 98.6 3.0 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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 966,019 COMMITMENTS 23,400 40,941 1,224 941,395 923,854 966,019 966,019 0 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 23,520) 0 0 0 23,520 23,520 23,520 23,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 4.2 0.1 97.5 95.6 100.0 100.0 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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 980,219 COMMITMENTS 93,855 0 0 886,364 980,219 980,219 980,219 0 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -408) 0 0 0 -408 -408 -408 -408 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 16 19 16 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| 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 11/08/11 (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 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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,925 COMMITMENTS 260 56 87 21,412 21,618 21,759 21,761 166 164 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 206) 50 0 0 156 204 206 204 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.3 0.4 97.7 98.6 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 1 3 39 40 43 43 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,302 COMMITMENTS 150 0 0 9,869 9,868 10,019 9,868 283 434 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 437) -87 0 -25 473 398 361 373 76 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 95.8 95.8 97.3 95.8 2.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 17 20 18 20 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,050 COMMITMENTS 0 70 0 6,842 6,740 6,842 6,810 208 240 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 336) 0 0 0 221 186 221 186 115 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 97.0 95.6 97.0 96.6 3.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 23 21 23 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,478 COMMITMENTS 0 20 5 9,074 9,299 9,079 9,324 1,399 1,154 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -129) 0 20 5 -200 -256 -195 -231 66 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 86.6 88.7 86.6 89.0 13.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 23 21 24 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,357,125 COMMITMENTS 321,118 147,711 339,357 616,503 794,522 1276978 1281590 80,147 75,535 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -9,080) -8,270 -14,635 16,086 -11,281 -5,770 -3,465 -4,319 -5,615 -4,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 10.9 25.0 45.4 58.5 94.1 94.4 5.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 114 82 138 85 98 272 258 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,023 COMMITMENTS 45,794 17,686 5,292 116,597 140,447 167,683 163,425 36,340 40,598 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,442) 678 81 255 1,553 1,214 2,486 1,550 956 1,892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 8.7 2.6 57.1 68.8 82.2 80.1 17.8 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 7 9 19 22 30 33 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,874 COMMITMENTS 525 766 125 13,202 12,982 13,852 13,873 22 1 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,743) 0 -450 0 1,743 2,192 1,743 1,742 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 5.5 0.9 95.2 93.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 2 29 28 32 33 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,862 COMMITMENTS 4,059 14,580 2,916 61,476 47,758 68,451 65,254 2,411 5,608 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -4,408) 71 -357 -1,760 -2,777 -3,093 -4,466 -5,210 58 802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 20.6 4.1 86.8 67.4 96.6 92.1 3.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 7 11 26 23 38 34 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,778 COMMITMENTS 2,705 2,892 200 21,949 20,303 24,854 23,395 1,924 3,383 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -8,843) -317 -3,713 -113 -7,217 -5,383 -7,647 -9,209 -1,196 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 10.8 0.7 82.0 75.8 92.8 87.4 7.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 1 13 15 16 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,212 COMMITMENTS 3,961 3,616 6,285 9,190 9,178 19,436 19,079 3,776 4,133 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,864) 210 2,372 -256 2,202 75 2,156 2,191 -292 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 15.6 27.1 39.6 39.5 83.7 82.2 16.3 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 8 9 9 9 19 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,847 COMMITMENTS 11,490 4,014 364 5,804 13,487 17,658 17,865 1,189 982 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -480) 498 127 -148 -619 -215 -269 -236 -211 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.0 21.3 1.9 30.8 71.6 93.7 94.8 6.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 43 43 8 26 32 73 79 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,552 COMMITMENTS 26,771 5,022 253 5,884 30,649 32,908 35,924 5,644 2,628 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -300) -17 -164 -16 -39 165 -72 -15 -228 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.4 13.0 0.7 15.3 79.5 85.4 93.2 14.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 65 34 4 19 32 85 69 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 297,549 COMMITMENTS 82,051 25,905 28,443 167,166 230,181 277,660 284,529 19,889 13,020 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 14,063) 1,739 4,257 1,399 13,054 8,964 16,192 14,620 -2,129 -557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 8.7 9.6 56.2 77.4 93.3 95.6 6.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 65 28 51 87 91 178 151 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,585 COMMITMENTS 8,786 0 846 6,930 15,860 16,562 16,706 6,023 5,879 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,564) 1,734 0 -150 -116 1,591 1,468 1,441 96 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 0.0 3.7 30.7 70.2 73.3 74.0 26.7 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 3 10 16 15 19 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,855 COMMITMENTS 0 0 0 24,360 22,915 24,360 22,915 495 1,940 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -515) 0 0 0 -515 -335 -515 -335 0 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 92.2 98.0 92.2 2.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 17 12 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,394 COMMITMENTS 0 0 0 6,374 6,374 6,374 6,374 20 20 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 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: 37) 0 0 0 30 27 30 27 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,184 COMMITMENTS 925 236 51 53,318 54,325 54,294 54,612 890 572 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 4,495) 550 0 0 3,953 4,495 4,503 4,495 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.4 0.1 96.6 98.4 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 2 2 41 33 45 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,184 COMMITMENTS 0 50 19 13,045 13,115 13,064 13,184 120 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 91) 0 -38 19 85 135 104 116 -13 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.1 98.9 99.5 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 21 17 22 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,770 COMMITMENTS 0 2,475 0 5,320 3,295 5,320 5,770 450 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 535) 0 0 0 85 535 85 535 450 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.9 0.0 92.2 57.1 92.2 100.0 7.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 0 23 14 23 17 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,371 COMMITMENTS 0 308 87 4,846 4,916 4,933 5,311 438 60 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 729) 0 94 0 729 635 729 729 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.7 1.6 90.2 91.5 91.8 98.9 8.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 21 17 22 19 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,867 COMMITMENTS 1,610 3,959 869 21,368 18,961 23,847 23,789 20 78 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,494) 958 1,378 155 2,381 1,961 3,494 3,494 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 16.6 3.6 89.5 79.4 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 3 6 4 40 44 44 53 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,883 COMMITMENTS 1,908 1,870 0 3,911 3,789 5,819 5,659 64 224 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 31.8 0.0 66.5 64.4 98.9 96.2 1.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 0 8 13 9 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,356 COMMITMENTS 1,753 118 1,064 9,421 10,976 12,238 12,158 118 198 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 668) 539 118 91 73 315 703 524 -35 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 1.0 8.6 76.2 88.8 99.0 98.4 1.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 1 2 32 30 38 32 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,692 COMMITMENTS 10,929 1,675 1,101 22,420 31,443 34,450 34,219 242 473 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 342) -215 985 365 192 -736 342 614 0 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 4.8 3.2 64.6 90.6 99.3 98.6 0.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 5 5 28 39 35 48
Updated November 18, 2011