GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,592 COMMITMENTS 394 0 12 39,076 39,293 39,482 39,305 110 287 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,601) -11 0 -238 -8,348 -8,304 -8,597 -8,542 -4 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 98.7 99.2 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 0 1 39 50 41 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,829 COMMITMENTS 0 0 0 13,680 13,745 13,680 13,745 149 84 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,268) 0 0 0 -1,279 -1,252 -1,279 -1,252 11 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 99.4 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 23 29 23 29 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,160 COMMITMENTS 112 318 165 8,854 8,730 9,131 9,213 1,029 947 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,054) 60 -30 -88 -1,026 -875 -1,054 -993 0 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.1 1.6 87.1 85.9 89.9 90.7 10.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 3 32 37 36 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,937 COMMITMENTS 355 71 322 4,716 4,762 5,393 5,155 544 782 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,525) -234 -5 -4 -1,341 -1,543 -1,579 -1,552 54 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 1.2 5.4 79.4 80.2 90.8 86.8 9.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 2 3 41 41 45 46 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,895 COMMITMENTS 95 493 96 1,833 1,985 2,024 2,574 871 321 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -379) -95 -90 0 -494 -385 -589 -475 210 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 17.0 3.3 63.3 68.6 69.9 88.9 30.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 17 21 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,640 COMMITMENTS 0 0 0 8,469 8,509 8,469 8,509 171 131 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -910) 0 0 0 -1,051 -754 -1,051 -754 141 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 98.5 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 20 17 20 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,384 COMMITMENTS 0 448 126 22,258 21,810 22,384 22,384 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,510) 0 -75 -100 -4,410 -4,335 -4,510 -4,510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.6 99.4 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 1 26 26 27 28 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 273,933 COMMITMENTS 50,769 35,691 25,414 156,886 188,933 233,069 250,038 40,864 23,895 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,734) -2,222 1,870 -1,116 7,119 3,687 3,781 4,441 -1,047 -1,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 13.0 9.3 57.3 69.0 85.1 91.3 14.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 40 18 32 79 81 135 120 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,235 COMMITMENTS 500 821 150 10,585 10,164 11,235 11,135 0 100 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,063) -550 -195 -350 -3,139 -3,518 -4,039 -4,063 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 7.3 1.3 94.2 90.5 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 4 1 40 38 44 43 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,107 COMMITMENTS 1,020 205 0 6,929 7,757 7,949 7,962 158 145 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -392) 167 -205 -100 -431 -67 -364 -372 -28 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 2.5 0.0 85.5 95.7 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 3 0 25 22 31 25 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 943,649 COMMITMENTS 167,830 334,318 307,696 403,549 254,924 879,075 896,938 64,574 46,711 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -11,446) -89 -4,113 -10,019 -4,739 971 -14,847 -13,161 3,401 1,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 35.4 32.6 42.8 27.0 93.2 95.0 6.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 85 125 128 81 66 251 247 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 22,026 COMMITMENTS 10,506 11,386 5,869 4,659 4,309 21,034 21,564 992 462 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 3,544) -11 489 2,730 975 475 3,694 3,694 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 51.7 26.6 21.2 19.6 95.5 97.9 4.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 7 10 5 6 17 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,087 COMMITMENTS 0 9,982 1,852 49,643 33,725 51,495 45,559 3,592 9,528 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -5,697) 0 591 -1,076 -5,506 -10,235 -6,582 -10,720 885 5,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.1 3.4 90.1 61.2 93.5 82.7 6.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 3 11 14 14 17 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,434 COMMITMENTS 2,224 16 2,998 72,342 74,385 77,564 77,399 9,870 10,035 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -5,896) -562 -483 100 -5,387 -10,809 -5,849 -11,192 -47 5,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 3.4 82.7 85.1 88.7 88.5 11.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 15 16 18 19 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,494,503 COMMITMENTS 466,806 184,523 707,793 1285120 1581008 2459719 2473324 34,784 21,179 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -9,271) 21,482 21,183 -30,322 -700 -1,220 -9,540 -10,359 269 1,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 7.4 28.4 51.5 63.4 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 29 28 46 95 86 151 134 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,061,770 COMMITMENTS 195,492 115,234 199,637 662,132 743,933 1057261 1058804 4,509 2,966 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 12,801) 9,211 34 8,279 -3,810 5,139 13,680 13,452 -879 -651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 10.9 18.8 62.4 70.1 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 22 15 33 42 40 78 74 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,049 COMMITMENTS 193 1,178 120 13,579 12,640 13,892 13,938 157 111 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -5,109) -263 -371 12 -4,917 -4,546 -5,168 -4,905 59 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 8.4 0.9 96.7 90.0 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 8 5 36 42 42 50 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,498 COMMITMENTS 44 123 174 1,641 1,635 1,859 1,932 639 566 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -374) 14 -20 -46 -243 -136 -275 -202 -99 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 4.9 7.0 65.7 65.5 74.4 77.3 25.6 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 19 20 22 24 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,491 COMMITMENTS 46 182 0 1,040 1,046 1,086 1,228 405 263 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -367) -58 50 0 -337 -397 -395 -347 28 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 12.2 0.0 69.8 70.2 72.8 82.4 27.2 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 15 19 16 20 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,718 COMMITMENTS 22,730 260 2,914 31,101 54,633 56,745 57,807 1,973 911 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -568) -1,440 -80 252 1,717 421 529 593 -1,097 -1,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 0.4 5.0 53.0 93.0 96.6 98.4 3.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 4 33 29 37 35 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,384 COMMITMENTS 200 1,082 1,226 12,814 12,670 14,240 14,978 1,144 406 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -508) 120 20 -24 -569 -345 -473 -349 -35 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 7.0 8.0 83.3 82.4 92.6 97.4 7.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 21 22 24 26 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,622 COMMITMENTS 707 720 428 7,100 8,689 8,235 9,837 2,387 785 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -285) -155 0 120 -400 -481 -435 -361 150 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 6.8 4.0 66.8 81.8 77.5 92.6 22.5 7.4 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 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,946 COMMITMENTS 3,400 438 88 7,589 10,602 11,077 11,128 869 818 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -187) -54 90 0 -83 -14 -137 76 -50 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 3.7 0.7 63.5 88.7 92.7 93.2 7.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 13 16 16 17 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,037 COMMITMENTS 2,954 3,180 142 22,422 22,329 25,518 25,651 2,519 2,386 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -347) 306 -10 -98 -601 -47 -393 -155 46 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 11.3 0.5 80.0 79.6 91.0 91.5 9.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 24 22 26 24 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,999 COMMITMENTS 4,770 0 638 4,377 8,620 9,785 9,258 1,214 1,741 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 188) 522 -98 -22 -235 89 265 -31 -77 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 0.0 5.8 39.8 78.4 89.0 84.2 11.0 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 18 16 20 17 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,684 COMMITMENTS 0 1,878 586 11,114 9,639 11,700 12,103 984 581 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -366) 0 34 -18 -216 -337 -234 -321 -132 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.8 4.6 87.6 76.0 92.2 95.4 7.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 2 21 16 23 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,247 COMMITMENTS 0 0 0 63,226 63,247 63,226 63,247 21 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,164) 0 0 0 -2,143 -2,164 -2,143 -2,164 -21 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 19 17 19 17 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,029,530 COMMITMENTS 0 0 0 1029530 1029530 1029530 1029530 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -23,950) 0 0 0 -23,950 -23,950 -23,950 -23,950 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 20 17 20 17 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 315,637 COMMITMENTS 0 0 0 315,637 315,637 315,637 315,637 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -27,335) 0 0 0 -27,335 -27,335 -27,335 -27,335 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 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,697 COMMITMENTS 0 0 0 35,697 35,697 35,697 35,697 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,612) 0 0 0 -3,612 -3,612 -3,612 -3,612 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 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 659,481 COMMITMENTS 0 0 0 659,481 659,481 659,481 659,481 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -68,145) 0 0 0 -68,145 -68,145 -68,145 -68,145 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 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 119,139 COMMITMENTS 105 0 0 118,779 119,139 118,884 119,139 255 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,475) -105 0 0 -8,370 -8,475 -8,475 -8,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.7 100.0 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 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,006,078 COMMITMENTS 4,080 0 0 2001998 2006078 2006078 2006078 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -164,745) -3,850 0 0 -160,895 -164,745 -164,745 -164,745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 17 28 18 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,104 COMMITMENTS 1,579 824 3,018 44,507 45,262 49,104 49,104 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,289) 304 -1,580 971 -3,564 -1,680 -2,289 -2,289 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.7 6.1 90.6 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 2 27 22 30 26 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,182,422 COMMITMENTS 37,512 44,995 13,965 1130945 1123462 1182422 1182422 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -34,875) -9,408 -10,455 4,680 -30,147 -29,100 -34,875 -34,875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.8 1.2 95.6 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 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 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,399 COMMITMENTS 0 790 0 51,378 50,354 51,378 51,144 21 255 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,090) 0 178 0 -2,069 -2,268 -2,069 -2,090 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 100.0 98.0 100.0 99.5 0.0 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 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,962 COMMITMENTS 0 4,806 294 24,668 19,862 24,962 24,962 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,957) 0 -126 0 6,957 7,083 6,957 6,957 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.3 1.2 98.8 79.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 13 9 14 10 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,771 COMMITMENTS 2,550 2,340 210 45,906 46,221 48,666 48,771 105 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -216) 0 1,485 -210 15 -1,491 -195 -216 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 4.8 0.4 94.1 94.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 16 20 18 21 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,446 COMMITMENTS 18,515 0 2,770 19,906 38,676 41,191 41,446 255 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,218) -68 0 -147 6,433 6,365 6,218 6,218 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 0.0 6.7 48.0 93.3 99.4 100.0 0.6 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 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,713 COMMITMENTS 765 1,267 21 16,140 16,170 16,926 17,458 787 255 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,121) 0 1,071 -126 -1,764 -2,016 -1,890 -1,071 -231 -1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 7.2 0.1 91.1 91.3 95.6 98.6 4.4 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 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 915,333 COMMITMENTS 23,400 35,926 1,224 890,709 878,183 915,333 915,333 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -55,390) 0 -5,015 0 -55,390 -50,375 -55,390 -55,390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 3.9 0.1 97.3 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 21 21 23 23 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 977,452 COMMITMENTS 95,735 0 0 881,717 977,452 977,452 977,452 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,522) 0 0 0 -8,522 -8,522 -8,522 -8,522 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.0 0.0 90.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 16 18 18 18 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 119,845 COMMITMENTS 0 2,040 0 119,845 117,805 119,845 119,845 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -11,935) 0 -1,925 0 -11,935 -10,010 -11,935 -11,935 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 11 11 12 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,200 COMMITMENTS 230 36 77 18,790 18,908 19,097 19,021 103 179 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,027) -65 -20 -35 -2,927 -3,001 -3,027 -3,056 0 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 0.4 97.9 98.5 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 1 3 40 37 45 40 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,288 COMMITMENTS 145 90 0 8,858 8,744 9,003 8,834 285 454 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,310) -5 0 0 -1,334 -1,265 -1,339 -1,265 29 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.0 0.0 95.4 94.1 96.9 95.1 3.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 18 20 19 21 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,713 COMMITMENTS 0 45 25 6,508 6,400 6,533 6,470 180 243 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -733) -5 -15 -5 -630 -736 -640 -756 -93 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.4 96.9 95.3 97.3 96.4 2.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 1 21 23 22 25 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,643 COMMITMENTS 0 0 0 8,355 8,511 8,355 8,511 1,288 1,132 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -985) 0 0 0 -891 -925 -891 -925 -94 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.6 88.3 86.6 88.3 13.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 24 21 24 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,332,544 COMMITMENTS 308,190 152,386 365,043 573,061 756,902 1246294 1274331 86,250 58,213 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 30,032) 185 860 28,979 -3,665 2,346 25,499 32,185 4,533 -2,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 11.4 27.4 43.0 56.8 93.5 95.6 6.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 114 83 141 84 101 271 265 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,946 COMMITMENTS 46,438 15,476 3,987 110,782 133,298 161,207 152,761 35,739 44,185 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -11,301) -1,157 -3,330 -1,272 -7,430 -9,165 -9,859 -13,767 -1,442 2,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 7.9 2.0 56.2 67.7 81.9 77.6 18.1 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 7 8 21 23 31 33 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,528 COMMITMENTS 200 1,175 575 15,732 14,777 16,507 16,527 21 1 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,189) -75 17 200 -1,506 -1,598 -1,381 -1,381 -808 -808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 7.1 3.5 95.2 89.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 5 3 32 29 36 34 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,181 COMMITMENTS 4,006 12,105 2,030 47,635 36,721 53,671 50,856 3,510 6,325 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 50) 183 0 -38 0 -212 145 -250 -95 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 21.2 3.6 83.3 64.2 93.9 88.9 6.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 5 7 21 16 30 23 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,974 COMMITMENTS 2,632 2,702 1,418 22,940 22,390 26,990 26,510 1,984 2,464 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 11) 40 -1,708 818 -607 1,441 251 551 -240 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 9.3 4.9 79.2 77.3 93.2 91.5 6.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 4 13 15 19 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,270 COMMITMENTS 2,227 50 0 6,965 9,195 9,192 9,245 78 25 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,065) -400 -50 0 -1,695 -1,990 -2,095 -2,040 30 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 0.5 0.0 75.1 99.2 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 0 16 17 18 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,774 COMMITMENTS 11,201 4,832 134 7,386 13,438 18,721 18,404 1,053 1,370 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -73) 198 -496 -26 -282 536 -110 14 37 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 24.4 0.7 37.4 68.0 94.7 93.1 5.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 41 39 5 31 29 74 72 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,893 COMMITMENTS 28,967 8,221 349 5,954 29,880 35,270 38,450 6,623 3,443 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 3,073) 2,287 1,809 62 235 756 2,584 2,627 489 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.1 19.6 0.8 14.2 71.3 84.2 91.8 15.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 70 36 7 22 33 93 75 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 270,399 COMMITMENTS 77,708 23,494 26,857 146,395 207,230 250,960 257,581 19,439 12,818 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 4,133) 3,356 -1,345 -2,636 -353 8,366 367 4,385 3,766 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 8.7 9.9 54.1 76.6 92.8 95.3 7.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 65 18 37 80 91 161 134 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,280 COMMITMENTS 7,241 0 993 6,407 12,221 14,641 13,214 4,639 6,066 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,842) -1,397 0 -75 -1,069 -3,750 -2,541 -3,825 -1,301 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 0.0 5.2 33.2 63.4 75.9 68.5 24.1 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 0 3 11 14 16 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 8,497 COMMITMENTS 0 0 0 7,469 7,056 7,469 7,056 1,028 1,441 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,049) 0 0 0 -865 -1,477 -865 -1,477 -184 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.9 83.0 87.9 83.0 12.1 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 15 16 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,164 COMMITMENTS 400 633 200 6,544 6,311 7,144 7,144 20 20 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,340) 0 126 150 -1,490 -1,616 -1,340 -1,340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 8.8 2.8 91.3 88.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 2 25 27 28 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,315 COMMITMENTS 575 134 0 50,079 50,823 50,654 50,957 661 358 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,431) 0 1 -2 -8,221 -8,340 -8,223 -8,341 -208 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.3 0.0 97.6 99.0 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 1 0 43 35 45 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,076 COMMITMENTS 0 0 0 12,956 13,076 12,956 13,076 120 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,965) 0 0 0 -1,965 -1,965 -1,965 -1,965 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 100.0 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 17 20 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,015 COMMITMENTS 50 2,425 0 5,965 3,590 6,015 6,015 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -830) -500 -400 0 -330 -430 -830 -830 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 40.3 0.0 99.2 59.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 0 29 18 30 21 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,845 COMMITMENTS 9 0 78 3,346 3,665 3,433 3,743 412 102 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,426) 9 -76 -9 -1,375 -1,311 -1,375 -1,396 -51 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 2.0 87.0 95.3 89.3 97.3 10.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 12 18 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,494 COMMITMENTS 752 3,734 933 21,799 18,724 23,484 23,391 10 103 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,797) 132 -335 -266 -2,653 -2,221 -2,787 -2,822 -10 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 15.9 4.0 92.8 79.7 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 5 4 38 39 42 46 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,370 COMMITMENTS 264 2,026 0 4,074 2,190 4,338 4,216 32 154 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,745) -1,644 156 0 -69 -1,831 -1,713 -1,675 -32 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 46.4 0.0 93.2 50.1 99.3 96.5 0.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 0 8 13 9 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,603 COMMITMENTS 1,814 749 612 9,126 10,227 11,552 11,588 51 15 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,849) 96 257 -331 -1,566 -1,721 -1,801 -1,795 -48 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 6.5 5.3 78.7 88.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 3 2 28 29 33 32 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,840 COMMITMENTS 10,796 2,276 816 21,018 29,345 32,630 32,437 210 403 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,871) -433 126 -260 -2,146 -2,667 -2,839 -2,801 -32 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 6.9 2.5 64.0 89.4 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 4 5 28 37 35 45
Updated December 9, 2011